ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Summer 2018
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 |
11am-12pm | 3034 ECEB | 3034 ECEB | 3034 ECEB | 3034 ECEB | 3034 ECEB except June 29 room 3020 on June 29 |
12-1pm | 3034 ECEB | ||||
1-2pm |
Section | Meeting time and place | Instructor |
---|---|---|
X | 10 MTWRF 1013 ECE Building |
Juan Alvarez
e-mail: alvarez AT illinois dot edu Office Hours: Mondays, 1.30-2.30pm, 3034 ECEB. Wednesdays, 1.30-2.30pm, 3034 ECEB. Thursdays, 1.30-2.30pm, 3034 ECEB. figures and notes |
Usman Ahmed Syed (usyed3@ AT illinois dot edu) | Office Hours: | Tuesdays, 11am-2pm, 3034 ECEB. Wednesdays 11am-12pm, 3034 ECEB. Fridays 11am-2pm, 3034 ECEB. |
Quiz # | Quiz date (tentative) |
Concepts (Notes sections)[Short videos] | Short Answer Questions (SAQ) and Problems for Quizzes 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. |
---|---|---|---|
1 | Tuesday, June 19 |
* 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 1.4)[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] * conditional probability (Ch 2.3) [team selection][SAQ 2.3] |
* SAQs for Sections 1.2, 1.3, 1.4, 2.3. * Problems 1.2, 1.4, 1.6, 1.8, 1.10, 1.12, 2.12, 2.16 . Optional: [SAQ 1.5] |
2 | Friday, June 22 |
* independence of events (Ch 2.4.1)[SimdocIntro][Simdoc-Minhash1]???
* law of total probability (Ch 2.10) [deuce] [SAQ 2.10] * Bayes formula (Ch. 2.10) * random variables and probability mass functions (Ch 2.1) [pmfmean] |
* SAQs for Section 2.10 * Problems 2.14, 2.32, 2.34, 2.2 (quiz won't ask for mean and variance), 2.4, 2.6 ((a) and (c)). |
3 | Tuesday, June 26 |
*mean of a function of a random variable (LOTUS) (Ch 2.2)
[pmfmean]
* scaling of expectation, variance, and standard deviation (Ch 2.2) [SAQ 2.2] * independence of random variables and Bernoulli distribution (Ch 2.4.2-2.4.3)[SimdocIntro][Simdoc-Minhash1] |
* SAQs for Section 2.2. * Problems 2.2, 2.6 ((b), (d), (e) and (f)), 2.10. Exam 1: Wednesday, June 27, during lecture. |
4 | Friday, June 29 |
* 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] |
* SAQs for Sections 2.4-2.5. * Problems 2.18, 2.20, 2.22, 2.24. |
5 | Tuesday, July 3 |
* 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] NO lecture on Wednesday, July 4. |
* SAQs for Sections 2.6-2.7 |
6 | Tuesday, July 10 |
* Maximum likelihood parameter estimation (definition, how to calculate for continuous and discrete parameters) (Ch 2.8)[SAQ 2.8][hypergeometric]
- Skip Section 2.9. * 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 Subsections 2.12.4 and 2.12.5. |
* SAQs for Sections 2.8, 2.11-2.12 * Problems 2.26, 2.36, 2.40, 2.42, 2.44, 2.46 Exam 2: Wednesday, July 11, during lecture. |
7 | Friday, July 13 |
* cumulative distribution functions (Ch 3.1)[SAQ 3.1]
* probability density functions (Ch 3.2) [SAQ 3.2] [simplepdf] |
* SAQs for Sections 3.1-3.2.
* Problems 3.2, 3.4, 3.6, 3.8. |
8 | Tuesday, July 17 |
* uniform distribution (Ch 3.3)
[SAQ 3.3]
* exponential distribution (Ch 3.4) [SAQ 3.4] * Poisson processes (Ch 3.5) [SAQ 3.5] |
* SAQs for Sections 3.3-3.5.
* Problems 3.10, 3.12 (not part d) and 3.14. |
9 | Friday, July 20 |
* 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 for Section 3.6, 3.7, and 3.10.
* Problems 3.16, 3.18c, 3.20, 3.22 and 3.24. |
10 | Tuesday, July 24 |
* the distribution of a function of a random variable (Ch 3.8.1)[SAQ 3.8] | * SAQs for Sections 3.8.1.
* Problems 3.26, 3.28, 3.30, 3.32. Exam 3: Wednesday, July 25, during lecture. |
11 | Friday, July 27 |
* 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] * joint pdfs (Ch 4.3)[SAQ 4.3] * joint pmfs (Ch 4.2)[SAQ 4.2] |
* SAQs for Sections 3.8.2, 4.1-4.3.
* Problems 4.2 (not part d), 4.6, 4.10 (not part a). |
12 | Thursday, August 2 |
* 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.] - Skip Section 4.7. * correlation and covariance (e.g. scaling properties) (Ch 4.8)[SAQ 4.8] * minimum mean square error linear estimator (Ch 4.9.3)[SAQ 4.9] * minimum mean square error unconstrained estimators (Ch 4.9.2) |
* SAQs for Sections 4.4-4.6, 4.8-4.9
* Problems 4.2(d), 4.4, 4.8, 4.12, 4.14, 4.16, 4.18, 4.20, 4.22, 4.24, 4.26, 4.28. |
Optional Reading:
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