Probability Theory for Engineers
EE 464,  3 Units
Fall 1998
Prerequisite: None
 
 
Course Description
This course covers the axiomatic foundations of probablility, random variables, functions of random variables, moments and conditional distributions, and sequences of random variables.
 
 
 
 
Instructor Dr. M.S. Stone
Lecture 3:30-4:45pm TTh, OHE 100
Office EEB 500B
Phone (323) 740-4685
Messages (323) 740-7875, M. Montenegro
Office hours 2:00-3:15pm TTh or make appointments
 
 
TA Huiwen Li
Discussion 1:00pm Monday, OHE 100B
Office EEB104
Phone
E-mail huiwen@usc.edu
Office hours 10am-12pm Thursday  or make appointments 
 
 
 
Grader Dan Peng
Office EEB 104
Office hours
Phone
E-mail dpeng@usc.edu
 

Text Books

Required textbook: Probability, Random Variables, & Stochastic Processes(Chap. 1-9), 3rd edition, A. Papoulis, McGraw Hill, 1991
Recommended textbook: Probability and Random Processes for Electrical Engineering, 2nd edition, A. Leon-Garcia, Addison-Wesley, 1994
 
 
 Class Topics
 
Topics
Contents
1
Interpretations of probability 
Axioms of mathematical probability 
Probability models
Conditional probability  
Bayes Rule  
Independent events
3
Repeated Trials  
Bernoulli Trials  
Poisson Approximation  
Gaussian Approximation
4
Random Variables (RV's):  
Definitions, distribution and density functions  
Important RV's and their distributions
5
Functions of One Random Variable g(X):  
Definitions, determination of density functions  
Mean and Variance  
Moments  
Characteristic Functions
6
Properties of several RV's:  
Joint distribution functions and densities  
Examples including normal RV's  
Conditional distributions
7
Functions of several RV's:  
Transformations  
Sums of independent RV's
8
Moments and conditional distributions  
Correlation, covariance  
Least mean square estimation  
Orthogonality principle
9
Sequences of random variables:  
General concepts  
Law of large numbers  
Central limit theorem  
Convergence
 
 
 
 
Grading Policy
 
 
Homework
15%
Weekly
Midterm No. 1
25%
Oct. 6 (tentative)
Midterm No. 2
25%
Nov. 12 (tentative)
Final
35%
Dec. 15
 
 
 
   Homeworks are assigned weekly, and are due one week after assigned.
   Any violations of the University Student Conduct Code will be referred to the Office of Student Conduct.
 
 
 Page last updated: Sept. 16, 1998
The contents of this web page may be subject to change. Weekly information will be updated without notice. Change in policies, important dates will be announced in class.