# ENGG 2040C: Probability models and applications

The Chinese University of Hong Kong, Spring 2013
• Instructor
Andrej Bogdanov, andrejb (a) cse.cuhk.edu.hk, SHB 926, office hours Fri 10.30-12.30
• Teaching Assistants
Chow Chi Wang, cwchow (a) cse.cuhk.edu.hk, SHB 117, office hour Wed 3-4
Lee Chin Ho, chlee (a) cse.cuhk.edu.hk, SHB 117, office hour TBA

## Recent Announcements

• 22 May The final exams were graded and the grades were posted on moodle. The median grade is 57. Please notify us of any discrepancy as soon as possible.

## 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.

## Tentative schedule

date topic readings lecture
1Jan 15
Jan 17
Introduction. Combinatorial analysis §1.1-1.4 ppt py
2Jan 22
Jan 24
Axioms of probability I §2.1-2.5 ppt py
3Jan 29
Jan 31
Axioms of probability II §2.5 ppt py
4Feb 5
Feb 7
Conditional probability §3.1-3.3 ppt
Feb 12
Feb 14
No class, spring festival
Feb 19
Feb 21
Review 1
Midterm exam 1
5Feb 26
Feb 28
Conditional probability and independence §3.3-3.4 ppt py
6Mar 5
Mar 7
Random variables I §4.1-4.4 ppt py
7Mar 12
Mar 14
Random variables II §4.5-4.7, 4.9 ppt py
8Mar 19
Mar 21
Continuous random variables §5.1-5.3, 5.5 ppt py
Mar 26
Mar 28
Review 2
Midterm exam 2
9Apr 2
Apr 4
Jointly distributed random variables §6.1-6.3 ppt
10Apr 9
Apr 11
Properties of expectation §7.1-7.2, 7.4, (7.5) ppt
11Apr 16
Apr 18
Limit theorems §8.1-8.3 ppt
12Apr 23
Apr 25
Finish limit theorems; course evaluation
May 20
Final exam at 9.30 in 103 John Fulton

## 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 your TA know in advance.

## Discussion forums

You can log into the ENGG 2040C discussion forums using your campus ID and CWEM password.

## Course Information

• Lecture times Tue 5.30-6.15 and Thu 12.30-2.15 in LSB LT6
• Tutorials Tutorial attendance and participation will count towards your grade. You are required to attend the same tutorial section every week.
• Prerequisites Discrete mathematics (CSCI 2110).
• Textbook The textbook for this course is A first course in probability, eighth edition, by Sheldon Ross. It is available in the campus bookstore.
• Grading Your grade will be determined from two midterm exams (40%), and a final exam (40%), and attendance, participation, and homework presentation (20%).