ENGG 2040C: Probability models and applications

The Chinese University of Hong Kong, Spring 2014

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Course Description

Engineers often have to deal with uncertainty. When we design a bus schedule, we don't know how many people will be waiting at the stop. When we set up a computer network, we don't know which servers will experience a power failure. Probability is the mathematics that allows us to model and make decisions about scenarios that involve uncertainty. In this course we will learn about probabilistic models and how to solve them.

Schedule

date topic readings lecture
1Jan 7
Jan 9
Jan 14*
Combinatorial analysis 1.1-1.4, 1.6 ppt py
2Jan 16
Jan 21*
Axioms of probability I 2.1-2.5 ppt py
3Jan 23
Jan 28*
Axioms of probability II 2.5 ppt py
Jan 30
Feb 4
No class, spring festival
4Feb 6
Feb 11*
Conditional probability 3.1-3.3 ppt
Feb 13 Midterm exam 1
5Feb 18
Feb 20
Feb 25*
Conditional probability and independence 3.4 ppt
6Feb 27
Mar 4*
Random variables I 4.1-4.4 ppt
7Mar 6
Mar 11*
Random variables II 4.5-4.7, 4.9 ppt py
8Mar 13
Mar 18*
Continuous random variables 5.1-5.3, 5.5
pdf
ppt
Mar 20 Midterm exam 2
9Mar 25
Mar 27
Apr 1*
Jointly distributed random variables 6.1-6.3 ppt py
10Apr 3
Apr 8*
Properties of expectation 7.1-7.2, 7.4, (7.5) ppt
11Apr 10
Apr 15*
Limit theorems 8.1-8.3 ppt py
12Apr 17 The probabilistic method ppt
May 13
Final exam

* Reserved for presentation and discussion of homework solutions

Homeworks

Homeworks will be issued on Friday every week and will be discussed in tutorials on the following Monday. Feel free to ask any questions about the homeworks there.

You will not turn in your homework solutions for grading. However some of you will be called upon to present solutions in class on Tuesday. Your solution will then be discussed among your classmates.

This presentation will count towards your grade. Students will be selected to present randomly with repetition. This means you may be called to present at any time, and more than once. It is important that you show up in class every week and that you are prepared to present solutions to (most of) the problems for that week. If you cannot make it to class on any particular week, let us know in advance.

Discussion forums

You can use the ENGG 2040C discussion board on the CU e-learning system to ask questions and participate in online discussions related to the course.

Course Information

  • Lecture times Tue 5.30-6.15 in Li Dak Sum 214 and Thu 12.30-2.15 in Y. C. Liang Hall 106.
  • Tutorials Mon 8.30-9.15 in ERB 402. Tutorial attendance and participation will count towards your grade.
  • Prerequisites Discrete mathematics and calculus.
  • Textbook The textbook for this course is A first course in probability, ninth edition, by Sheldon Ross. It is available in the campus bookstore.
  • Grading Your grade will be determined from two midterm exams (40%), a final exam (40%), and attendance, participation, and homework presentation (20%).