機率(英文班)
Probability
學期
108-2
學分
3
學分
當期課號
1139
永久課號
UEE2104
開課單位
電機共同課程
授課教師
高榮鴻
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(英文班) EDB27 | |
5 13:20–14:10 | 機率(英文班) EDB27 2 節連堂 | |
6 14:20–15:10 |
* 根據陽明交大上課時間表所列
概述
Teach the theory and applications of calculus-based probability theory. Applications of probability theory include but are not limited to wireless communication systems, computer networking, and machine learning.
先修科目
calculus, linear algebra.
教學方式
Lectures.
評分方式
Homework and in-class performance: 20% Midterm Exam: 40% Final Exam: 40%
課程大綱
- Sample Space and Probability
- Discrete Random Variables
- Continuous and General Random Variables
- Further Topics on Random Variables
- Limit Theorems
- An Introduction to Discrete-Time Markov Chains
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | Chapter 1: sample space and probability, conditional probability and independence |
| 第 2 週 | Chapter 2: discrete random variables, probability mass function |
| 第 3 週 | Chapter 2: functions of random variables, expectation and variance |
| 第 4 週 | Chapter 2: joint PMF, conditioning independence |
| 第 5 週 | Chapter 3: continuous random variables, cumulative distribution functions |
| 第 6 週 | Chapter 3: Normal random variables |
| 第 7 週 | Chapter 3: joint PDFs of multiple random variables |
| 第 8 週 | Chapter 3: conditioning for continuous random variables, The continuous Bayes' rules |
| 第 9 週 | Chapter 4: Derived distributions, covariance and correlation |
| 第 10 週 | Chapter 4: conditional expectation and variance as random variables |
| 第 11 週 | Chapter 4: Transforms |
| 第 12 週 | Chapter 4: Sum of a random number of independent random variables |
| 第 13 週 | Chapter 5: Markov and Chebyshev inequalities, The weak law of large numbers |
| 第 14 週 | Chapter 5: Convergence in probability, central limit theorem. |
| 第 15 週 | Chapter 5: The strong law of large numbers. |
| 第 16 週 | Chapter 7: Discrete-time Markov chains |
| 第 17 週 | Chapter 7: Steady-state behavior of Markov chains |
| 第 18 週 | Final exam |
教科書
Introduction to Probability, 2nd Edition, D. P. Bertsekas and J. N. Ysitsiklis, Athena Scientific, 2008.
Office Hours
- 地點
- ED730
- 時間
- 5CD
- 聯絡方式
- Email: runghunggau@g2.nctu.edu.tw