ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Fall 2015
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 415
Exam times : See Exam information.
Text :
ECE 313 Course Notes (hardcopy sold through ECE Stores,
pdf file available.) Corrections to notes.
Summary of office hours times and locations (starting August 26).
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Office hours for Q&A about lectures, SAQs, problems, quizzes, exams. No concept matrix certification. |
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Office hours giving priority to concept matrix certification. |
Hours |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
1-2pm |
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3020 ECEB and 3034 ECEB |
3034 ECEB |
3034 ECEB |
3034 ECEB |
2-3pm |
3015 ECEB |
3-4pm |
|
4-5pm |
335 MEB |
|
5-6pm |
|
6-7pm |
|
Section |
Meeting time and place |
Instructor |
A | 9 MWF 3015 ECE Building |
Professor Juan Alvarez
e-mail: alvarez AT illinois dot edu
Office Hours:
Thursdays, 1-2pm, 3034 ECEB
figures and notes
|
B | 10 MWF 3015 ECE Building |
Professor Yihong Wu
e-mail: yihongwu AT illinois dot edu
Office Hours:
Wednesdays, 1-3pm, 3034 ECEB
|
C | 11 MWF 3017 ECE Building |
Professor Yihong Wu
e-mail: yihongwu AT illinois dot edu
Office Hours:
Wednesdays, 1-3pm, 3034 ECEB
|
D | 1 MWF 3017 ECE Building |
Dimitrios Katselis e-mail: katselis AT illinois dot edu
Office Hours:
Thursdays, 3-4pm, 3034 ECEB
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E | 2 MWF 3017 ECE Building |
Peter Kairouz e-mail: kairouz2 AT illinois dot edu
Office Hours:
Thursdays, 2-3pm, 3034 ECEB
|
Graduate Teaching Assistants
Fardad Raisali raisali2 AT illinois dot edu |
Office Hours:
Mondays, 2-4pm (3015 ECEB), Tuesdays, 1-4pm (3020/3034 ECEB), Tuesdays, 4-5pm (335 MEB), Fridays, 1-3pm (3034 ECEB). |
Maojing Fu mfu2 AT illinois dot edu |
Office Hours:
Mondays, 2-6pm (3015 ECEB), Tuesdays 4-7pm (335 MEB), Fridays, 4-5pm (3034 ECEB). |
Ali Yekkehkhany yekkehk2 AT illinois dot edu |
Office Hours:
Mondays, 4-6pm (3015 ECEB), Tuesdays 4-7pm (335 MEB), Fridays, 3-4pm (3034 ECEB). |
Ge Yu geyu3 AT illinois dot edu |
Office Hours:
Tuesdays, 2-4pm (3020/3034 ECEB), Tuesdays, 5-7pm (335 MEB). |
Concept constellation
Concept matrix
Course schedule (subject to change) |
Week # Quiz date |
Lecture dates |
Concepts (Reading)[ Short videos] |
Short Answer Questions (SAQ) and Problems for Quizzes |
1
Mon, 8/31 |
8/24-8/28 |
* 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.
Optional: [SAQ 1.5]
|
2
Wed, 9/9 |
8/31-9/4 |
* 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. 74-75) for Sections 2.2 & 2.3
Problems (pp. 77-82) 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.
NOTE: the matrix deadline this week is Wednesday, Sept 9 at 6pm.
|
3
Mon, 9/14 |
9/9-9/11
No lecture 9/7 |
* binomial distribution (how it arises, mean, variance, mode) (Ch 2.4.3-2.4.4)
[SAQ 2.4]
[bestofseven]
|
SAQs (p. 75) for Section 2.4
Problems (pp. 83-84) 2.18, 2.20.
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.
|
4
Mon, 9/21 |
9/14-9/16 |
* 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. 75) for Sections 2.5-2.7.
Problems (pp. 84-85) 2.22, 2.24.
|
5
Mon, 9/28 |
9/18-9/23 (one lecture to be cancelled this week) |
* 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. 75-76) for Sections 2.8-2.10
Problems (pp. 85-88) 2.26, 2.28, 2.30, 2.32, 2.34
|
6
Mon, 10/12 (skip 10/5) |
9/25-9/30 |
* 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. 76) for Sections 2.11 & 2.12
Problems (pp. 88-93) 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.)
Exam 1: Wednesday, October 7, 7-8.15pm
(no quiz October 5, no matrix certification deadline this week)
|
7
Mon, 10/12 (week 6 too) |
10/2-10/7 |
* 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. 145-146) for Sections 3.1-3.4.
Problems (pp.148-150) 3.2, 3.4, 3.6, 3.8, 3.10.
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8
Mon, 10/19 |
10/9-10/14 (one lecture to be cancelled this week) |
* 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]
|
SAQs (p 146) for Sections 3.5 & 3.6 (#1).
Problems (p. 151) 3.12, 3.14.
|
9
Mon, 10/26 |
10/16-10/21 |
* 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]
* ML parameter estimation for continuous type random variables (Ch. 3.7)
[SAQ 3.7]
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SAQs (pp. 146-147) for Sections 3.6 (#2-4)-3.7.
Problems (pp. 152-154) 3.16, 3.18, 3.20, 3.22, 3.24.
|
10
Mon, 11/2 |
10/23-10/28 |
* 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)
* binary hypothesis testing for continuous type random variables (Ch 3.10)
[SAQ 3.10]
* joint CDFs (Ch 4.1)
[SAQ 4.1]
|
SAQs (p. 147) for Sections 3.8 and 3.10 (skip 3.9).
SAQs (p. 220) for Section 4.1.
Problems (pp. 155-156) 3.26, 3.28, 3.30, 3.32.
|
11
Mon, 11/16 (skip 11/9) |
10/30-11/4 |
* 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. 221) for Sections 4.2-4.4.
Problems (p. 223-226) 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), and 4.12(d) will not be included.
Exam 2: Wednesday, November 11, 7-8.15pm
(no quiz November 9, no matrix certification deadline this week)
|
12
Mon, 11/16 (week 11 too) |
11/6-11/11 |
* distribution of sums of random variables (Ch 4.5)
[SAQ 4.5]
* more problems involving joint densities (Ch 4.6)
[SAQ 4.6]
|
SAQs (pp. 221) for Sections 4.5-4.6. (skip 4.7)
Problems (pp. 226-227) 4.14, 4.16.
|
13
Mon, 11/30 |
11/13-11/20 (one lecture to be cancelled between 11/20-12/9) |
* 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. 222) for Sections 4.8-4.9.
Problems (p. 227-230) 4.18, 4.20, 4.22, 4.24, 4.26, 4.28.
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|
11/23-11/27 |
Thanksgiving | vacation |
14
Mon, 12/7 or Wed, 12/9 |
11/30-12/4 (one lecture to be cancelled between 11/20-12/9) |
* 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.222) for Sections 4.10-4.11
Problems (pp.230-235) 4.30, 4.32, 4.34, 4.36, 4.38, 4.40, 4.42.
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15 |
12/7-12/9 (one lecture to be cancelled between 11/20-12/9) |
wrap up and review |
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Optional Reading:
More Detailed Information