EE
322 (STAT 322): Probabilistic Methods for Electrical Engineers

Fall 2007

Updates/Reminders | Homeworks |
Quizzes
& Exam
Dates |
Handouts
& Some Useful Links |

- Updates/Reminders
- I will
run an extra Help Session Wed Nov 28 and Wed Dec 5, at 5pm in 2117
Coover - Ujjwal's help session will still go on on Thursday.

- 2nd Midterm Nov 29 (Thursday)
- Oral
Quiz on Nov 27 (Tuesday)

- Homework 9 posted (Due Nov 27)
- Homework
8 posted

- Homework 7 posted, due Oct 30, Tuesday
- Quiz on
Thurs Oct 25

- Please only do problems 6,7,8 of Supplementary chapter 3 before Thursday (they're on normal random variable) - need not submit.
- For the rest, I will
postpone the due date, since it is based on material not part of exam
syllabus. Finish by next Thursday (Oct 18).

- 1st Mid-term Exam on October 11
(Syllabus:
Chap 1, Chap 2, 2.1-2.4, Chap 3, 3.1-3.3)

- Homework
6 posted

- Some more ungraded questions
added to HW 5

- Homework 5 posted, due Tues Oct 2.

- Help
Session every Thursday at 6-7pm in
319 Snedecor. The students who cannot make it to the session, can
come to my office Wednesday 5-5:30pm.

- Homework 4 posted
- Quiz on Thursday Sept 13
(syllabus everything until & including Tuesday's class)

- Homework 3 is due Thursday: due date WILL NOT be postponed this time, since this set is not very difficult.
- HW 2 solutions posted in WebCT
- More problems
(ungraded set) added to Homework 2: Homework 2 needs you to think very
carefully - first do the easy problems solved in the examples in the
book.

- Wednesday (Aug 29) office
hours will begin at 10:30 (I have a dept meeting before that).

- Quiz 1 syllabus posted in the Quizzes link.

- Homework 1 has been posted (has been up since
Thursday 3pm), due Thursday, Aug 30 in class

- Please check the
homeworks and the quizzes link every Thursday (homeworks and
quiz info. will be posted sometime between afternoon and midnight).

- Class time: Tuesday-Thursday 11:00-12:15, Location: PHYSICS 0003
- Prerequisites: EE
224, Basic calculus & linear alegbra. Please REVISE CALCULUS
in the first 2 weeks of the semester.

- Instructor: Dr Namrata Vaswani

- Office Hours: Wednesday
9 - 10 am and Thursday 1:30 - 2:30 pm , Wednesday 5pm

- Office: 3121 Coover Hall

- Email: namrata AT iastate DOT edu Phone: 515-294-4012
- Teaching
Assistant: Ujjwal Das

- Office Hours: Tuesday 4-5 and Friday 12:15-1:15
- Office: 117
Snedecor Hall (Statistics dept)

- Email: dsujjwal AT iastate DOT edu Phone: 515-294-2049
- Feedback: Your feedback is welcome (e.g. is class going too fast or too slow), please email me (namrata AT iastate.edu). Put "Feedback" in the subject line.
- Books:
- Text: Bertsekas & Tsitiklis, Introduction to Probability, Athena Scientific, 2002
- First chapter downloadable from http://www.athenasc.com/Ch1.pdf
- Textbook errata: http://web.mit.edu/6.041/www/prob-errata.pdf

- Other references:

- Yates & Goodman,
*Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers*, John Wiley & Sons, 1998. - Cooper & McGillem, Probabilistic Methods of Signal and System Analysis, Oxford, Third edition
- Ross,
*A First Course in Probability*, 6th ed. Prentice Hall, 2001. - Papoulis,
*Probability, Random Variables and Stochastic Processes*, 4th ed., McGraw-Hill, 2001

- Grading policy (Final)

- Homeworks
& Quizzes: 30% (15% each for Quizzes and Homeworks)

- 2
Midterm
Exams: 15% each

- Final Exam: 40%
- Details
- One
homework every Thursday, due next Thursday. Quizzes: as needed,
usually once every 3 or 4 classes

- Every homework will be graded out of 20. Every quiz
will be graded out of 10.

