Rensselaer Polytechnic
Institute - Electrical, Computer, and Systems Engineering
ECSE 4500
Probability for Engineering Applications - Fall 2005
Class Time:
Mon, Wed, Thurs
Recitations: Fridays, Sec1 8-9:50 (JEC 5119), Sec2 10-11:50 (
Instructors: Prof. Alhussein Abouzeid,
JEC 6038, x6534,
abouza@rpi.edu
Prof. Birsen
Yazici, JEC 7008, x2905, yazicb@rpi.edu.
Office hours: AA: To be announced
BY: To be announced
Teaching Assistants:
Haiming Yang Section 1 OH
W
Xiaobo Long Section 2 OH
W
Jin Sheng Section 3 OH R
Xiaoli Zhang Section 4 OH R 5:00-6:00 pm JEc6012
Course Secretary: Jeanne Denue-Grady, JEC 6049, x6313.
Course
Website: http://www.ecse.rpi.edu/homepages/abouzeid/ECSE4500Fall05/ecse4500.html
Objectives: to understand basic
probability theory and statistical analysis and be able to apply them to
computer and electrical engineering problems, such as noisy signals, uncertain
loads, decisions in the presence of uncertainty, pattern recognition, network
traffic, digital communications.
Prerequisites: Math I and II, CSCI 1190, and some
mathematical maturity.
Text: Alberto Leon-Garcia,
Probability and Random Processes for Electrical Engineering
2nd
Edition, Addison-Wesley 1994, ISBN 0-201-50037-X.
Reference:
The Probability Tutoring Book, Carol Ash, IEEE Press 1993, ISBN 0-879420293-0, IEEE Order Number
PP0288-1
Course Organization: Problem sets or
programming assignments most weeks.
Assignments must be handed on the due date at the end of each student’s
recitation. There will be two in-class tests and a final three-hours exam.
Grading policy:
Weekly
problem sets: 0 - 30%
Credit for homework not
handed in on time for a valid reason will be assigned to the final. Late
assignments will not be accepted.
Tests:
40% (20% each)
Thursday
October 13 and
There will be no make-up
for these exams: credit for exams missed for
a valid reason will be assigned to final examination.
Final:
30-60%, as scheduled by the Registrar.
Please advise Prof. Abouzeid or Prof. Yazici of any potential conflict
at least 30 days
in advance.
All midterms will be closed book, with one A4
sheet of notes allowed. Late assignments will not be accepted. Discussing
problem sets is encouraged, but each student must prepare a separate solution.
Academic Dishonesty (cheating, copying, etc.) will result in a severe penalty,
at the discretion of the instructors, up to a grade of F for the course and
reporting the incident to the dean of undergraduate students. Please consult the student manual for details
on what constitutes Academic Dishonesty.
Topics by Chapter:
Chapter 1: Probabilistic Models, Experiments and
Outcomes,
Empirical distribution function.
Chapter 2: Sample Space and Events, Axioms of
Probability, Combinatorics,
Conditional Probability, Statistical Independence, Sequences of Experiments,
Simulation with pseudo-random number generators.
Chapter 3: Random Variables, Cumulative Probability
Distribution and Probability Density Functions, Functions of a random variable,
Mathematical Expectation, Characteristic Functions, Reliability and Failure
Rates. Chi-Square, Hypothesis tests, Significance.
Chapter 4: Vector-valued Random Variables, Joint,
conditional and marginal probability distribution and density functions,
Independence of two random variables, Functions of several random variables,
Covariance and Correlation, Bivariate Normal
Distribution.
Chapter 5:
Central Limit Theorem, Sample averages, Parameter estimation, Confidence
intervals.
References on reserve
at Folsom Library:
H. Stark and J. W. Woods, Probability, Random
Processes, and Estimation Theory for Engineers, 3rd Edition, Prentice-Hall,
2002.
C. Ash, The Probability
Tutoring Book, IEEE Press 1993.
A. Papoulis, Probability, Random Variables, and
Stochastic Processes.
3nd edition McGraw-Hill, 2001.
C. W. Helstrom,
Probability and Stochastic Processes for Engineers, Macmillan 1984.
L. Lapin, Modern Engineering Statistics,
R.A. Johnson, Probability
and Statistics for Engineers, Prentice Hall, 2000.
Rensselaer Polytechnic Institute - Electrical, Computer, and Systems Engineering