ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Spring 2016
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.
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.
Text :
ECE 313 Course Notes (hardcopy sold through ECE Stores,
pdf file available.) Corrections to notes.
Summary of office hours times and locations (starting January 25).
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Office hours with priority for Q&A about lectures, SAQs, problems, quizzes, exams. |
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Office hours with priority to concept matrix certification. |
Hours |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
10-11am |
3034 ECEB |
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11am-1pm |
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1-2pm |
3020 ECEB except March 29^ |
4034 ECEB |
4034 ECEB |
2-3pm |
3013 ECEB |
3034 ECEB |
3-4pm |
3034 ECEB |
4-5pm |
3017 ECEB except*: Feb. 16 March 15 April 19 |
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4034 ECEB |
5-6pm |
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6-7pm |
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^ On March 29, the 1-2pm hour will be in room 3015.
* These dates, office hours in this slot will be in rooms 4070 and 3020.
Section |
Meeting time and place |
Instructor |
E | 9 MWF 3015 ECE Building |
Professor Naresh Shanbhag
e-mail: shanbhag illinois dot edu
Office Hours:
Mondays 10-11am, ECEB 3034.
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C | 10 MWF 3017 ECE Building |
Professor Bruce Hajek
e-mail: b-hajek AT illinois dot edu
Office Hours:
Fridays 1-2pm, ECEB 4034.
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D | 11 MWF 3017 ECE Building |
Professor Juan Alvarez
e-mail: alvarez AT illinois dot edu
Office Hours:
Thursdays, 2-3pm, ECEB 3034.
figures and notes
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F | 1 MWF 3017 ECE Building |
Professor Pramod Viswanath e-mail: pramodv AT illinois dot edu
Office Hours:
Fridays, 2-3pm, ECEB 4034.
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B | 2 MWF 3015 ECE Building |
Professor Yi Lu e-mail: yilu4 AT illinois dot edu
Office Hours:
Fridays, 3-4pm, ECEB 4034.
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Graduate Teaching Assistants
Maojing Fu mfu2 AT illinois dot edu |
Office Hours:
M 4-5pm, T 3-7pm, Th 3-5pm. |
Ali Yekkehkhany yekkehk2 AT illinois dot edu |
Office Hours:
M 2-4pm, T 1-4pm, W 1-4pm. |
Cheng Chen cchen130 AT illinois dot edu |
Office Hours:
M 2-3pm, T 2-5pm. |
Fardad Raisali raisali2 AT illinois dot edu |
Office Hours:
M 3-6pm, T 1-3pm and 4-7pm. |
Weihao Gao wgao9 AT illinois dot edu |
Office Hours:
M 5-6pm, T 5-7pm, F 4-5pm. |
Concept constellation
Concept matrix
Course schedule (subject to change) |
Quiz # Quiz date |
Lecture dates |
Concepts (Reading)[ Short videos] |
Short Answer Questions (SAQ) and Problems for Quizzes |
1
Mon, 2/1 |
1/20-1/29 |
* 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]
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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]
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2
Mon, 2/7 |
2/1-2/5 |
* 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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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)) , 2.12, 2.14, 2.16.
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3
Mon, 2/15 |
2/8-2/12 |
* 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]
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SAQs (p. 75) for Section 2.4-2.7.
Problems (pp. 83-85) 2.18, 2.20, 2.22, 2.24.
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.
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4
Mon, 2/22 |
2/15-2/19 |
* 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)
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SAQs (pp. 75-76) for Sections 2.8-2.10
Problems (pp. 85-88) 2.26, 2.28, 2.30, 2.32, 2.34
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5
Mon, 2/29 |
2/22-2/26 |
* 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)
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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, March 2, 7-8.15pm
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6
Mon, 3/7 |
2/29-3/4 |
* 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]
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SAQs (p. 145-146) for Sections 3.1-3.4.
Problems (pp.148-150) 3.2, 3.4, 3.6, 3.8, 3.10.
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7
Mon, 3/14 No Lecture 3/11, EOH |
3/7-3/9 |
* 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]
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SAQs (p 146) for Sections 3.5 & 3.6 (#1-3).
Problems (pp. 151-152) 3.12, 3.14, 3.16.
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8
Mon, 3/28 |
3/14-3/18 |
* 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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SAQs (pp. 146-147) for Sections 3.6 (#4)-3.10.
Problems (pp. 152-156) 3.18, 3.20, 3.22, 3.24, 3.26, 3.28, 3.30, 3.32, 3.34, 3.38.
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3/21-3/25 |
Spring | vacation |
9
Mon, 4/4 |
3/28-4/1 |
* 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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SAQs (pp. 220-221) for Sections 4.1-4.3.
Problems (pp. 155-156) 4.2, 4.6.
To shorten the problems on quizzes, Parts 4.2(c,d), 4.6(c) will not be included.
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10
Mon, 4/18 (skip 4/11) |
4/4-4/15 |
* 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 for concept certification nor in the exams)
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SAQs (p. 221) for Sections 4.4-4.6 (not 4.7).
Problems (p. 223-227) 4.4, 4.8, 4.10, 4.12, 4.14, 4.16.
To shorten the problems on quizzes, Parts 4.4(c), 4.10(e), and 4.12(d) will not be included.
Exam 2: Wednesday, April 13, 7-8.15pm
(no quiz April 11, the matrix certification deadline for this quiz is Tuesday, April 19)
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11
Mon, 4/25 |
4/18-4/22 |
* 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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SAQs (p. 222) for Sections 4.8-4.9.
Problems (p. 227-230) 4.18, 4.20, 4.22, 4.24, 4.26, 4.28.
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12
Mon, 5/2 |
4/25-4/29 |
* 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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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.
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5/2-5/4 |
wrap up and review |
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Optional Reading:
More Detailed Information