Probability & Statistics
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CS 3332: Probability & Statistics (機率統計)

Dr. Fenn-Huei Simon Sheu (許奮輝)

Phone: (03) 574-2959, Office: 資電館 638

Email: sheu@cs.nthu.edu.tw

Fall 2005

 Objective:

      This course has the unique mission to introduce the rudimental probability models and develop the associated theoretical aspects for the juniors. Several statistical assessment techniques will be discussed in the class to facilitate a close approximation to the real situation in question, and adapt the focus to make a better prediction and thus decision. Students will learn the way to apply these disciplines for their subsequent research works: from observations, via conjectures, to ultimate verifications.

Prerequisite: Calculus, Linear Algebra, Engineering Mathematics.

Class Time & Room: T6F7F8, 資電館 132

Office Hours: T7T8, R7R8, or by appointment.

Lecture notes & Homework assignments:

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Please visit the "Probability & Statistics" course pages maintained by TAs for daily information.

Textbook:

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R. V. Hogg and E. A. Tanis, “Probability and Statistical Inference,” 7th edition, (ISBN: 0-13-146413-2), Prentice Hall, 2005.

Reference:   

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Roy D. Yates and David J. Goodman, "Probability and Stochastic Processes,” (ISBN: 0-471-17837-3), John Wiley & Sons, 1999.

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Lecture notes.

 

Topics:

  Empirical and Probability Distributions Probability
  Discrete Distributions Continuous Distributions
  Multivariable Distributions Sampling Distribution Theory
  Estimation (Tests of Statistical Hypotheses)
  (Theory of Statistical Inference) (Quality Improvement through Statistical Methods)

Grading: Homework: 0%, four exams (each 15%), and four quizzes (each 10%).

Tentative Schedule:

  Homework: once every other week (not graded, but contributed to 50+ % of exams)
  Exam I: Oct. 7 (Sec. 1.1 ~ 2.5)
  Exam II: Nov. 11 (Sec. 3.1 ~ 4.3)
Exam III: Dec. 9 (Sec. 4.4 ~ 5.6)
Exam IV: Jan. 10 (Sec. 6.1 ~ )