ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Fall 2016 - Sections A,B,C,D and E
The webpage for section F can be found here.
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.
Optional Reading:
More Detailed Information
Text :
ECE 313 Course Notes (hardcopy sold through ECE Stores,
pdf file available.) Corrections to notes.
Summary of office hours times and locations (starting August 24).
Office hours with priority for Q&A about lectures, SAQs, problems, quizzes, exams.
Office hours giving priority to concept matrix certification.
* On Sept 7, office hours will be 1-6pm in room 4070 ECEB because of the change in matrix certification deadline that week.
Hours
Monday
Tuesday
Wednesday
Thursday
Friday
1-2pm
4026 ECEB
4026 ECEB
3034* ECEB
3034 ECEB
4034 ECEB
2-3pm
3034 ECEB
4034 ECEB
3-4pm
4-5pm
3034* ECEB
3034 ECEB
4034 ECEB
5-6pm
6-7pm
Section
Meeting time and place
Instructor
A 9 MWF
3015 ECE Building
Professor Zhizhen Zhao
e-mail: zhizhenz AT illinois dot edu
Office Hours:
Fridays, 2-3pm, 4034 ECEB
B 10 MWF
3015 ECE Building
Professor Juan Alvarez
e-mail: alvarez AT illinois dot edu
Office Hours:
Thursdays, 2-3pm, 3034 ECEB
figures and notes
C 11 MWF
3017 ECE Building
Professor Farzad Kamalabadi
e-mail: farzadk AT illinois dot edu
Office Hours:
Wednesdays, 4-5pm, 3034 ECEB
D 1 MWF
3017 ECE Building
Dimitrios Katselis
e-mail: katselis AT illinois dot edu
Office Hours:
Thursdays, 3-4pm, 3034 ECEB
E 2 MWF
3017 ECE Building
Bruce Hajek
e-mail: b-hajek AT illinois dot edu
Office Hours:
Fridays, 3-4pm, 4034 ECEB
Graduate Teaching Assistants
Cheng Chen
cchen130 AT illinois dot edu Office Hours:
Mondays, 4-6pm (4026 ECEB), Tuesdays, 5-7pm (4026 ECEB).
Nabil Hirzallah
hirzall2 AT illinois dot edu Office Hours:
Mondays, 2-4pm (4026 ECEB), Tuesdays 2-4 and 5-6 pm (4026 ECEB), Thursdays, 1-2pm (3034 ECEB), Wednesdays, 1-3pm (3034 ECEB).
Shuo Liu
shuoliu3 AT illinois dot edu Office Hours:
Mondays, 1-3pm (4026 ECEB), Tuesdays 1-5pm (4026 ECEB), Wednesdays, 3-4pm (3034 ECEB).
Yuanheng Yan
yyan6 AT illinois dot edu Office Hours:
Mondays, 3-6pm (4026 ECEB), Tuesdays, 2-3pm and 6-7pm (4026 ECEB), Thurdays, 4-5pm (3034 ECEB), Fridays, 1-2 and 4-5pm (4034 ECEB).
Zeyu Zhou
zzhou51 AT illinois dot edu Office Hours:
Tuesdays, 1-2pm and 4-7pm (4026 ECEB).
Concept constellation
Concept matrix
Course schedule (subject to change)
Week #
Quiz date Lecture
dates Concepts (Reading)[ Short videos]
Short Answer Questions (SAQ)
and Problems for Quizzes
1
Mon, 8/29 8/22-8/26
* 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 1.2)
[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]
SAQs (on 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
Wed, 9/7 8/29-9/2
* 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)), 2.8, 2.10 (quiz skips part (c)), 2.12, 2.16.
NOTE: the matrix deadline this week is Wednesday, Sept 7 at 6pm.
3
Mon, 9/12 9/7-9/9
No lecture 9/5
* 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, 2.18, 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
Mon, 9/19 9/12-9/16
* 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]
SAQs (p. 75) for Sections 2.5-2.7.
Problems (pp. 84-85) 2.22, 2.24.
