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ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Fall 2017 - Sections A,B,C,D and E
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.
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 |
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] |
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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 |
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] |
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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] |
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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 in the exams) |
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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] |
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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] |
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- | 12/11-12/13 | wrap up and review |
Optional Reading:
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