National Tsing Hua University

Department of Computer Science

Course Title: EECS3030 02 Probability Description
Credits: 3 (Spring, 2020)
Classes: 10:10-11:50 Wednesday, 11:00-12:10 Friday at Delta 109 (W3,W4, F4)
Instructor: Dr. Chaur-Chin Chen, http://www.cs.nthu.edu.tw/~cchen
Tel/E-mail: (03) 573-1078, cchen@cs.nthu.edu.tw at EECS Rm 539
Prerequisites: Calculus (I,II), [Matlab, C/C++, Data Structure]
Contents:

0. Course Description    Prerequisites and Perspective    1974-2019 Demographic Data

1. Axioms of Probability    Histogram of Lenna    Histograms of Color Images

2. Combinatorial Methods

3. Conditional Probability and Independence    Statistics of Covid-19

4. Distribution Functions    Video Short Lecture

5. 5LA: Discrete r.v.s and Special Discrete Distributions Video Lecture April 1 (A)
April Subjects Video Lecture on April 1(B)
5LB: Special Discrete Distributions Video Lecture April 8A Video Lecture April 8B
Supplementary Notes for 5LB (Mathematical details)
Figures of Discrete Distributions    Video Lecture April 10A
A Summary of Special Discrete Distributions    Video Lecture April 15

6. 6LA: Continuous Random Variables    Video Lecture April 17 Video Lecture April 22
   6LB: Special Continuous Distributions Video Lecture April 22,24
   Supplementary Notes for 6LB Review and Prospective April 29
ch2.pdf Video 501A ch3.pdf Video 501B
TableVa for N(0,1) TableVb for N(0,1) Table IV Chi^2(r)
Problems for Practice

7. Bivariate and Multivariate Distributions Review and Prospective Video 0429 Joint Random Variables: Video Lecture 501
Joint Random Variables (2) Video Lecture 508
Independent Random Variables Video Lecture 513A Conditional Distributions Video Lecture 513B
Multivariate Distributions Video Lecture 515 Review and Revision Video Lecture 515C

8. More Expectations and Variances    Video Lecture 520A Covariance Video Lecture 520C
Correlation Video Lecture 522

Moment-Generating Functions of Some Special Distribution Functions

9. Sums of Independent Random Variables and Limit Theorems Proof of Central Limit Theorem    Supplementary Notes
Moment-generating functions Video Lecture 527A Sums of Independent r.v.s Video Lecture 603A
Central Limit Theorem Video Lecture 605A

9AC. Review of Probability Review of Probability Theory Video Lecture 610AC

10. Chap W: Weibull Distribution Rayleigh Distribution Beta Distribution
Normal Distribution Exponential Distribution Gamma Distribution Chi-Square Distribution
Binomial Distribution Poisson Distribution Geometric Distribution Negative Binomial Distribution
Order Statistics Cholesky Algorithm

Textbooks:

1. S. Ghahramani , Fundamentals of Probability with Stochastic Processes, 4th ed., CRC Press, (2019).
2. Online Lecture Notes

References:

1. D. Bertsekas and J.N. Tsitsiklis , Introduction to Probability, 2nd ed., Athena Scientific (2008).
2. S. Ghahramani, Fundamentals of Probability with Stochastic Processes, 3rd ed., CRC Press (2016).
3. D. Hanselman and B. Littlefield, Mastering MatLab 8 (2013)
4. R.V. Hogg, E.A. Tanis, and D.L. Zimmerman, Probability and Statistical Inference, Ninth ed., Pearson Global Edition (2015)
5. S.G. Miaou and J.S. Chou, Fundamnetals of Probability and Statistics, Gau Lih Books Co., LTD., Taiwan (2012)
6. S.M. Ross, Introduction to Probability and Statistics for Engineers and Scientists (v4, 2009)

Grading:

(20%) Class Attendance and Quizzes
Assignment 1    Data for Problem(12)    Assignment 2    Assignment 3 Assignment 4
Solutions for A1    Solutions for A2    Solutions for A3    Solutions for A4

Quiz 1 due by April 1, 2020 Solutions for Q1
Quiz 2 on May 29, 2020 Solutions for Quiz 2 Distribution of Results for Quiz 2

(80%) Exams
Exam 1 on May 06, 2020 Solutions for Exam 1, 2020
Exam 2 on June 17, 2020 Solutions for Exam 2, 2020 Summary Statistics of Scores for Exam 2

Updated on June 24, 2020