- Points out of 30 = (average Quiz points + (average
Homework
points)/2 ) *30/20

- Copying in homeworks:
You should solve first and discuss only after you submit. If you do
discuss and solve, please write names of
all students you discuss with. If you come to office hours to ask a
question about the homework, then you mention that too.

- Homeworks are due in class on
the assigned date. Anything submitted after the end of class will be
considered late.

- Late homeworks policy: Each student allowed
upto 2 late homeworks without penalty (the TA, Ujjwal Das, will keep
count): The late homework may or may not be used in computing the
homework average. Submit late homework directly to Ujjwal.

- Outline
& Syllabus: pdf file of Syllabus

- Disability accomodation: If you have a documented disability and anticipate needing accommodations in this course, please make arrangements to meet with me soon. You will need to provide documentation of your disability to Disability Resources (DR) office, located on the main floor of the Student Services Building, Room 1076or call 515-294-7220.
- Library Reserve List: will be posted when available.

- Homeworks (Maximum points is 20 unless otherwise specified)
- Homework 9 (Due Tuesday Nov 27)
- Chapter 3 of Supplementary Problems: Problems 5, 7, 8, 9, 17, 18, 19, 20, 21 (re-do 7 using derived distributions)
- Re-do any parts of HW 7 or 8
that you didn't do correctly (3 points for doing this seriously)

- Homework 8 (Due Thursday Nov 8): Total of 6 problems
- Chapter 3 of Supplementary Problems: Problems 10,11,12,13,14,16
- Homework
7
(Due Tuesday, Oct 30): Total of 6 problems

- Chapter 2 of
Supplementary Problems: Problems 14, 16, 18, 20

- Derive the variance of a geometric random variable (show all steps).
- Homework 6 (Due date postponded, now due October 18): Total of 8 problems, 4 are for credit, 1 for extra credit, 3 (book problems) for completion
- Chapter 2 of
Supplementary Problems: Problems 12, 13. Problem 13 is extra
credit

- Chapter 2 of
Book (NOT
SUPPLEMENTARY): Problems 25, 26, 31.

- Chapter 3 of
Supplementary Problems: Problems 6,7, 8

- Problem 6
- Confusing language: it should have been: A radar "often" tends to over-estimate the distance of the aircraft
- Problem 8
- Typo:
Replace X by Z

- Skip part
(a) (since we
haven't done conditioning for continuous r.v.'s)

- Just do
part (b) directly
using total probability theorem applied to the event {1 < X < 3}

- Chapter 2 of Book (NOT SUPPLEMENTARY): Problems 25, 26, 31. Not for credit.
- Problem 26
- Note the fact that "all answers are equally likely to be picked". Explain the solution clearly.
- Problems 26
& 31:
Interesting & non-trivial problems to solve. Have fun.

- Chapter 2 of
Supplementary Problems: Problems 12, 13. Problem 13 is extra
credit

- Problem
12

- First
write the definition of joint PMF in terms of events

- Then
use what you know from Chapter 1 about computing the probability of the
intersection of two events.

- Are the
two events indepedent or not?

- Problem
13

- First write the definition of joint PMF in terms of events.
- What is the number of ways you can partition n into x, y and n-x-y parts. Use the last formula on Page 48
- Homework 5
(Due
Tuesday Oct 2): total of 7 graded problems,

- Chapter 2 of Supplementary Problems: Problems 6, 7, 8 (Problem 6: note that expected time between successive bites is same as expected time until the first bite)
- Chapter 3 of Supplementary Problems: Problems 1, 2, 3
- Problem 7: Compute variance of a Poisson r.v. and of an exponential r.v.
- Ungraded set (but need to do
them and submit them):

- Chapter 2 of Book:
16,17,18,20,23.

- Chapter 3 of Book: 1,2,5. Also
try to understand 3,4.

