ECE ILLINOIS

ECE 313/MATH 362

PROBABILITY WITH ENGINEERING APPLICATIONS

Fall 2014 MWF Sections

Click here for TuTh Section


ECE 313 (also cross-listed as MATH 362) is an undergraduate course on probability theory and statistics with applications to engineering problems primarily chosen from the areas of communications, control, signal processing, and computer engineering.

EE and CompE students must complete one of the two courses ECE 313 or Stat 410.

Prerequisite : Math 286 or Math 410

Exam times : See Exam information.

In an effort to serve you better, this semester we will use a new teaching format, similar to that used in ECE 313 in Spring 2014. Click on Concept Matrix, Quizzes and exams, and Grading Policies below for more information.

Office Hours Summary of Times: Office hours giving priority to Q&A about lectures and homework (i.e. problems on quizzes): Wednesdays 2-3pm, Thursdays 2-3pm, Fridays 2-4 pm
Office hours giving priority to concept matrix certification: Mondays 2-6pm, Tuesdays 10am-noon, 2-7pm, Thursdays 3-6pm, Fridays 4-6 pm.

Office Hour Locations: The office hours on Tuesdays, 3-7 pm will be held in Room 257 Everitt Lab (not the new ECE building). All other office hours are in Room 4036 ECE Building.
NEW: Tuesdays, 3-5 pm office hours will be offered in both Room 257 EL and Room 336 MEB. (The 257 EL office hours continue til 7pm.)
Also new: Monday 2-6pm office hours have been relocated to Room 163 Everitt Lab


Section Meeting time and place Instructor
C 10 MWF
3015 ECE Building
Professor Bruce Hajek
e-mail: b-hajek AT illinois dot edu
Office Hours: Wednesdays, 2-3 pm, Room 4036 ECEB

D 11 MWF
3017 ECE Building
Professor Venu Veeravalli
e-mail: vvv AT illinois dot edu
Office Hours: Thursdays, 2-3 pm, Room 4036 ECEB

E 1 MWF
3017 ECE Building
Professor Pramod Viswanath
e-mail: pramodv AT illinois dot edu
Office Hours: Fridays, 2-3 pm, Room 4036 ECEB

B 2 MWF
3017 ECE Building
Professor Olgica Milenkovic
e-mail: milenkov AT illinois dot edu
Office Hours: Fridays, 3-4 pm, Room 4036 ECEB

Graduate Teaching Assistants
Meghana Bande (mbande2 AT illinois dot edu) Office Hours: Mondays 2-6 pm in Room 163 EL; Tuesdays 10am-noon and Fridays 4-6 pm in Room 4036 ECEB
Fardad Raisali (raisali2 AT illinois dot edu) Office Hours: Tuesdays 3-7 pm, Room 257 EL
Lili Su (lilisu3 AT illinois dot edu) Office Hours: Tuesdays 3-7 pm, Room 257 EL
James Yang (jyyang3 AT illinois dot edu) Office Hours: Tuesdays 3-5 pm, Room 336 MEB and Tuesdays 5-7 pm, Room 257 EL
Bo Zhao (bozhao1 AT illinois dot edu) Office Hours: Tuesdays 2-3 pm and Thursdays 3-6 pm, Room 4036 ECEB


Text : ECE 313 Course Notes (hardcopy sold through ECE Stores, pdf file available.) Corrections to notes.


Concept constellation Concept matrix
# Week Concepts (Reading)[ Short videos] Short Answer Questions
and Problems for Quizzes
1 8/25-8/29 *How to specify a set of outcomes, events, and probabilities for a given experiment (Ch 1.2)
*set theory (e.g. de Morgan's law, Karnaugh maps for two sets) (Ch 1.2)
*using principles of counting and over counting; binomial coefficients (Ch 1.3-1.4) [ILLINI, SAQ 1.3, SAQ 1.4, PokerIntro, PokerFH2P]
*using Karnaugh maps for three sets (Ch 1.4)[Karnaughpuzzle, SAQ1.2]
SAQs (on p. 20) for Sections 1.2, 1.3, 1.4.
Problems (pp. 21-24) 1.2, 1.4, 1.6, 1.8, 1.10, 1.12.
Quiz 1: Wednesday, 9/3 (Deadline for concept certification is 7pm the SAME day.)

