機率與統計(英文班)

This course gives an introduction to basic concepts and computations of elementary probability theory. We cover the following topics: axioms of probability, joint and conditional probability, random variables, functions of one and two random variables, expected value and moments, central limit theorem, laws of large numbers, and basic statistical analysis tools. They constitute the fundamental knowledge of electrical engineering and computer science disciplines, particularly in the areas of communications, networking and signal processing. (This course is lectured in English.) 電子工程學系希望培育學生具備十項核心能力及三項基本素養(請參官網http://www.ee.nctu.edu.tw首頁之【學術研究】→【IEET】內容。 ※本課程將培育學生具備下述幾項核心能力: 1.1 數學、物理知識為主,化學、生物知識為輔 1.2 電子、資訊領域相關專業知識與能力 3.2 具有通過全民英檢中高級初試之能力 ※本課程將培育學生具備下述幾項基本素養: 1 養成學生具備電子工程基礎與專業知識,並配合實作,達到理論與實務相結合之目的。使學生具備推論、分析、創新及整合能力。 3 建立國際化學習環境,使學生洞察國內外社會與產業之脈動,以培養學生成為立足於全球之電子菁英與領袖人才。

Calculus, Linear algebra

Class notes are located at (課程資料位置) new e3 course webpage Recommended Readings: (1) H. Stark and J.W. Woods, Probability, Random Processes with Applications to Signal Pro-cessing, 3rd ed., Prentice-Hall, 2002. (2) C.W. Therrien and M. Tummala, Probability and Random Processes for Electrical and Com-puter Engineers, 2nd ed., CRC Press, 2012.

No homework; Quiz 1 and Quiz 2: (15% each, 1 hour, closed book) (30% in total) Midterm: 30% (2 hours, closed book) Final Examine: 30% (2 hours, closed book)

• 1. Probability Basics 2. Discrete Random Variables 3. Continuous Random Variables 4. Joint Distribution and Function of Random Variables 5. Limit Theorems 6. Fundamentals of Statistics

D. P. Bertsekas and J. N. Tsitskilis,Introduction to Probability, Athena Scientific, 2nd edition, 2008 Book website: http://www.athenasc.com/probbook.html

地點

ED609

時間

Office hours: (need appointment) Monday 15:20pm -- 17:10pm, Tuesday 15:20pm -- 17:10pm (ED609)

聯絡方式

hmhang@nctu.edu.tw