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İST 244 - Engineering Probability

Instructor: Asst.Prof.Mehmet FİDAN
Teaching Assistants:
Course Book: "A First Course In Probability", Sheldon Ross
Grading: Quizes:15%, Midterm:35%, Final Exam:50%
Other Resources: "Probability, Statistics and Random Processes for Electrical Engineering", Alberta-Leon Garcia
Course Outline:
1. Week

Combinatorial Analysis,

Axioms of Probability


2. Week

Conditional Probability and Independence,

Random Variables,

Discrete Random Variables,

Cumulative Distributive Function,

Expectation,

Variance


3. Week

First Quiz(July 6,2018, Friday 11:00 Subject:Combinatorial Analysis)

Bernolli and Binomial Random Variables,

Poisson Random Variable,

Geometric Random Variable,

Negative Binomial Random Variable,

Zeta Distrubition,

Properties of CDF


4. Week

Midterm(July 13, 2018, Friday 11:00)

Continous Random Variables,

Expectation and Variance of Continous Random Variables,

Uniform Random Variable,

Normal Random Variable,

Normal Approxiamation of Binomial Distribution,

Exponential Random Variables,

Distribution of a Function of a Random Variable


5. Week

Second Quiz(July 20, 2018, Friday 11:00 Subject:Discrete Random Variables)

Joint Distribution for n Random Variables,

Independent Random Variables,

Sums of Independent Random Variables,

Conditional Distributions,

Order Statistics,

Joint Distribution of Functions of Random Variables


6. Week

Third Quiz(July 27, 2018 Friday 11:00 Subject: Continous Random Variables)

Properties of Expectation,

Covariance, Variance, Sums and Correlations,

Conditional Expectation,

Conditional Variance,

 

 


7. Week

Moment Generating Functions,

Limit Theorems,

Chebyshev's Inequality,

The Weak Law of Large Numbers,

Central Limit Theorem,

The Strong Law of Large Numbers,

One-sided Chebyshev's Inequality,

Markov's Inequality,

Chernoff Bounds


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