Optional: [SAQ 1.5]
2 9/1-9/5
*random variables, probability mass functions, and mean of a function of a random variable (LOTUS) (Ch 2.1, first two pages of Ch 2.2) [pmfmean]
*scaling of expectation, variance, and standard deviation (Ch 2.2) [SAQ 2.2]
*conditional probability (Ch 2.3) [team selection][SAQ 2.3]
*independence of events and random variables (Ch 2.4.1-2.4.2)[SimdocIntro][Simdoc-Minhash1]
SAQs (pp. 73-74) for Sections 2.2 & 2.3
Problems (pp. 76-81) 2.2 (quiz won't ask for mean and variance), 2.4, 2.6 (quiz skips parts (d) & (e)) , 2.12, 2.14, 2.16.
Quiz 2: Monday, 9/8 (For the remainder of the semester, each quiz is on a Monday and the concept certification deadline is 7pm the next day, a Tuesday.)
3 9/8-9/12
*binomial distribution (how it arises, mean, variance, mode) (Ch 2.4.3-2.4.4)[SAQ 2.4][bestofseven]
*geometric distribution (how it arises, mean, variance, memoryless property) (Ch. 2.5)[SAQ 2.5]
*Bernoulli process (definition, connection to binomial and geometric distributions) (Ch 2.6)[SAQ 2.6]
*Poisson distribution (how it arises, mean, variance) (Ch 2.7)[SAQ 2.7]
SAQs (p. 74) for Sections 2.4-2.7.
Problems (pp. 82-84) 2.18, 2.20, 2.22, 2.24.
For problems asking for a numerical answer, on a quiz you would only need to indicate how to solve the problems up to the point a calculator is needed.
Quiz 3: Monday, 9/15
4 9/15-9/19
*Maximum likelihood parameter estimation (definition, how to calculate for continuous and discrete parameters) (Ch 2.8)[SAQ 2.8]
*Markov and Chebychev inequalities (Ch 2.9)
*confidence intervals (definitions, meaning of confidence level) (Ch 2.9)[SAQ 2.9,Simdoc-Minhash2]
*law of total probability (Ch 2.10) [deuce] [SAQ 2.10]
*Bayes formula (Ch. 2.10)
SAQs (pp. 74-75) for Sections 2.8-2.10.
Problems (pp. 84-87) 2.26, 2.28, 2.30, 2.32, 2.34
Quiz 4: Monday, 9/22
5 9/22-9/26 *Hypothesis testing -- probability of false alarm and probability of miss (Ch. 2.11)
*ML decision rule and likelihood ratio tests (Ch 2.11) [SAQ 2.11]
*MAP decision rules (Ch 2.11) *union bound (Ch 2.12.1) [SAQ 2.12]
*network outage probability and distribution of capacity (Ch 2.12.2-2.12.3)
*probability of undetected error for coded system (Ch 2.12.4)
SAQs (p. 75) for Sections 2.11 & 2.12
Problems (pp. 87-92) 2.36, 2.38, 2.40, 2.42, 2.44, 2.46 (For 2.38 on quiz, you should realize the intervals overlap, even though you don't have a calculator.)
Quiz 5: Monday, 9/29
Exam 1: Wednesday, October 8 (no quiz October 6)
6 & 7 9/29-10/10
*cumulative distribution functions (Ch 3.1)[SAQ 3.1]
*probability density functions (Ch 3.2) [SAQ 3.2] [simplepdf]
*uniform distribution (Ch 3.3) [SAQ 3.3]
*exponential distribution (Ch 3.4) [SAQ 3.4]
SAQs (p. 143-144) for Sections 3.1-3.4.
