ECE302 Course Outline, Spring 2013, Prof. Boutin
Part 1: Foundations (To be tested in the first intra-semestrial exam)
Week 1-3 (Lecture 1, 2, 3, 4, 5, 6, 7, 8, 9)
- 1.1 Sets
- Definition
- Operations
- De Morgan's Law
- 1.2 Probability Models
- Sample spaces
- Probability Laws (axioms, properties
- 1.3 Conditional Probabilities
- 1.4 Independence
- 1.5 Bernoulli Trials
- 1.6 Counting
Suggested references:
- Chapter 1 and 2 of the textbook,
- Chapter 1 of "Introduction to Probability," by Dimitri P. Bertsekas and John N. Tsitsiklis. Athena Scientific, Belmont, Massachusetts, 2008, ISBN 978-1-886529-23-6.
- Foundations of Probability Theory: Basic Definitions, module by Don Johnson posted on Connexions
Part 2: Discrete Random Variables (To be tested in the second intra-semestrial exam)
Week 4-5(6) (Lecture 10,11, 12, 13, 14, 15, 16, (17) )
- 2.1 Definition and examples
- 2.2 Functions of a discrete random variable
- 2.3 Moments of discrete random variable (expectation, variance)
- 2.4 Conditioning of a discrete random variable
- 2.5 Independence of discrete random variables
Suggested References
- Chapter 3 in the textbook
- Chapter 2 in "Introduction to Probability," by Dimitri P. Bertsekas and John N. Tsitsiklis. Athena Scientific, Belmont, Massachusetts, 2008, ISBN 978-1-886529-23-6.
- Chapter 4 of Collaborative Statistics by Illowski and Dean (available online)
Part 3: Continuous Random Variables (To be tested in the second intra-semestrial exam)
Week (6)7- ? (Lecture (17) 18,19,20,... )
- 3.1 Definition of continuous random variable, probability density function.
- 3.2 Moments of a continuous random variables (expectation, variance)
- 3.3 The cumulative distribution function of a random variable (discrete or continuous)
- 3.4 Normally distributed random variables.
Suggested References
- Chapter 4,5,6 in the textbook
Part 4: To be tested in the final exam
Week 11-15
- Stochastic Processes