機率
Probability
| 節 | 週二 | 週五 |
|---|---|---|
2 09:00–09:50 | 機率 ED301 | |
5 13:20–14:10 | 機率 ED301 2 節連堂 | |
6 14:20–15:10 |
* 根據陽明交大上課時間表所列
This course gives an introduction to the basic concepts and computations of elementary probability theory. We cover the following topics: axioms of probability, joint and condi-tional 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.
Calculus, (high school) Linear algebra, (high school) basic prob concepts
MIT Open Course Ware https://ocw.mit.edu/resources/res-6-012-introduction-to-probability-spring-2018/ Recommended Readings: (1) H. Stark and J.W. Woods, Probability, Random Processes with Applications to Signal Processing, 3rd ed., Prentice-Hall, 2002. (2) R.B. Yates and D.J. Goodman, Probability and Stochastic Processes, 3rd ed., John Wiley, 2015.
No submitted Homework Assignments Quizzes 1 – 7: 10% in total (10-15 mins at the beginning of Tuesday class) (The top 5 quiz marks are counted) 隨堂測驗7次,最好5次分數平均。 Monthly Examines 1 and 2: (15% each, 1 hour, closed book) (30% in total) Midterm Examine: 30% (2 hours, closed book) Final Examine: 30% (2 hours, closed book)
| 週次 | 主題 |
|---|---|
| 第 1 週 | 1. Probability Basics |
| 第 2 週 | 2. Conditional Prob |
| 第 3 週 | 3. Discrete Random Variables |
| 第 4 週 | 3. Discrete Random Variables 4. Expectation |
| 第 5 週 | 5. Multiple Discrete RVs; Exam 1 (3/26) |
| 第 6 週 | (6) Continuous RVs; |
| 第 7 週 | (6) Continuous RVs |
| 第 8 週 | Midterm (4/13) |
| 第 9 週 | (7) Multiple Continuous RVs; |
| 第 10 週 | (8) Derived Distributions |
| 第 11 週 | (8) Derived Distributions (9) Conditional Expectation |
| 第 12 週 | (9) Conditional Expectation; Exam 2 (5/14) |
| 第 13 週 | (10) Transform; |
| 第 14 週 | (11) Limit Theorems |
| 第 15 週 | (12) Bayesian Statistical Inference |
| 第 16 週 | Final Exam. (6/8) |
D. P. Bertsekas and J. N. Tsitskilis, Introduction to Probability, Athena Scientific, 2nd edi-tion, 2008
- 地點
- ED609
- 時間
- (need appointment) Monday 13:30pm -- 15:30pm, Wednesday 10:am -- 12:noon
- 聯絡方式
- hmhang@nctu.edu.tw ED609