Problems (pp.146-148) 3.2, 3.4, 3.6, 3.8, 3.10.
Quiz 6: Monday 10/13
8 10/13-10/17 *Poisson processes (Ch 3.5) [SAQ 3.5]
*Erlang distribution (Ch 3.5.3)
*scaling rule for pdfs (Ch. 3.6.1)[SAQ 3.6]
*Gaussian (normal) distribution (e.g. using Q and Phi functions) (Ch. 3.6.2) [SAQ 3.6] [matlab help including Qfunction.m]
*the central limit theorem and Gaussian approximation (Ch. 3.6.3) [SAQ 3.6]
SAQs (p 144) for Sections 3.5 & 3.6.
Problems (pp. 148-151) 3.12, 3.14, 3.16, 3.18, 3.20.
Quiz 7: Monday 10/20
9 10/20-10/24 *ML parameter estimation for continuous type random variables (Ch. 3.7)[SAQ 3.7]
*the distribution of a function of a random variable (Ch 3.8.1)[SAQ 3.8]
*generating random variables with a specified distribution (Ch 3.8.2)
*the area rule for expectation based on CDF (Ch 3.8.3)
*failure rate functions (Ch 3.9)[SAQ 3.9]
*binary hypothesis testing for continuous type random variables (Ch 3.10) [SAQ 3.10]
SAQs (pp. 144-145) for Sections 3.7-3.10.
Problems (pp. 151-156) 3.22, 3.24, 3.26, 3.28, 3.30, 3.32, 3.34, 3.38.
Quiz 8: Monday 10/27
10 10/27-10/31 *joint CDFs (Ch 4.1)[SAQ 4.1]
*joint pmfs (Ch 4.2)[SAQ 4.2]
*joint pdfs (Ch 4.3)[SAQ 4.3]
*joint pdfs of independent random variables (Ch 4.4)[SAQ 4.4]
SAQs (p. 215-216) for Sections 4.1-4.4.
Problems (p. 218-221) 4.2, 4.4, 4.6, 4.8, 4.10, 4.12.
To shorten the problems on quizzes, Parts 4.2(c), 4.4(c), 4.6(c), 4.10(e), 4.12(d) will not be included.
Quiz 9: Monday 11/3
11 & 12 11/3-11/14 *distribution of sums of random variables (Ch 4.5)[SAQ 4.5]
*more problems involving joint densities (Ch 4.6)[SAQ 4.6]
*joint pdfs of functions of random variables (Ch 4.7)[SAQ 4.7]
SAQs (pp. 216-217) for Sections 4.5, 4.6, 4.7.
Problems (pp. 221-222) 4.14, 4.16.
NO QUIZ 11/10
Exam 2: Wednesday, 11/12
Quiz 10: Monday 11/17
13 11/17-11/21 *correlation and covariance (e.g. scaling properties) (Ch 4.8)[SAQ 4.8]
*minimum mean square error unconstrained estimators (Ch 4.9.2)
*minimum mean square error linear estimator (Ch 4.9.3)[SAQ 4.9]
SAQs (p. 217) for Sections 4.8, 4.9.
Problems (p. 222-225) 4.18, 4.20, 4.22, 4.24, 4.26, 4.28.
Quiz 11: Monday 12/1
11/24-11/28 Thanksgiving vacation
14 12/1-12/5 *law of large numbers (Ch 4.10.1)
*central limit theorem (Ch 4.10.2)[SAQ 4.10]
*joint Gaussian distribution (Ch 4.11) (e.g. five dimensional characterizations)[SAQ 4.11]
SAQs (p.217) for Sections 4.10-4.11
Problems (pp.225-230) 4.30, 4.32, 4.34, 4.36, 4.38, 4.40, 4.42
Quiz 12: Monday 12/8
15 12/8-12/10 wrap up and review

Optional Reading:



More Detailed Information

The ECE 313 FAQ

About the Concept Matrix

Homework

Previous Web Pages

Reserve Books

Quizzes and exams

Piazza

COMPASS (for grades)

Grading Policies

Powerpoint slides