Course: Engineering Applications of Probability Theory (ES 345E)
Section: 001
Fall, 2014

Syllabus

Instructor:  Jack Ou, Ph.D.
Office Location: Salazar Hall 2010B
Email:jack.ou AT sonoma DOT edu
Office Hours: By appointment during MW 10:30-11:00, TH 3:00-4:00

Course Description:

Probability and its axioms, conditional probability, sequential experiments, independence, counting, discrete, continuous and mixed random variables and distributions, functions of random variables, expectations, multiple random variables and joint distributions, central limit theorem, weak law of large numbers, estimation of random variables, Random processes and their characterization.  Topics covered include application of probability to measure of information and redundancy, moments to measure power, correlation to determine correlation function, power spectrum and linear prediction and estimation of statistical parameters.

Pre-requisite courses:  A satisfactory completion of  MATH 211 (≥C)

Required Text: Roy Yates and David Goodman, “Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers,” Second Edition, 2005. 
ISBN 978-0-471-27214-4.

 

Date
Topic
Reference
Comments
8/19
Introduction
8/21
Set theory, probability
1.2-1.4
8/26
lecture (pdf), hw1
1.5-1.6
Bayes theorem, conditional probability, tree diagram
8/28
lecture (pdf)
1.6,1.8
Sampling with replacement, independent trial, reliability
9/2
problems from chapter 1 (pdf),hw2, review sheet for test #1
1.8,1.9
ATM pin hack example, youtube link.
9/4
lecture(pdf), hw2y
2.1-2.3
binomial RV, sports examples
9/9
Test #1 (solution)
1
9/11
Poisson RV, hw3, hw3_sol
2.3
9/16 CDF, Expected value (pdf) 2.4-2.5  
9/18 Variance and standard of deviation(pdf), hw4, hw4_sol 2.8  
9/23 Variance and Standard of Deviation (2)(pdf) 2.8  
9/25 Continuous RV (pdf, ppt), hw5, hw5_sol 3.1-3.3 PDF, CDF, E[X], Var[X]
9/30 Continuous RV examples (pdf, ppt), intro to flipped classroom 3.1-3.3  
10/2 Gaussian RV (pdf, mp4, post lecture assignment), hw6 3.5  
10/7 tentative schedule [in-class: Guassian RV problems(pdf)][before next class: mp4, post lecture assignment] 3.5  
10/9 [in-class: conditional probability problems(pdf)] Review sheet, hw7, hw7_sol 3.8 erfc()
10/14 Review for test    
10/16 Test covering chapter 2 &3    
10/21 Multivariable calculus review (pdf, ppt) [before next class: mp4, pdf], hw8   Finding limist of integration, ...etc
10/23 [in-class: join pmf, cdf, marginal pmf problems (pdf)][before next class: mp4,pdf] hw9s, hw9 4.1-4.3  
10/28 [in-class: join pdf, cdf, marginal pdf problems,pdf][before next class: mp4, pdf] 4.4-4.5  
10/30 [in-class: expected value problems:pdf], hw10s, hw10 4.7  
11/4 [in-class: conditioning of an event by probability: ppt, problems] 4.8  
11/6 Independent R.V. (slides,problems) 4.10  
11/11 Veteran's day (no class)    
11/13 Stochastic process (pdf) 10.1 Project assigned (docx)
11/18 QPSK example, concept of i.i.d., expected value and correlation 10.l, 10.4,10.8  
11/20 Expected value and correlation 10.8, 10.9  
11/25 Ergodic Process (mp4, pdf), problem 10.10.3 (cos (mp4,pdf), sin (mp4 pdf)) 10.10  
11/27 Thanksgiving!    
12/2 Examples on Central Limit Theorem, Confidence interval (pdf)    
12/4 Review for the final exam! (docx), hw11 (docx)   Project is Due!
12/11

Final Exam (pdf)

  Final Course grade (pdf)