ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Spring 2014
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 310 in Spring 2013. Click on Concept Matrix, Quizzes and exams, and Grading Policies below for more information.
Office Hours Summary: Mondays 13, 46, Tuesdays 13, Wednesdays 1112, 17, Thursdays 26, Fridays 15
Section  Meeting time and place  Instructor 

E  9 MWF 163 Everitt Laboratory 
Professor DominguezGarcia email: aledan AT illinois dot edu Office Hours: Wednesdays, 34 pm in 170 EL, or by appointment 
C  10 MWF 163 Everitt Laboratory 
Professor Yi Lu email: yilu4 AT illinois dot edu Office Hours: Wednesdays, 11 am  noon in 369 EL

D  11 MWF 163 Everitt Laboratory 
Professor
Yihong Wu email: yihongwu AT illinois dot edu Office Hours: Wednesdays, 12 pm in 369 EL

F  1 MWF 218 Mechanical Engineering 
Professor Bruce Hajek email: bhajek AT illinois dot edu Office Hours: Wednesdays, 23 pm in 369 EL 
Bussaba Amnueypornsakul (amnueyp1 AT illinois dot edu)  Office Hours: Monday 13PM in EL 368, Tuesday 13PM in EL 368, Wednesday 3.007.00PM in EL 170  
Xichen Jiang (xjiang4 AT illinois dot edu)  Office Hours: Friday 15 PM in 369 EL  
Ding Liu (dingliu2 AT illinois dot edu)  Office Hours: Monday 46 PM in 168 EL, Wednesday 46 PM in 170 EL, Thursday 26 PM in 369 EL 
#  Week  Concepts (Reading)[ Short videos]  Short Answer Questions and Problems for Quizzes 

1 & 2  1/221/31 
*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 1.31.4) [ILLINI, SAQ1.3, PokerIntro, PokerFH2P] *using Karnaugh maps for three sets (Ch 1.4)[Karnaughpuzzle, SAQ1.2] *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] 
SAQs (on p. 20) for Sections 1.2, 1.3, 1.4. Problems (pp. 2123, 7778) 1.2, 1.4, 1.6, 1.8, 1.10, 1.12, 2.2 (skip part about variance), 2.4. Quiz 1: 1/31 
3  2/32/7  *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 2.4.12.4.2)[SimdocIntro][SimdocMinhash1] *binomial distribution (how it arises, mean, variance, mode) (Ch 2.4.32.4.4)[SAQ 2.4][bestofseven] 
SAQs (pp. 7374) for Sections 2.2, 2.3, 2.4. Problems (pp. 7782) 2.6, 2.12, 2.14, 2.16, 2.18, 2.20. Quiz 2: 2/7 
4  2/10  2/14  *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) *Poisson distribution (how it arises, mean, variance) (Ch 2.7) *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)[SimdocMinhash2] 
SAQs (p. 74) for Sections 2.52.9. Problems (pp. 8284) 2.22, 2.24, 2.26, 2.28. If appearing on a quiz, numerical answers are not required for problems SAQ 2.5.1 or 2.7, or Problems 2.26(b) or 2.28(a). As usual, you would need to indicate how to solve the problems up to the point a calculator is needed. Quiz 3: 2/14 
5  2/172/21  *law of total probability (Ch 2.10) [deuce] [SAQ 2.10]
*Bayes formula (Ch. 2.10) *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) 
SAQs (p. 75) for Sections 2.10, 2.11. Problems (pp. 8588) 2.30, 2.32, 2.34, 2.36, 2.38. (For 2.34 on quiz, you should realize the intervals overlap, even though you don't have a calculator.) Quiz 4: 2/21 
6  2/242/28  *union bound (Ch 2.12.1) [SAQ 2.12]
*network outage probability and distribution of capacity (Ch 2.12.22.12.3) *probability of undetected error for coded system (Ch 2.12.4) *cumulative distribution functions (Ch 3.1) 
SAQs (p. 75, 143) for Sections 2.12, 3.1. Problems (pp. 8990, 145146) 2.40, 2.42, 2.44, 3.2. Quiz 5: 2/28 Exam 1: Monday, March 3 
7  3/33/7  *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] *Poisson processes (Ch 3.5) [SAQ 3.5] *Erlang distribution (Ch 3.5.3) 
SAQs (p. 143144) for Sections 3.23.5. Problems (pp.146148) 3.4, 3.6, 3.8, 3.10, 3.12. Quiz 6: Monday 3/10 
8  3/103/14  *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 Section 3.6. Problems (pp. 149150) 3.14, 3.16, 3.18. No class Friday (EOH!) Quiz 7: Monday 3/17 
9  3/173/21  *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. 144145) for Sections 3.73.10. Problems (pp. 150155) 3.20, 3.22, 3.24, 3.26, 3.28, 3.30, 3.32, 3.36 Quiz 8: Monday 3/31 
SPRING BREAK  
10  3/31  4/3  *joint CDFs (Ch 4.1)[SAQ 4.1]
*joint pmfs (Ch 4.2)[SAQ 4.2] *joint pdfs (Ch 4.3)[SAQ 4.3] *joint pdfs of independent random variables (Ch 4.4)[SAQ 4.4]  SAQs (p. 215216) for Sections 4.14.4. Problems (p. 218221) 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 4/7 
11 & 12  4/74/18  *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. 216217) for Sections 4.5, 4.6, 4.7. Problems (pp. 221222) 4.14, 4.16. NO QUIZ 4/14 Exam 2: Monday, April 14 Quiz 10: Monday 4/21 
13  4/214/25  *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. 222225) 4.18, 4.20, 4.22, 4.24, 4.26, 4.28. (Problem 4.26 refers back to problem 4.24.) Quiz 11: Monday 4/28 
14  4/285/1  *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 4.104.11 Problems (pp.225230) 4.30, 4.32, 4.34, 4.36, 4.38, 4.40, 4.42 The note in parentheses for problem 4.30 should be updated to: The problem is related to Example 4.10.5. The example is correct. Also, part (a) should refer to Proposition 4.10.1, not 4.9.1.) Quiz 12: Monday 5/5 
15  5/55/7  wrap up and review 
Optional Reading:
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