ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Fall 2018  Sections A, C, D, E and CSP
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.
Hours  Monday  Tuesday  Wednesday  Thursday  Friday  Friday (CSP) 
3  4pm  5034 ECEB  3034 ECEB  3034 ECEB  4034 ECEB  In Chicago  
4  5pm  5034 ECEB  
5  6pm 
Section  Meeting time and place  Instructor 

A (CSP)  9 MWF 3081 ECE Building 
Professor Venugopal Veeravalli
email: vvv AT illinois dot edu Office Hours: Fridays, 34:30pm, in Chicago 
C  11 MWF 3017 ECE Building 
Professor Zhizhen Zhao
email: zhizhenz AT illinois dot edu Office Hours: Wednesdays, 34pm, 3034 ECEB 
D  1 MWF 3017 ECE Building 
Professor Dimitrios Katselis email: katselis AT illinois dot edu Office Hours: Fridays, 45pm, 4034 ECEB 
E  2 MWF 3017 ECE Building 
Professor Yi Lu email: yilu4 AT illinois dot edu Office Hours: Mondays, 34pm, 5034 ECEB 
Hieu Tri Huynh hthuynh2 AT illinois dot edu 
Office Hours: Thursdays 46pm 
Jason Nie nie9 AT illinois dot edu 
Office Hours: Mondays 45pm, Tuesdays 45pm 
Vishesh Verma vverma4 AT illinois dot edu 
Office Hours: Tuesdays 56pm, Fridays 56pm 
Lingda Wang lingdaw2 AT illinois dot edu 
Office Hours: Mondays 56pm 
Ali Yekkehkhany yekkehk2 AT illinois dot edu 
Office Hours: Tuesdays 34pm, Fridays 34pm 
Course schedule (subject to change)  
Checkpoint # Date 
Lecture dates 
Concepts (Reading)[ Short videos]  

1 Tue, 9/11 
8/279/7  * 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, SAQ 1.3, SAQ 1.4, PokerIntro, PokerFH2P] * using Karnaugh maps for three sets (Ch 1.4) [Karnaughpuzzle, SAQ1.2] 

2 Tue, 9/18 
9/109/14  * 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 2.4.12.4.2) [SimdocIntro] [SimdocMinhash1] 

3 Tue, 9/25 
9/179/21  * binomial distribution (how it arises, mean, variance, mode) (Ch 2.4.32.4.4) [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, 10/2 
9/249/28  * 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,SimdocMinhash2] * law of total probability (Ch 2.10) [deuce] [SAQ 2.10] * Bayes formula (Ch. 2.10) 

5 Tue, 10/9 
10/110/5  * 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 2.12.22.12.4) 

6 Tue, 10/16 
10/810/12  * 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] * exponential distribution (Ch 3.4) [SAQ 3.4] 

7 Tue, 10/23 
10/1510/19  * 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, 10/30 
10/2210/26  * 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, 11/6 
10/2911/2  * 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, 11/27 (skip 11/13) 
11/511/16  * 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) 

11/1911/23  Thanksgiving vacation  
11 Tue, 12/4 
11/2611/30  * 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, 12/11 
12/312/7  * 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] 

  12/1112/13  wrap up and review 
Optional Reading:
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