ECE ILLINOIS

ECE 313/MATH 362

PROBABILITY WITH ENGINEERING APPLICATIONS

Fall 2017 - Sections A,B,C,D and E


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 on September 6th).
In-person office hours
Online office hours (through SOS on MasterProbo. See Homework)
Hours Monday Tuesday Wednesday Thursday Sunday
3-4pm 5034 ECEB 5034 ECEB
4-5pm
7-8pm Online Online Online Online Online
8-8:30pm
8:30-9pm


Section Meeting time and place Instructor
A 9 MWF
3015 ECE Building
Professor Zhizhen Zhao
e-mail: zhizhenz AT illinois dot edu
Office Hours: Wednesdays, 4-5pm, 5034 ECEB
B 10 MWF
3015 ECE Building
Dimitrios Katselis
e-mail: katselis AT illinois dot edu
Office Hours: Mondays, 4-5pm, 5034 ECEB
C 11 MWF
3017 ECE Building
Professor Lav R. Varshney
e-mail: varshney AT illinois dot edu
Office Hours: Wednesdays, 3-4pm, 5034 ECEB
Slides and materials
D 1 MWF
3017 ECE Building
Xiaohan Kang
e-mail: xiaohank AT illinois dot edu
Office Hours: Mondays, 3-4pm, 5034 ECEB
E 2 MWF
3017 ECE Building
Professor Yi Lu
e-mail: yilu4 AT illinois dot edu
Office Hours: Online
Slides and materials

Graduate Teaching Assistants
Cheng Chen
cchen130 AT illinois dot edu
Office Hours: Online
Chuchu Fan
cfan10 AT illinois dot edu
Office Hours: Online
Du Su
dusu3 AT illinois dot edu
Office Hours: Online
Vishesh Verma
vverma4 AT illinois dot edu
Office Hours: Online
Ali Yekkehkhany
yekkehk2 AT illinois dot edu
Office Hours: Online


Course schedule (subject to change)
Checkpoint #
Date
Lecture
dates
Concepts (Reading)[ Short videos]
1

Tue, 9/12
8/28-9/8 * 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]
2

Tue, 9/19
9/11-9/15 * 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]
3

Tue, 9/26
9/18-9/22 * 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]
4

Tue, 10/3
9/25-9/29 * 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)
5

Tue, 10/10
10/2-10/6 * 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 and its application (Ch 2.12.1) [SAQ 2.12]
* network outage probability and distribution of capacity, and more applications of the union bound (Ch 2.12.2-2.12.4)
6

Tue, 10/17
10/9-10/13 * 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]
7

Tue, 10/24
No Lecture 10/20
10/16-10/20 * 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]
8

Tue, 10/31
10/23-10/27 * 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]
* 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)
* failure rate functions (Ch 3.9) [SAQ 3.9]
* binary hypothesis testing for continuous type random variables (Ch 3.10) [SAQ 3.10]
9

Tue, 11/7
10/30-11/3
* joint CDFs (Ch 4.1) [SAQ 4.1]
* joint pmfs (Ch 4.2) [SAQ 4.2]
* joint pdfs (Ch 4.3) [SAQ 4.3]
10

Tue, 11/28
(skip 11/14)
11/6-11/17 * 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]
* joint pdfs of functions of random variables (Ch 4.7) [SAQ 4.7] (Section 4.7.2 and 4.7.3 will not be tested for concept certification nor in the exams)
  11/20-11/24 Thanksgiving vacation
11

Tue, 12/5
11/27-12/1 * correlation and covariance: scaling properties and covariances of sums (Ch 4.8) [SAQ 4.8]
* sample mean and variance of a data set, unbiased estimators (Ch 4.8, Example 4.8.7)
* minimum mean square error unconstrained estimators (Ch 4.9.2)
* minimum mean square error linear estimator (Ch 4.9.3) [SAQ 4.9]
12

Tue, 12/12
12/4-12/8 * 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]
- 12/11-12/13 wrap up and review  

Optional Reading:



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