ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Summer 2016
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.
Office hours giving priority to Q&A about lectures and homework (i.e. problems on quizzes). | |
Office hours giving priority to concept matrix certification. |
Hours | Monday | Tuesday | Wednesday | Thursday | Friday |
1-1.30pm | 3034 ECEB | 3034 ECEB | |||
1.30-2pm | 3034 ECEB | 3034 ECEB | |||
2-2.30pm | |||||
2.30-3pm | |||||
3-4pm | 3034 ECEB | ||||
4-5pm |
Section | Meeting time and place | Instructor |
---|---|---|
X | 10 MTWRF 3017 ECE Building |
Professor Juan Alvarez
e-mail: alvarez AT illinois dot edu Office Hours: Mondays and Thursdays, 1.30-2.30pm, 3034 ECEB. figures and notes |
Ali Yekkehkhany (yekkehk2 AT illinois dot edu) | Office Hours: | Tuesday 1-4pm (3034 ECEB), Wednesday 3-5pm (3034 ECEB), Friday 1-4pm (3034 ECEB). |
Quiz # | Quiz date (tentative) |
Concepts (Notes sections)[Short videos] | Short Answer Questions (SAQ) and Problems for Quizzes |
---|---|---|---|
1 | Tuesday, June 21 |
* 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 (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 | Friday, June 24 |
* 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)) , 2.10 (quiz skips part (c)), 2.12. |
3 | Tuesday, June 28 |
* 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, 2.16, 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 | Friday, July 1 |
* 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] * Maximum likelihood parameter estimation (definition, how to calculate for continuous and discrete parameters) (Ch 2.8)[SAQ 2.8][hypergeometric] - Skip Section 2.9. |
* SAQs (p. 75) for Sections 2.5-2.8. * Problems (pp. 85-86) 2.22, 2.24, 2.26. |
5 | Friday, July 8 |
* 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) * union bound (Ch 2.12.1) [SAQ 2.12] * network outage probability and distribution of capacity (Ch 2.12.2-2.12.3) - Skip Subsection 2.12.4. |
* SAQs (p. 76) for Sections 2.10-2.12 * Problems (pp. 87-93) 2.32, 2.34, 2.36, 2.40, 2.42, 2.44, 2.46 Exam 1: Thursday, July 7, 8.45-10pm, 1013 ECEB. |
6 | Tuesday, July 12 |
* 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] |
* SAQs (p. 145-146) for Sections 3.1-3.3. * Problems (pp.148-150) 3.2, 3.4, 3.6, 3.8. |
7 | Friday, July 15 |
* exponential distribution (Ch 3.4)
[SAQ 3.4]
* Poisson processes (Ch 3.5) [SAQ 3.5] |
* SAQs (p 144) for Sections 3.4-3.5 * Problems (pp. 150-153) 3.10, 3.12, 3.14. |
8 | Tuesday, July 19 |
* 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] * ML parameter estimation for continuous type random variables (Ch. 3.7)[SAQ 3.7] - Skip Sections 3.8 temporarliy and section 3.9 completely. * binary hypothesis testing for continuous type random variables (Ch 3.10) [SAQ 3.10] |
* SAQs (pp. 146-147) for Sections 3.6, 3.7 and 3.10 * Problems (pp. 154-156) 3.16, 3.18c, 3.20, 3.22, 3.24. |
9 | Friday, July 22 |
* 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) - Skip Sections 3.8.3 and 3.9 * joint CDFs (Ch 4.1)[SAQ 4.1] |
* SAQs (p. 147) for Section 3.8. * SAQs (p. 220-221) for Section 4.1. * Problems (pp. 154-156) 3.26, 3.28, 3.30, 3.32. Exam 2: Thursday, July 21, 8.45-10pm, 1013 ECEB. |
10 | Tuesday, July 26 |
* joint pmfs (Ch 4.2)[SAQ 4.2]
* joint pdfs (Ch 4.3)[SAQ 4.3] |
* SAQs (p. 221) for Sections 4.2-4.3. * Problems (p. 223-226) 4.2 (not part d), 4.6, 4.10 (not part a). To shorten the problems on quizzes, Parts 4.2(c), 4.6(c), 4.10(e) will not be included. |
11 | Friday, July 29 |
* 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. 222) for Sections 4.4-4.6. * Problems (pp. 226-230) 4.2(d), 4.4, 4.8, 4.10, 4.12, 4.14, 4.16. To shorten the problems on quizzes, Parts 4.4(c), 4.12(d) will not be included. |
12 | Tuesday, August 2 |
- Skip Section 4.7. * 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 (pp.230-234) 4.18, 4.20, 4.22, 4.24, 4.26, 4.28. |
-- | * 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] |
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To compensate for afternoon exams, there will be NO lectures August 3-August 4 BUT I will be in room 3017 during regular lecture time to answer questions. |
Optional Reading:
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