機率
Probability
學期
106-1
學分
3
學分
當期課號
1075
永久課號
UEE2102
開課單位
電機工程學系
授課教師
李程輝
校區
光復
類別
選修
上課時間表
| 節 | 週二 | 週五 |
|---|---|---|
2 09:00–09:50 | 機率 EC115 | |
5 13:20–14:10 | 機率 EC115 2 節連堂 | |
6 14:20–15:10 |
* 根據陽明交大上課時間表所列
概述
Introduce the basic concepts of probability, random variables, stochastic process, laws of large number, and the central limit theorem.
先修科目
無
教學方式
本學期課程之教師和助教聯絡方式、上課講義、作業和考試等資訊將利用E3平台發布 TAs: 林杰甫 jeffy6352@gmail.com 彭馳 gitek.benz@gmail.com 李文珊 gracelee.eed02@g2.nctu.edu.tw 林庭妤 madgegon@gmail.com
評分方式
Homework 10% First Exam 30% Second Exam 30% Final Exam 30% Bonus
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | Sample Space and Probability - Sets - Probability Model - Conditional Probability |
| 第 2 週 | Sample Space and Probability - Total Probability Theorem and Bayes' Rule - Independence |
| 第 3 週 | Discrete Random Variables - Basic Concepts - Probability Mass Function |
| 第 4 週 | Discrete Random Variables - Functions of Random Variables - Expectation, Mean, and Variance |
| 第 5 週 | Discrete Random Variables - Joint PMFs of Multiple Random Variables - Conditioning - Independence |
| 第 6 週 | 1st Midterm |
| 第 7 週 | General Random Variables - Continuous Random Variables and PDFs - Cumulative Distribution Functions |
| 第 8 週 | General Random Variables - Normal Random Variables - Conditioning on an Event |
| 第 9 週 | General Random Variables - Multiple Continuous Random Variables - Derived Distributions |
| 第 10 週 | Further Topics on Random Variables - Transform - Sum of Independent Random Variables –Convolution |
| 第 11 週 | Further Topics on Random Variables - More on Conditional Expectation and Variance - Sum of a Random Number of Independent Random Variables |
| 第 12 週 | 2nd Midterm |
| 第 12 週 | Further Topics on Random Variables - Covariance and Correlation |
| 第 13 週 | Further Topics on Random Variables - Least Square Estimation - The Bivariate Normal Distribution |
| 第 14 週 | Limit Theorems - Introduction - Markov and Chebyshev Inequalities |
| 第 15 週 | Limit Theorems - The Weak Law of Large Numbers - Convergence in Probability |
| 第 16 週 | Limit Theorems - The Central Limit Theorem - The Strong Law of Large Numbers |
| 第 17 週 | (本週作為彈性調整進度或補充課本剩餘章節內容之用,視實際教學情況而定) |
| 第 18 週 | Final |
教科書
D. P. Bertsekas and J. N. Tsitsiklis, “Introduction to Probability,” SECOND EDITION, Athena Scientific Inc., 2008 (ISBN 978-1-886529-38-0 (指定教科書) 或 2002版本
Office Hours
- 地點
- ED 828
- 時間
- Tuesday C 10:10 ~ 11:00
- 聯絡方式
- Tsern-Huei Lee (李程輝) Ext: 31563 E-mail address: tsernhueilee@gmail.com