5
Mon, 9/26 9/19-9/23
* 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)
SAQs (pp. 75-76) for Sections 2.8-2.10
Problems (pp. 85-88) 2.26, 2.28, 2.30, 2.32, 2.34
6
Mon, 10/10
(skip 10/3) 9/26-9/30
* 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, distribution of capacity and more applications of the union bound (Ch 2.12.2-2.12.4)
SAQs (p. 76) for Sections 2.11 & 2.12
Problems (pp. 88-93) 2.36, 2.38, 2.40, 2.42, 2.44, 2.46 (For 2.38 on quiz, you
should realize the intervals overlap, even though you don't have a calculator.)
Exam 1: Wednesday, October 5, 8.45-10pm
(no quiz October 3, no matrix certification deadline this week)
7
Mon, 10/10
(week 6 too) 10/3-10/7
* 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]
SAQs (p. 145-146) for Sections 3.1-3.4.
Problems (pp.148-150) 3.2, 3.4, 3.6, 3.8, 3.10.
8
Mon, 10/17 10/10-10/14
* 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]
SAQs (p 146) for Sections 3.5 & 3.6 (#1-3).
Problems (p. 152) 3.12, 3.14. 3.16.
9
Mon, 10/24 10/17-10/21
* the central limit theorem and Gaussian approximation (Ch. 3.6.3)
[SAQ 3.6]
* 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)
* ML parameter estimation for continuous type random variables (Ch. 3.7)
[SAQ 3.7]
* binary hypothesis testing for continuous type random variables (Ch 3.10)
[SAQ 3.10]
SAQs (pp. 146-147) for Sections 3.6 (#4), 3.7, 3.8, 3.10.
Problems (pp. 152-156) 3.18, 3.20, 3.22, 3.24, 3.26, 3.28, 3.30, 3.32.
10
Mon, 10/31 10/24-10/28
* failure rate functions (Ch 3.9)
[SAQ 3.9]
* joint CDFs (Ch 4.1)
[SAQ 4.1]
* joint pmfs (Ch 4.2)
[SAQ 4.2]
* joint pdfs (Ch 4.3)
[SAQ 4.3]
SAQs (p. 147) for Sections 3.9.
SAQs (pp. 220-221) for Section 4.1-4.3.
Problems (pp. 157-158) 3.34, 3.38.
Problems (pp. 223-226) 4.2, 4.6, 4.10 (not part a).
To shorten the problems on quizzes, Parts 4.2(c), 4.6(c) and 4.10(e) will not be included.
11
Mon, 11/14
(skip 11/7) 10/31-11/4
* 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. 221) for Sections 4.4-4.6.
Problems (p. 224-227) 4.4, 4.8, 4.12, 4.14, 4.16.
To shorten the problems on quizzes, Parts 4.4(c),and 4.12(d) will not be included.
Exam 2: Wednesday, November 9, 8.45-10pm
(no quiz November 7, no matrix certification deadline this week)
12
Mon, 11/14
(week 11 too) 11/7-11/11
* joint pdfs of functions of random variables (Ch 4.7.1)
[SAQ 4.7]
* correlation and covariance (e.g. scaling properties) (Ch 4.8)
[SAQ 4.8]
SAQs (p. 222) for Sections 4.8. (skip 4.7)
Problems (pp. 227-228) 4.18, 4.20, 4.22.
13
Mon, 11/2811/14-11/18
* sample mean and variance (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 4.9.
Problems (p. 229-230) 4.24, 4.26, 4.28.
11/21-11/25
Thanksgiving vacation
14
Mon, 12/5 11/28-12/2
* 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]
SAQs (p.222) for Sections 4.10-4.11
Problems (pp.230-235) 4.30, 4.32, 4.34, 4.36, 4.38, 4.40, 4.42.
15
12/5-12/7
wrap up and review
The ECE 313 FAQ
About the Concept Matrix
Quizzes and exams
Grading Policies
Piazza
COMPASS (for grades)
PreviousWeb Pages
Reserve Books
Powerpoint slides
Syllabus