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This course will introduce the student to the fundamental concepts of probability theory applied to engineering problems. Its goal is to develop the ability to construct and exploit probabilistic models in a manner that combines intuition and mathematical precision. The proposed treatment of probability includes elementary set operations, sample spaces and probability laws, conditional probability, independence, and notions of combinatorics. A discussion of discrete and continuous random variables, common distributions, functions, and expectations forms an important part of this course. Transform methods, limit theorems, convergences, and bounding techniques are also covered. In particular, special consideration is given to the law of large numbers and the central limit theorem. Many examples from engineering, science, and statistics will be provided.

Learning Objectives

1. Review basic notions of set theory and simple operations such as unions, intersections, differences and De Morgans laws. Discuss cartesian products and simple combinatorics. Go over the counting principle, permutations, combinations and partitions. 2. Introduce sample spaces, probability laws and random variables. Distinguish between events and outcomes, and illustrate how to compute their probabilities. 3. Present the concepts of independence and conditional probabilities. Study the total probability theorem and Bayes rule. Provide examples of these important results applied to tangible engineering problems. 4. Understand mathematical descriptions of random variables including probability mass functions, cumulative distribution functions and probability density functions. Become familiar with commonly encountered random variables, in particular the Gaussian random variable. 5. Introduce the notions of expectations and moments, including means and variances. Calculate moments of common random variables. Characterize the distributions of functions of random variables. 6. Explore the properties of multiple random variables using joint probability mass functions and joint probability density functions. Understand correlation, covariance and the correlation coefcient. Discuss how these quantities relate to the independence of random variables. 7. Gain the ability to compute the sample mean and standard deviation of a random variable from a series of independent observations. Estimate the cumulative distribution function from a collection of independent observations. Study the law of large numbers and the central limit theorem, and illustrate how these two theorems can be employed to model random phenomena.

8. Explain the concept of condence intervals associated with sample means. Calculate condence intervals and use this statistical tool to interpret engineering data. 9. Engage the student in active learning through problem solving and real-world examples. Encourage the student to become an independent learner and increase his/her awareness of available resources.

Recommended Materials

Probability and Random Processes by Scott L. Miller and Donald G. Childers, Elservier. Introduction to Probability by Dimitri P. Bertsekas and John N. Tsitsiklis, Athena Scientic. A First Course in Probability by Sheldon Ross, Prentice Hall. Probability and Random Processes for Electrical and Computer Engineers by John A. Gubner, Cambridge.

Grade Components

The major grade components in ECEN 303, and their weights, are as follows. Assignments Quizzes & Participation 15 % 15 % Test 1 Test 2 Test 3 20 % 20 % 30 %

If your overall grade falls within one of the following ranges, then you are guaranteed to receive at least the letter grade indicated next to the range below. Range 90 100 % 80 89 % 70 79 % 60 69 % 0 59 % Letter Grade A B C D F

Assignment and test grades will only be discussed after class or during ofce hours. We reserve the right to ask the students to present their concerns or arguments in writing.

Grading Philosophy

During the semester, we try to be available to students and to help them understand all of the material covered in class. We also provide early feedback to people who may be in trouble, or may not get the nal grade they desire. This gives them an opportunity to learn more and to prepare better for exams. We do realize that classes are demanding and that students come with different backgrounds. We try to minimize

the impact of previous experience by focusing on basic material at the beginning of each semester. We also offer ofce hours and optional review sessions to students. These strategies are intended to give all students an equal chance at doing well. Still, nal grades are determined numerically based solely on individual standing, as explained in the course outline. This seems to be the only fair procedure to assign grades. Alternate letter assignments with special consideration lead to favoritism. Thus, nal grades only reect how well students did on their assignments, projects and exams. Unfortunately, they do not always represent the amount of work and time invested in the class. This is the nature of learning. Ultimately grades are assigned fairly, if not pleasantly. They are therefore very unlikely to change, unless we made a mistake in grading exams or adding numbers.

Recitation

Mandatory recitation sessions will be devoted to reviewing concepts from class, providing additional examples and real-world applications. Partial answers to assigned problems will be discussed, together with interactive question-and-answer sessions during which students will be given a chance to collectively solve problems at the board and exchange freely with their instructor.

An Aggie does not lie, cheat, or steal or tolerate those who do. Upon accepting admission to Texas A&M University, individuals immediately assume a commitment to uphold the Honor Code. You are expected to know and to follow the Aggie Honor Code. Please think about what the Honor Code means, and let it shape and guide your behavior. You are referred to the Aggie Honor System Ofce for more information: http://www.tamu.edu/aggiehonor/. It is the mission of the Aggie Honor System Ofce to serve as a centralized system established to respond fairly to academic violations of the honor code at Texas A&M University.

The Americans with Disabilities Act (ADA) is a federal anti-discrimination statute that provides comprehensive civil rights protection for persons with disabilities. Among other things, this legislation requires that all students with disabilities be guaranteed a learning environment that provides for reasonable accommodation of their disabilities. If you believe you have a disability requiring an accommodation, please contact the Department of Disability Services, Division of Student Affairs, in Room B-118 of Cain Hall, 845-1637. Please, also see your instructor within the rst three weeks of class. For additional information visit http://disability.tamu.edu.

Outline

The material presented in class conforms to the following course outline. Topics 1. Introduction & Mathematical Review Elementary Set Operations, Rules and Properties, Cartesian Products Basic Concepts of Probability Sample Spaces and Events, Probability Laws Conditional Probability Conditioning on Events, The Total Probability Theorem, Bayes Rule, Independence Equiprobable Outcomes and Combinatorics The Counting Principle, Permutations, Combinations, Partitions, Combinatorial Examples Discrete Random Variables Probability Mass Functions, Important Discrete Random Variables, Functions of Random Variables Discrete Expectations Expected Value, Functions and Expectations, Moments, Ordinary Generating Functions Discrete Random Vectors Joint Probability Mass Functions, Functions and Expectations, Conditional Random Variables, Conditional Expectation, Independence, Multiple Random Variables Continuous Random Variables Cumulative Distribution Functions, Probability Density Functions, Important Distributions, Additional Distributions Functions and Derived Distributions Monotone Functions, Differentiable Functions, Generating Random Variables, Multiple Continuous Random Variables General Expectations and Bounds Expectations, Moment Generating Functions, Inequalities Empirical Distributions Convergence of Random Sequences, The Law of Large Numbers, The Central Limit Theorem Real-World Applications Hours 1.5

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