ENEE 324 - Engineering Probability

Spring 2004

Instructor : Alexander Barg, Professor, Department of Electrical and Computer Engineering

2361 A.V.Williams Building
Tel. (301) 405 7135
E-mail abarg@eng.umd.edu

Teaching Assistant: Norman Lo. E-mail: normanlo@glue.umd.edu

Class Schedule:
Lectures: Tuesday,Thursday 12:30pm-1:45pm CHE 2108
0301 Discussion: Monday 10:00am-10:50am EGR 0110
0302 Discussion: Monday 11:00am-11:50am EGL 1204

Announcements
· Graded homework papers not claimed in class can be picked up in A. Barg's office (AVW 2361)

Office hours. Watch for announcements on this page. If there are none, the office hours will be
Tuesday,Wednesday 2:00-3:00 (A.Barg)
Monday 12:00-2:00 (Norman Lo)

Textbook: D. P. Bertsekas and J. N. Tsitsiklis, Introduction to Probability, Athena Scientific 2002, ISBN 1-996520-40-X.

Supplementary reading: W. Feller, An Introduction to Probability Theory and Its Applications, Vols. 1 and 2. (will not be used in class, deeper treatment)

Homework Assignments: There will be eight to ten homework assignments (to be determined). A subset of problems on each assignment will be graded. For instance, for a homework of 6 problems I may decide to grade 3 solutions. You are expected to submit solutions of all the problems. If not all the solutions are submitted, your credit for this homework will be reduced proportionally. For instance, if 4 out of 6 problems were attempted, the 100% credit will be multiplied by (2/3).
Deadline for submitting completed homeworks is one week after the day they were assigned (if not indicated otherwise), at the beginning of the class. Late papers will not be accepted.
Problem set 1   Solutions
Problem set 2   Solutions
Problem set 3   Solutions
Midterm 1   Solutions handwritten  typed
Problem set 4  Solutions
Problem set 5  Solutions
Problem set 6  Solutions
Practice problems for the 2nd midterm
Midterm 2 (prob's and solutions)  results
Problem set 7  Solutions
Problem set 8  Solutions
Final exam (prob's and solutions)

Standard Normal Table (sorry you have to stand on your head to view this)

Examinations: Two midterm exams and one final. All the exams are closed-book (up to 2 pages of notes are allowed). The dates of the midterms are March 4 and April 15. Final examination:
Tuesday May 18, 1:30-3:30, CHE2108
6 problems on the topics covered by the following sections of the textbook:
1.1-1.5;  Ch.2;  3.1-3.3, 3.5;  4.1,4.2,4.5;  Ch. 5;  6.1-6.4;  7.1-7.3

Grading Policy: Homework 10%, midterms and final 30% each.

Final grades have been assigned. The formula used to compute the grade was based on your total score. The total score T equals
     T=(1/16)(total homeworks) + (3/5)(Exam1+Exam2+Final).    (therefore 0<=T<=100)
The cutoffs are: If T>=40 then Grade=C; T>=53 then Grade=B; T>=65 then Grade=A
Class statistics: #(A grades)=10;  #(B)=18;  #(C)=15; #(D)=10

Course Topics:
I. Sample Spaces and Probability (lectures 1-5)
1/27 Sec. 1.1   1/29 1.2  2/3 1.2, 1.3  2/5 1.4, 1.5  2/10 1.6
II. Discrete Random Variables (lectures 6-10)
2/12 2.1, 2.2, 2.4  2/17 2.3, 2.4, 2.5 2/19 2.5 2/24 2.6  2/26 2.7,3.1  
III. General Random Variables (lectures 11-14)
3/2 3.1,3.2,3.3  3/4 1st midterm  3/9 3.3,3.4,3.5  3/11 3.5,3.6
IV. Further Topics on Random Variables (lectures 15-19)
3/16 4.1,4.2   3/18 4.2,4.3,4.5   3/30 Some examples  4/1 4.5  4/6 4.6
V. The Bernoulli and Poisson Processes (lectures 20-22)
4/8 5.1,5.2   4/13 5.2     4/15 2nd midterm
VI. Markov Chains (lectures 23-26)
4/20 5.2  4/22 6.1,6.2  4/25 6.3   4/29 6.4
VII. Limit Theorems (lectures 27-29)
5/4 7.1,7.2,7.3   5/6 7.4
5/11 Recapitulation
5/18 Final examination