- Homework 4
- Chapter 1 of BOOK (not Supplementary Problems): 13, 14, 27
- Chapter 2 of BOOK (not Supplementary Problems): 4, 14
- Even though solutions are available, I would expect you to either do them yourself, or if not, understand the solution but write it clearly and in FULL DETAIL WILL ALL THE STEPS
- Homework
will be checked for completion only

- Homework 3 (Due Thursday Sept 13)
- Chapter 1 of
Suplementary Problems: Problems 21, 24

- Chapter 2 of Supplementary Problems: Problems 1, 3, 4
- Homework 2 (Deadline postponed: Due Tuesday Sept 11)
- Chapter 1 of Suplementary Problems: Problems 18, 19, 23, 28, 33 and 35 (35 is for extra credit)
- The first 5 problems will be graded out of 20 (4 points each). The last one will be graded out of 5. So you can get a max of 25 out of 20 in this HW
- Ungraded set: Book
problems (pages 52-69): 11, 14, 15, 16, 27, 30, 31

- Homework
1 (due August 30, in class)

- Ungraded: Examples 1.7,1.8 and pick any two problems from pages 52 - 55 of the book
- Chapter
1 of Supplementary problems:
Problems 3,5,7,12,14 and 13

- Note 13 is a difficult one, attempt the rest first
- Problem 7: "construct a probabilistic model" means define the sample space & probabilities for each element of the sample space
- Grading policy: 3 points for completing
the ungraded part, 3 points each for the other 6 problems.

- First chapter downloadable from http://www.athenasc.com/Ch1.pdf

- Quiz and Exam Dates
- Oral
Quiz 5 on Tuesday Nov 27

- 2nd Midterm on Nov 29
(Thursday)

- Quiz 4 on Thursday Oct 25
- Syllabus: Everything until & including Section 2.6 (not
including conditional expectation)

- 2nd
Midterm Exam: Thursday before dead week

- 1st Mid-term Exam on October 11
(Syllabus:
Chap 1, Chap 2, 2.1-2.4, Chap 3, 3.1-3.3)

- You are allowed a 1 page
(2 sides) "cheat sheet" for all quizes and 2 page cheat sheets for
exams.

- All quizzes and exams in this
class will be cumulative (based on entire syllabus starting from
day 1)

- Quiz on Thursday Sept 27
- Chap 1, Chap 2, 2.1-2.4

- Quiz on Thursday Sept 13
- Syllabus: everything until (& including) PMF of functions of random variables
- Quiz 1: Thursday August 30 (please come on time, we will have quiz first)
- Syllabus:
everything before and including Bayes rule (Sections 1.1 - 1.4)

- Exam
1: tentatively in the week of Oct 9

- Handouts and
Other Useful Links

- These DO NOT replace the book.
- If you find any typos or errors, please email me (namrata AT iastate.edu)
- Detailed Syllabus and Course Information Sheet
(posted 8/28/07)

- Introduction and Chapter 1 slides (posted 8/21/07)
- Single Random Variable: Discrete & Continuous
- Multiple Random Variables: Discrete
- Multiple Random Variables: Continuous
- I
may or may not get time to finish teaching all this, but here's a
handout anyway

- MGF, Sum of indep r.v.s, Covariance, Least squares Estimation (not part of Exam syllabus)

Old handout from Fall 2006

- Hypothesis Testing:

- Link to read about p-value
- Link to a glossary of hypothesis testing terms
- You will not be tested on Hypothesis testing.
- You should just get an intuitive feel for hypothesis
testing, since it is important and used in many places.

- Teaching all the details and derivations are beyond the scope
- Feel free to email me with questions that you may have or if you want to understand something in more detail.

- Revise calculus (integration
& differentiation especially chain rule) : some web links

- Wikipedia:
Table of derivatives of common functions

- WikipediaTable of integrals of common functions
- Wikipedia: Chain rule

- Warning: Wikipedia can sometimes be incorrect,
it is an excellent source to recall things you already know, but
anytime you're unsure, check from a regular textbook!

- Link to the MIT's Probabilisty
for EE class page:

- Specifically see their Lecture Handouts, their Tutorial questions (and solutions) and Recitation questions
- Also see the Probability Links, in particular Compendium of Probability Distributions
- Also
see: Mathpages:
Probability and Statistics

- Link
to Textbook
Errata

Back to Namrata Vaswani's homepage