EE 3060 Probability

Fall 2026

Course Staff

Instructor:

Jay Cheng (鄭傑), Delta 811 (台達館 811), ext. 62207.

Lectures: W3W4F3F4, Delta 210 (台達館 210).

Office Hours: W2F2, after classes, or by appointment.

Teaching Assistants:

EECS 805 (資電館805), ext. 34154

TAs' Office Hours: W9

Announcements

The following schedule is subject to change as the course progresses, and you should come back frequently for the most recent update.

Textbook

S. Ghahramani, "Fundamentals of Probability with Stochastic Processes," 4th ed., Boca Raton, FL: CRC Press, Taylor & Francis Group, 2018.

References

1. S. Ross, "A First Course in Probability," 7th ed., Upper Saddle River, NJ: Prentice Hall, 2006.

2. A. Papoulis and S. U. Pillai, "Probability, Random Variables and Stochastic Processes," 4th ed. New York, NY: McGraw-Hill, 2002.

3. A. Papoulis, "Probability and Statistics," Englewood Cliffs, NJ: Prentice-Hall, 1990.

4. P. G. Hoel, S. C. Port, and C. J. Stone, "Introduction to Probability Theory," Boston, MA: Houghton Mifflin, 1971.

5. W. Feller, "An Introduction to Probability Theory and Its Application," vol. I & vol. II, New York, NY: Wiley, 1968.

6. R. G. Bartle, "The Elements of Integration," New York, NY: Wiley, 1966.

7. H. L. Royden, "Real Analysis," New York, NY: Macmillan, 1988.

Course Descriptions

This course is an introduction to the elementary probability theory and its applications, and is the key to the success of many subjects that you will encounter in the future.

Syllabus

1. Axioms of Probability

2. Combinatorial Methods

3. Conditional Probability and Independence

4. Distribution Functions and Discrete Random Variables

5. Special Discrete Distributions

6. Continuous Random Variables

7. Special Continuous Distributions

8. Bivariate Distributions

9. Multivariate Distributions

10. More Expectations and Variances

11. Sums of Independent Random Variables and Limit Theorems

12. Stochastic Processes

Homework

Homework assignments will be due at the start of classes one week after they are announced (unless otherwise specified) and no late submissions will be accepted.
If you are using brand new paper for your homework reports, please write down your answers on both sides of the paper so that we won't waste too much of our natural resources (we reserve the right not to grade such homework reports).

You may discuss the homework problems with your classmates, but should write down every piece of the homework yourself instead of copying others' works.
You should note on each submission the names of everyone you have worked with regardless of whether you have given help, received help, or both
(failing to do so will lead to a failing grade for this course).

Exams

There will be four closed-book exams.

(Before the exam starts, you will have five minutes to write your personal notes on the first page of the exam booklet.)

Grading

Your grade (100%) = Homework (10%) + Exams (50%) +Presentations (40%)