機率與統計
Probability and Statistics
| 節 | 週二 | 週五 |
|---|---|---|
2 09:00–09:50 | 機率與統計 EDB27 | |
3 10:10–11:00 | 機率與統計 EDB27 2 節連堂 | |
4 11:10–12:00 |
* 根據陽明交大上課時間表所列
機率是工程領域中極為基礎重要的科目。在訊號處理、通訊系統、機器學習、控制系統、網路通訊等領域的系統設計與分析中均需機率與統計之基礎或進階概念。本課程目標在介紹機率基本概念如條件機率、貝氏定理與全機率定理之應用與變形、重要離散隨機變數與連續隨機變數、隨時間而變化之隨機變數、基礎統計中之檢測與估計方法等。
Calculus and basic concepts of Linear Algebra
The course materials will be maintained via the e-campus system provided by NYCU's e3 digital content producing center (https://e3.nycu.edu.tw/).
作業部份: 會定期給出練習題目,但無需繳交,不占學期成績比重。 考試部份: 多次10分鐘的隨堂測驗、兩次小考 (Quiz 1 on 3/22 and Quiz 2 on 5/17)、一次期中考 (4/19)、一次期末考 (6/14)。
- Probability Basics
- Discrete Random Variables
- Continuous Random Variables
- Joint Distribution and Function of Random Variables
- Limit Theorems
- Fundamentals of Statistics
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction and Probability Basics |
| 第 2 週 | Conditional Probability & Total Probability Theorem |
| 第 3 週 | Bayes Rule and Its Applications |
| 第 4 週 | Discrete Random VariablesBinomial and Poisson Random Variables |
| 第 5 週 | 3/22 Quiz 1 Multiple Discrete Random Variables |
| 第 6 週 | Continuous Random Variables and Probability Density Function |
| 第 7 週 | Uniform, Gaussian, Exponential Random Variables |
| 第 8 週 | Multiple Continuous Random Variables |
| 第 9 週 | 4/19 Midterm Exam Four Variants of Total Probability Theorem and Bayes Rule |
| 第 10 週 | Four Variants of Total Probability Theorem and Bayes Rule |
| 第 11 週 | Derived Distributions and Conditional Expectation |
| 第 12 週 | Conditional Expectation, Correlation |
| 第 13 週 | 5/17 Quiz 2 Conditional Expectation |
| 第 14 週 | Moment Generating Function |
| 第 15 週 | Central Limit Theorem and Law of Large Numbers |
| 第 16 週 | Statistics and Bayesian Statistical Inference |
| 第 17 週 | 6/14 Final Exam |
| 第 18 週 |
1. Required textbook: Title: Introduction to Probability, 2nd edition Author: D. P. Bertsekas and J. N. Tsitskilis Publisher: Athena Scientific, 2008 2. Reference textbook Title: A First Course in Probability, 8th edition Author: Sheldon Ross Publisher: Pearson Prentice Hall
- 地點
- ED 535
- 時間
- Tuesday 15:30~16:00 and Thursday 12:30~13:20
- 聯絡方式
- Email: ftchien@nycu.edu.tw Tel: 03-5712121 ext. 54194