ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Fall 2024
ECE 313 (also cross-listed as MATH 362) is an undergraduate course on probability theory and statistics with applications to engineering problems primarily chosen from the areas of communications, control, signal processing, and computer engineering. Students taking ECE 313 might consider taking ECE 314, Probability Lab, at the same time.
EE and CompE students must complete one of the two courses ECE 313 or Stat 410.
Communication : Please email ece-313-fall24-group@office365.illinois.edu instead of contacting instructors or TAs directly.
Prerequisite : Math 257 or Math 416
Exam times : See Exam information.
Homeworks : Homework assignments and solutions will be posted here. Please submit your written homework on Gradescope (enrollment code 2B2Y8R). Typesetting with LaTeX is allowed, however, no additional credit will be awarded to typeset homework.
Campuswire: Self-enrollment code for Campuswire is 0479.
Text : ECE 313 Course Notes (hardcopy sold through ECE Stores, pdf file available.)(alt link)
Lecture Notes : Section B
Office Hour Schedule (TA Office hours start from the second week of the semester)
Hours | Monday | Tuesday | Wednesday | Thursday | Friday | |||||
9 am-10 am | Adarsh [4034 ECEB] | |||||||||
10 am-11 am | Jonah [3001 ECEB] | Vishal [2034 ECEB] | ||||||||
11 am-12 pm | Vishal (11/04 only)[Zoom] | Zifei [4034 ECEB] | Dimitris [1015 ECEB] (11:20 am- 11:50 am) |
Dimitris [1015 ECEB] (11:20 am- 11:50 am) |
||||||
12 pm-1 pm | Jonah [3001 ECEB] | Junyeob [2034 ECEB] | ||||||||
1 pm-2 pm | Xu [5040 ECEB] | Vishal [2034 ECEB] | ||||||||
2 pm-3 pm | Aris [2036 ECEB] | Junyeob [4034 ECEB] | Shitao [3001 ECEB] | |||||||
3 pm-4 pm | Evan [4036 ECEB] | Venu [Zoom] (3:30-4:30 pm) |
Evan [4034 ECEB] | Adarsh [3001 ECEB] | Junyeob [2034 ECEB] | |||||
4 pm-5 pm | Evan [4034 ECEB] | Junyeob [3003 ECEB] | Zifei [3001 ECEB] | |||||||
5 pm-6 pm | Shitao [4034 ECEB] | |||||||||
6 pm-7 pm | ||||||||||
7 pm-8 pm |
Section | Meeting time and place | Instructor |
---|---|---|
A |
2:00 PM - 3:15 PM TR 3013 ECEB |
Professor Venugopal V. Veeravalli e-mail: vvv AT illinois dot edu Office Hours: Tuesday 3:30 PM - 4:30 PM, Zoom |
B |
10:00 AM - 10:50 AM MWF 3017 ECEB |
Dr. Aristomenis Tsopelakos e-mail: tsopela2 AT illinois dot edu Office Hours: Monday 2:00 - 3:00 PM, 2036 ECEB |
C |
11:00 AM - 11:50 AM MWF 3017 ECEB |
Professor Xu Chen email: xuchen1 AT illinois dot edu Office Hours: Wednesday 1:00 - 2:00 PM, 5040 ECEB |
D |
1:00 PM - 1:50 PM MWF 3017 ECEB |
Professor Dimitrios Katselis e-mail: katselis AT illinois dot edu Office Hours: Wednesday, Friday, 11:20 AM - 11:50 AM, 1015 ECEB |
Name | Office Hour Time | Office Hour Location |
Shitao Liu sl53 AT illinois dot edu |
Thursday 2-3 PM | 3001 ECEB |
Wednesday 5-8 PM | 4034 ECEB | |
Adarsh Muthuveeru-Subramaniam adarshm2 AT illinois dot edu |
Wednesday 9-10 AM | 4034 ECEB |
Thursday 3-4 PM | 3001 ECEB | |
Evan Varghese evanjv2 AT illinois dot edu |
Monday 3-5 PM | 4036 ECEB |
Wednesday 3-5 PM | 4034 ECEB | |
Jonah Jesus Cadena-Perena jonahjc2 AT illinois dot edu |
Thursday 10 AM-2 PM | 3001 ECEB |
Junyeob Lim junyeob2 AT illinois dot edu |
Wednesday 2-3 PM | 4034 ECEB |
Wednesday 4-5 PM | 3003 ECEB | |
Thursday 12-1 PM | 2034 ECEB | |
Thursday 3-4 PM | 2034 ECEB | |
Vishal Rana vishalr AT illinois dot edu |
Thursday 10 AM-12 PM | 2034 ECEB |
Thursday 1 PM-3 PM | 2034 ECEB | |
Zifei Han zifeih2 AT illinois dot edu |
Wednesday 11 AM-1 PM | 4034 ECEB |
Thursday 4-6 PM | 3001 ECEB |
Course schedule (subject to change) | ||||
Written Homework # Deadline |
