Yi-Wen Liu

EE3060 Probability  fall semester, 2012

Class Time: M3M4 W1W2
Class Location: EECS R208

Instructor: Prof. Yi-Wen Liu       ywliu(at)ee.nthu.edu.tw
Office location: Delta 828
Instructor Office Hour: Wednesday afternoon or Friday 10am-5pm by appointment. Please sign up in front of my door at Delta 828.


Class TAs:  郝鴻光, 孔繁傑, 吳柏叡, 彭上軒.  
TA Hours: Tue & Thu 7-9pm.  Location: EECS R208. 

Grading Policy:

  • Homework assignments: 21% (3% each). Due on Mondays in class. Late HWs are not allowed.
  • Midterm exams: 40% (20% each).
  • Final exam: 35%.
  • Class participation: 4%.

Course Announcements:

  • This course is now on the NTHU's iLMS system.  If you have simple questions, TAs will be glad to help you in a timely fashion.
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)