機率

Probability

學期

114-1

學分

3 學分

當期課號

515108

永久課號

EEEC10006

開課單位

電機工程學系

授課教師

王蒞君

校區

光復

類別

必修

上課時間表

節	週二	週五
2 09:00–09:50		機率 ED116
5 13:20–14:10	機率 ED116 3 節連堂
6 14:20–15:10
7 15:30–16:20

* 根據陽明交大上課時間表所列

概述

Probability is a course to learn how to deal with the issues of uncertainty with broad applications in the areas of engineering, science, finance, etc. This course will guild you to view the world with probabilistic thinking and learn the skills to solve the engineering problems subject to the impacts of uncertainty, such as noise. This course will establish your mathematical skills for handling the issues of Big Data analytics in the future, and learn MATLAB or R programming skills

先修科目

微積分

評分方式

Quiz: 30% Mid Term:30% Final exam: 40%

課程大綱

UNIT I: PROBABILITY MODELS AND DISCRETE RANDOM VARIABLES
UNIT II: GENERAL RANDOM VARIABLES
UNIT III: RANDOM PROCESSES
UNIT IV: LAWS OF LARGE NUMBERS AND INFERENCE

週次計畫

週次	主題
第 1 週	Probability Models and Axioms, Conditioning and Bayes' Rule
第 2 週	Independence, Counting
第 3 週	Discrete Random Variables; Probability Mass Functions
第 4 週	Discrete Random Variable Examples; Joint PMFs
第 5 週	Multiple Discrete Random Variables
第 6 週	Continuous Random Variables, Multiple Continuous Random Variables
第 7 週	Continuous Bayes' Rule; Derived Distributions
第 8 週	Derived Distributions; Convolution; Covariance and Correlation
第 9 週	Iterated Expectations; Sum of a Random Number of Random Variables
第 10 週	Bernoulli Process, Poisson Process-I
第 11 週	Poisson Process-II, Markov Chains-I
第 12 週	Markov Chains II, III
第 13 週	Central Limit Theorem
第 14 週	Bayesian Statistical Inference I, II
第 15 週	Classical Inference I, II
第 16 週	Classical Inference III

教科書

Dimitri P. Bertsekas and John N. Tsitsiklis, Introduction to Probability (2nd edition), 2008 Roman Vershynin, High-Dimensional Probability: An Introduction with Applications in Data Science (1st edition), Cambridge University Press (September 27, 2018) Joseph K. Blitzstein and Jessica Hwang, Introduction to Probability (Second Edition), Chapman and Hall/CRC (February 8, 2019)

Office Hours

地點: 工程四館 804
時間: Friday, 13:00 to 14:00
聯絡方式: wang@nycu.edu.tw