Probability Theory for Engineers
EE 464,  3 Units
Spring 1998
Prerequisite: None
Course Description


Instructor           Dr. M. Shiva                                  Teaching Assistant        Huiwen Li 
        Lecture     :        9-10:15am TTh, OHE 100                                       Discussion      :         OHE 100
          Office     :         EEB 102                                                                       Office                EEB 104
         Phone              213-7402221 or 714-2783023                                      Phone     :          213-740
   Web Page     :                                                                                          Web Page     :
         e-mail                                                           e-mail     :
Office hours      :          Tu: after class, Th: 10:30-11:30am, 1-2pm              Office hours    :          Wed 2-4pm
Text Books
Probability, Random Variables, & Stochastic Processes(Chap. 1-8), 3rd edition, A. Papoulis

Additional references:
Probability and Stochastic Processes for Engineers, 2nd edition, C. W. Helstrom, Macmillan Publishing, 1991
Probability and Statistics, A. Papoulis, Prentice Hall, 1990


 Class Topics
Chapter Topics
Chap 1 The meaning of probability
Chap 2  The Axioms of Probability: 
Set Theory 
Probablity Space 
Conditional Probability
Chap  3 Repeated Trials: 
Bernoulli Trials 
Poisson Approximation 
Gaussian Approximation
Chap  4 Random Variable: 
Distribution Function and Density Function
Chap  5 Function of One Random Variable g(X): 
Mean and Variance 
Characteristic Functions
Chap  6 Two Random Variables: 
Functions of Two Random Variables
Chap  7 Moments and Conditional Distributions: 
Joint Moments 
Conditional Expectations 
Mean Square Estimation
Chap  8 Sequences of Random Variables: 
General Concepts 
Stochastic Convergence and Limit Theorems 
Random Numbers
Grading Policy

                                                                       Homeworks:           10%
                                                                       Test1:                      25% (Feb 19, 1998)
                                                                       Test2:                      25%
                                                                       Final:                        40% (May 5, Tuesday, 11-1pm)

   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: Feb. 5, 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.

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