ECE ILLINOIS

ECE 313/MATH 362

PROBABILITY WITH ENGINEERING APPLICATIONS

Fall 2016 - Sections A,B,C,D and E

The webpage for section F can be found here.


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. Students taking ECE 313 might consider taking ECE 314, Probability Lab, at the same time.

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 24).
Office hours with priority for Q&A about lectures, SAQs, problems, quizzes, exams.
Office hours giving priority to concept matrix certification.
Hours Monday Tuesday Wednesday Thursday Friday
1-2pm 4026 ECEB 4026 ECEB 3034* ECEB 3034 ECEB 4034 ECEB
2-3pm 3034 ECEB 4034 ECEB
3-4pm
4-5pm 3034* ECEB 3034 ECEB 4034 ECEB
5-6pm
6-7pm
* On Sept 7, office hours will be 1-6pm in room 4070 ECEB because of the change in matrix certification deadline that week.


Section Meeting time and place Instructor
A 9 MWF
3015 ECE Building
Professor Zhizhen Zhao
e-mail: zhizhenz AT illinois dot edu
Office Hours: Fridays, 2-3pm, 4034 ECEB
B 10 MWF
3015 ECE Building
Professor Juan Alvarez
e-mail: alvarez AT illinois dot edu
Office Hours: Thursdays, 2-3pm, 3034 ECEB
figures and notes
C 11 MWF
3017 ECE Building
Professor Farzad Kamalabadi
e-mail: farzadk AT illinois dot edu
Office Hours: Wednesdays, 4-5pm, 3034 ECEB
D 1 MWF
3017 ECE Building
Dimitrios Katselis
e-mail: katselis AT illinois dot edu
Office Hours: Thursdays, 3-4pm, 3034 ECEB
E 2 MWF
3017 ECE Building
Bruce Hajek
e-mail: b-hajek AT illinois dot edu
Office Hours: Fridays, 3-4pm, 4034 ECEB

Graduate Teaching Assistants
Cheng Chen
cchen130 AT illinois dot edu
Office Hours: Mondays, 4-6pm (4026 ECEB), Tuesdays, 5-7pm (4026 ECEB).
Nabil Hirzallah
hirzall2 AT illinois dot edu
Office Hours: Mondays, 2-4pm (4026 ECEB), Tuesdays 2-4 and 5-6 pm (4026 ECEB), Thursdays, 1-2pm (3034 ECEB), Wednesdays, 1-3pm (3034 ECEB).
Shuo Liu
shuoliu3 AT illinois dot edu
Office Hours: Mondays, 1-3pm (4026 ECEB), Tuesdays 1-5pm (4026 ECEB), Wednesdays, 3-4pm (3034 ECEB).
Yuanheng Yan
yyan6 AT illinois dot edu
Office Hours: Mondays, 3-6pm (4026 ECEB), Tuesdays, 2-3pm and 6-7pm (4026 ECEB), Thurdays, 4-5pm (3034 ECEB), Fridays, 1-2 and 4-5pm (4034 ECEB).
Zeyu Zhou
zzhou51 AT illinois dot edu
Office Hours: Tuesdays, 1-2pm and 4-7pm (4026 ECEB).


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, 8/29
8/22-8/26 * 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 Karnaugh maps for three sets (Ch 1.2) [Karnaughpuzzle, SAQ1.2]
* using principles of counting and over counting; binomial coefficients (Ch 1.3-1.4) [ILLINI, SAQ 1.3, SAQ 1.4, PokerIntro, PokerFH2P]
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, 9/7
8/29-9/2 * 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]
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)), 2.8, 2.10 (quiz skips part (c)), 2.12, 2.16.

NOTE: the matrix deadline this week is Wednesday, Sept 7 at 6pm.
3

Mon, 9/12
9/7-9/9

No lecture 9/5
* independence of events and random variables (Ch 2.4.1-2.4.2) [SimdocIntro] [Simdoc-Minhash1]
* 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) 2.14, 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, 9/19
9/12-9/16 * 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, 9/26
9/19-9/23 * 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, 10/10
(skip 10/3)
9/26-9/30 * 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, distribution of capacity and more applications of the union bound (Ch 2.12.2-2.12.4)
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 5, 8.45-10pm
(no quiz October 3, no matrix certification deadline this week)
7

Mon, 10/10
(week 6 too)
10/3-10/7 * 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.
8

Mon, 10/17
10/10-10/14 * 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]
SAQs (p 146) for Sections 3.5 & 3.6 (#1-3).

Problems (p. 152) 3.12, 3.14. 3.16.
9

Mon, 10/24
10/17-10/21 * the central limit theorem and Gaussian approximation (Ch. 3.6.3) [SAQ 3.6]
* 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)
* ML parameter estimation for continuous type random variables (Ch. 3.7) [SAQ 3.7]
* binary hypothesis testing for continuous type random variables (Ch 3.10) [SAQ 3.10]
SAQs (pp. 146-147) for Sections 3.6 (#4), 3.7, 3.8, 3.10.

Problems (pp. 152-156) 3.18, 3.20, 3.22, 3.24, 3.26, 3.28, 3.30, 3.32.
10

Mon, 10/31
10/24-10/28 * failure rate functions (Ch 3.9) [SAQ 3.9]
* joint CDFs (Ch 4.1) [SAQ 4.1]
* joint pmfs (Ch 4.2) [SAQ 4.2]
* joint pdfs (Ch 4.3) [SAQ 4.3]
SAQs (p. 147) for Sections 3.9.
SAQs (pp. 220-221) for Section 4.1-4.3.

Problems (pp. 157-158) 3.34, 3.38.

Problems (pp. 223-226) 4.2, 4.6, 4.10 (not part a).
To shorten the problems on quizzes, Parts 4.2(c), 4.6(c) and 4.10(e) will not be included.
11

Mon, 11/14
(skip 11/7)
10/31-11/4 * joint pdfs of independent random variables (Ch 4.4) [SAQ 4.4]
* distribution of sums of random variables (Ch 4.5) [SAQ 4.5]
* more problems involving joint densities (Ch 4.6) [SAQ 4.6]
SAQs (p. 221) for Sections 4.4-4.6.

Problems (p. 224-227) 4.4, 4.8, 4.12, 4.14, 4.16.
To shorten the problems on quizzes, Parts 4.4(c),and 4.12(d) will not be included.

Exam 2: Wednesday, November 9, 8.45-10pm
(no quiz November 7, no matrix certification deadline this week)
12

Mon, 11/14
(week 11 too)
11/7-11/11 * joint pdfs of functions of random variables (Ch 4.7.1) [SAQ 4.7]
* correlation and covariance (e.g. scaling properties) (Ch 4.8) [SAQ 4.8]
SAQs (p. 222) for Sections 4.8. (skip 4.7)

Problems (pp. 227-228) 4.18, 4.20, 4.22.
13

Mon, 11/28
11/14-11/18 * sample mean and variance (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 4.9.

Problems (p. 229-230) 4.24, 4.26, 4.28.
11/21-11/25 Thanksgiving vacation
14

Mon, 12/5
11/28-12/2 * 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.
15 12/5-12/7 wrap up and review

Optional Reading:



More Detailed Information

The ECE 313 FAQ

About the Concept Matrix

Quizzes and exams

Grading Policies

Piazza

COMPASS (for grades)

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