Course Description:
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.
Text book:
D. P. Bertsekas and J. N. Tsitskilis, Introduction to Probability, Athena Scientific, 2nd edition, 2008
Grading:
Homework: 20%
Quiz 1: 10%
Quiz 2: 10%
Midterm Examine: 30% (2 hours, closed book)
Final Examine: 30% (2 hours, closed book)