Fall 2006- EE 351K

Probability, Statistics, and Random Processes

Instructor

Joydeep Ghosh, Office: ACES 3.118, Phone: 471-8980
Unique Number: 16520
Meeting information: Tu-Thu 2-3:15pm in ENS 302
Office Hrs: M 3-4:30 pm; Th: 3:30-5pm, in ACES 3.118
Email: ghosh@ece.utexas.edu
WWW: http://www.lans.ece.utexas.edu/~ghosh

TA: Hongseok Kim (hkim4@ece.utexas.edu)

Description

This course is an introduction to probability, statistics and random processes for engineers. Throughout the course we will describe various applications of these concepts that electrical engineers might encounter, such as process control, system reliability, modeling of queues in networks, as well as important noise models in linear systems used in circuit and receiver design. The topics to be covered include: probability, random variables, statistics, and random processes, including counting, independence, conditioning, expectation, density functions, distributions, law of large numbers, central limit theorem, confidence intervals, hypothesis testing, statistical estimation, stationary processes, Markov chains, and ergodicity.

Prerequisite

EE313 with a grade of C or better.

Required text

Introduction to Probability, Dimitri Bertsekas and John Tsitsiklis.

Some other helpful texts:

Probability and Stochastic Processes,

Introduction to Probability, and Statistics for Engineers and Scientists, Sheldon Ross, John Wiley, 1987.
Probability and Random Processes for Electrical Engineering, Alberto Leon-Garcia, Addison-Wesley, 1994.

Course web pages

The course web pages will be on the Blackboard system. You can access it by logging in to Blackboard at http://courses.utexas.edu You need a UT-EID and password and must be registered for the course to access the system.
Course handouts, homeworks, solutions and sample midterms will be assigned via the course homepage.
It is your responsibility to check for homework assignments each week.

Homeworks

Homeworks will be assigned on the course web pages. The homeworks will be due in class at the BEGININING of class, before the class starts. You are expected to make an honest, independent attempt to solve and turn in your answers to each homework question.

Late howeworks will be awarded a grade of zero unless permission is sought in advance to turn in late and is based on a valid reason such as a medical emergency.

Mid-term and finals

There will be two midterms and a final. The midterms will be in class. The final will be given at the time scheduled by the university registrar. Please make sure you can take the final at the appointed time otherwise you should take a different section.

Dates and locations for midterms and final:

Oct in class
Nov in class
Finals: Wed, Dec 13, 2-4 pm

No make-up exams will be given. An excused absence from a midterm exam must be obtained in advance. In this case the student's final exam grade will be substituted for the missed exam. In the case of an excused absence from the final exam, the course grade will be based on the homework and midterm exams. Unexcused absences from a midterm or final will result in a grade of zero for that exam. Note that excused absences from exams will be made only in extreme circumstances (serious illness, death in the immediate family, etc.). Requests for excused absences should be made in writing and must be supported by appropriate documentation.

Grading policy

The final grade will be a weighted average of your homework, mid-term, and final scores. The weightings are:

Homeworks: 25%
Mid-term 1: 20%
Mid-term 2: 20%
Final: 35%

I look forward to an active and fun class where learning is facilitated.

Academic dishonesty and policies on cheating

Faculty in the ECE Department are committed to detecting and punishing all instances of academic dishonesty and will pursue cases of academic dishonesty in accordance with university policy. Academic dishonesty, in all its forms, is blight on our entire academic community. All parties in our community – professors, staff, and students – are responsible for creating an environment that educates outstanding engineers, and this goal entails excellence in technical skills, self-giving citizenry, and ethical integrity. Industry wants engineers who are competent and fully trustworthy, and both qualities must be developed day by day throughout an entire lifetime.

Details about what constitutes academic dishonesty can be found at the following URL: UT Dean of Students Office (http://www.utexas.edu/depts/dos/sjs/academicintegrity.html).

All cheating will be reported directly to the college/university. Unless explicitly indicated in an assignment, you must do your homeworks, projects and exams individually. You are welcome and encouraged to discuss material with your colleagues, when and where it is appropriate, but copying, stealing papers, etc. are considered dishonest and will be prosecuted.

Notes:

Allegations of Scholastic Dishonesty will be dealt with according to the procedures outlined in Appendix C, Chapter 11, of the General Information Bulletin, http://www.utexas.edu/student/registrar/catalogs/.

The University of Texas at Austin provides, upon request, appropriate academic adjustments for qualified students with disabilities. For more information, contact the Office of the Dean of Students at 471-6259, 471-4241 TDD or the College of Engineering Director of Students with Disabilities at 471-4321.