ECEN 3810 - Introduction to Probability
Required - 3 credit hours
On-Line Course Materials
Prerequisites: APPM 2350, Calculus 3, and APPM 2360, Linear Algebra and Differential Equations.
Textbooks: One of the following: Probability and Stochastic Processes, Yates and Goodman, John Wiley and Sons; A First Course in Probability, Ross, Macmillan; Probability and Stochastic Processes, Papoulis, John Wiley and Sons; Introduction to Probability, Parzen, MacMillan; Introduction to Probability Models, Ross, Harcourt
Course Objectives: To teach and learn model building, rigorous probabilistic reasoning and analysis, and probability calculations in the context of electrical and computer engineering. To solve problems in gambling, quantizing, communicating, estimating, and quality control.
Topics:
- Set Theory and Relation to Probability (2 lectures)
- Probability Measures, Events, Independence, Exclusivity (3 lectures)
- Event Spaces, Bayes rule, etc. (3 lectures)
- Counting and Independent Trials (2 lectures)
- Discrete Random Variables: The PMF, Families, (2 lectures)
- Conditional PMF’s (1 lecture)
- Families of Discrete Random Variables and Applications (3 lectures)
- Continuous Random Variables: The CDF and PDF (2 lectures)
- General Expectations, Moments, Variance. (3 lectures)
- Families of Continuous Random Variables and Applications (2 lectures)
- Derived Random Variables: Functions of a Random Variable (3 lectures)
- Joint Distributions, Correlations, Covariance, Orthogonality (3 lectures)
- Reliability of Parallel and Serial Systems (2 lectures)
- Jointly Conditioned Expectations, Independent Variables (3 lectures)
- Sums of Random Variables. Central Limit Theorem (3 lectures)
- Markov and Chebyshev Inequalities (1 lecture)
- Parameter Estimation Sample Mean (2 lectures)
- Confidence Intervals and Confidence Coefficients (2 lectures)
- Hypothesis Testing, Binary Testing, Significance Testing (3 lectures)
Contribution of course to meeting Criterion 8, the program criteria for Electrical, Computer, and Similarly Named Engineering Programs: This course satisfies the criterion, “knowledge of probability and statistics, including applications appropriate to the program name and objectives.”
Relationship of course to program outcomes:
| 3a | 3b | 3c | 3d | 3e | 3f | 3g1 | 3g2 | 3h | 3i | 3j | 3k |
| H | M | H |
Prepared by: ECEN3810 Assessment Team: D. Meyer (Chair), Tim
Brown, Y. Liu, O. Milenkovic, M. Varanasi V. Heuring, P. Wheeler,
R. Elliott
June 14, 2005