Concepts and assigned reading [ Short videos] | Lecture Dates | Recommended Study Problems | |
---|---|---|---|---|
- |
|
* the sum of a geometric series and power series for exp(x) * basic calculus: the chain rule for differentiation and use of logarithms |
- | - |
1 9/5
|
|
* 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] |
Week of August 26 | SAQs, i.e. Solution Available Question, (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 9/12 |
|
* 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] |
Week of September 2 | SAQs (pp. 74-75) for Sections 2.2-2.3 Problems (pp. 77-82) 2.2, 2.4, 2.6, 2.8, 2.10, 2.12, 2.16. |
3 9/19 |
|
* law of total probability (Ch 2.10) [deuce] [SAQ 2.10] * Bayes formula (Ch. 2.10) * 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] |
Week of September 9 | SAQs (p. 75-76) for Sections 2.4, 2.10 Problems (pp. 81-84, 86-87) 2.14, 2.18, 2.20, 2.22, 2.24, 2.32, 2.34. |
4 9/26 |
|
* 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] * Markov and Chebychev inequalities (Ch 2.9) |
Week of September 16 |
SAQs (pp. 75) for Section 2.5-2.7, 2.9 Problems (pp. 86) 2.30a-b |
5 10/3 |
|
* confidence intervals (definitions, meaning of confidence level) (Ch 2.9) [SAQ 2.9,Simdoc-Minhash2] |
Week of September 23 | SAQs (p. 75-76) for Sections 2.9, 2.11 & 2.12 Problems (pp. 85, 88-93) 2.28, 2.36, 2.38, 2.40, 2.42, 2.44, 2.46 |
6 10/10 |
|
* union bound and its application (Ch 2.12.1) [SAQ 2.12] * 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] |
Week of September 30 |
SAQs (p. 146) for Sections 3.1-3.3. Problems (pp.149-151) 3.2, 3.4, 3.6, 3.8, 3.10. |
7 10/17 |
|
* exponential distribution (Ch 3.4) [SAQ 3.4] * Poisson processes (Ch 3.5) [SAQ 3.5] * Erlang distribution (Ch 3.5.3) * scaling rule for pdfs (Ch. 3.6.1) |
Week of October 7 | SAQs (p 147) for Sections 3.4-3.5 & 3.6 . Problems (p. 151-152) 3.10, 3.12, 3.14 |
8 10/24 |
|
* Gaussian (normal) distribution (e.g. using Q and Phi functions) (Ch. 3.6.2) [SAQ 3.6] [matlab help including Qfunction.m]
|
Week of October 14 | SAQs (pp. 147) for Sections 3.6, 3.8 Problems (pp. 152-159) 3.16, 3.18, 3.20, 3.26, 3.28, 3.30, 3.32, 3.34a, 3.38a-b,d |
9 10/31 |
|
* generating random variables with a specified distribution (Ch 3.8.2) |
Week of October 21 |
SAQs (pp. 147-148, 223) for Sections 3.8, 3.10, 4.1 Problems (pp. 154-159, 226) 3.22, 3.24, 3.26, 3.28, 3.30, 3.32, 3.34a, 3.38a-b,d, 4.2 |
10 11/7 |
|
* joint pmfs (Ch 4.2) [SAQ 4.2] |
Week of October 28 |
SAQs (pp. 223-224) for Sections 4.2-4.4. Problems (pp. 226-229) 4.4, 4.6, 4.8, 4.10, 4.12. |
11 11/14 |
|
* distribution of sums of random variables (Ch 4.5) [SAQ 4.5] |
Week of November 4 |
SAQs (p. 224) for Sections 4.5-4.7. Problems (p. 229-230) 4.14, 4.16. |
12 11/21 |
|
* correlation and covariance: scaling properties and covariances of sums (Ch 4.8) [SAQ 4.8] |
Week of November 11 | SAQs (p. 224, 75) for Sections 4.7-4.8, 2.8 Problems (p. 230-231, 85) 4.18, 4.20, 4.22, 2.26 |
13 12/5 |
|
* ML parameter estimation for continuous type random variables (Ch. 3.7) [SAQ 3.7] * minimum mean square error unconstrained estimators (Ch 4.9.2) * minimum mean square error linear estimator (Ch 4.9.3) [SAQ 4.9] |
Week of November 18 | SAQs (pp.147, 225) for Sections 3.7, 4.9 Problems (pp. 154-155, 231-233) 3.22, 3.24, 4.24, 4.26, 4.28 |
Fall Break | ||||
14 -- |
|
* 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] |
Week of December 2 | SAQs (pp.225) for Sections 4.10-4.11 Problems (pp. 233-237) 4.30, 4.32, 4.34, 4.36, 4.38, 4.40, 4.42 |
- | wrap up and review | Week of December 9 |
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