Prof. Yi-Wen Liu
ywliu(at)ee.nthu.edu.tw
Wednesday afternoon or Friday 10am-5pm by appointment. Please sign up in
front of my door at Delta 828.
Week1 |
9/17 |
|
Introduction to Probability.
Chapter 1: Review of set theory.
|
|
9/19 |
|
Axioms of probability. |
Week2 |
9/24 |
|
Continuity of
probability functions. |
|
9/26 |
|
(Supplement) theory of infinite sets. |
Week3 |
10/1 |
HW#1 Due |
Chapter
3: Conditional probability. |
|
10/3 |
|
Bayes rule. Independence. |
Week4 |
10/8 |
|
Chapter 4: random variables,
distribution functions. |
|
10/10 |
|
國慶日放假 |
Week5 |
10/15 |
HW#2 Due |
Discrete r.v. Expected value. Variances. |
|
10/17 |
|
Chapter 5: Bernoulli and Binomial
r.v. |
Week6 |
10/22 |
|
期中教學意見反應週(至11月2日止)
|
|
10/24 |
|
Poisson Random variables; Poisson processes |
Week7 |
10/29 |
HW#3 Due |
Binomial demo (.ppt)
Poisson demo (.ppt) |
|
10/31 |
|
Geometric random variables |
Week8 |
11/5 |
|
Midterm #1 (Covering Ch. 1, 3, 4, and part
of 5) |
|
11/7 |
|
Chapter 6: Continuous r.v. |
Week9 |
11/12 |
|
Expectations and variances. |
|
11/14 |
|
Methods of transformation. |
Week10 |
11/19 |
HW#4 Due |
Chapter 7. Normal random variables. |
|
11/21 |
|
全校運動大會, 停課一天 |
|
11/22? |
|
[補12/12的課] Demo (.ppt):
Gaussian approximation of binomial distribution. |
Week11 |
11/26 |
|
Exponential random variables. Other special distributions. |
|
11/28 |
|
Chapter 8:
bivariate distributions |
Week12 |
12/3 |
HW#5 Due |
Independent random variables. Conditional
distributions. |
|
12/5 |
|
Transformation of bivariate distributions. |
Week13 |
12/10 |
|
老師出國, 另擇於11月底補課. |
|
12/12 |
|
Midterm #2 (Covering 5.3-8.3) |
Week14 |
12/17 |
|
Chapter 10: correlation and
covariance. |
|
12/19 |
|
Bivariate normal distributions |
Week15 |
12/24 |
HW#6 Due |
(Supplement) Random vectors and linear combinations |
|
12/26 |
|
Chapter 11: Laws of Large
Number. moment-generating functions. |
Week16 |
12/31 |
|
新年調整放假 |
|
1/2 |
|
Central Limit Theorem. |
Week17 |
1/9 |
HW#7 Due |
(Supplement) Probability space, sigma
field, and an introduction to measure theory |
|
1/11 |
|
Review and Preview. |
Week18 |
1/14 |
|
Final exam (Covering the
entire semester) |