# ENGG 2430A / ESTR 2002Probability and Statistics for Engineers

The Chinese University of Hong Kong, Spring 2019

## Teaching Staff

name email office office hour
Andrej Bogdanov
Instructor
andrejb@cse.cuhk.edu.hk SHB 926 Mon 230–430
Cham Hiu Sze (Grace)
hscham@cse.cuhk.edu.hk SHB 905 Thu 1030–1130
Ho Chin Hei (Eric)
TA
chho@cse.cuhk.edu.hk SHB 101 Mon 2–3
Li Shuai
ESTR2002 TA
shuaili@cse.cuhk.edu.hk SHB 117 Mon 230–330
Chris Williamson
TA
chris@cse.cuhk.edu.hk SHB 117 Tue 2–3
Zhang Xiaojin
TA
xjzhang@cse.cuhk.edu.hk SHB 117 Fri 2–3

## Recent Announcements

• 13 May The median grade for the final exam is 24 (out of 50) for ENGG 2430 and 42 for ESTR 2002. You can find yours on CUHK blackboard. Please check also that your other grade records are correct and notify us immediately if there is a discrepancy.
• 2 May Here are solutions to the final exam.

## Course Description

Probability is the mathematics that allows us to reason about situations that involve uncertainty. Statistics is about creating probabilistic models from data. In this course we will learn how to describe and analyze problems using probability and statistics.

## Schedule

date topic materials
1Jan 7
Jan 9
Probabilistic Models §1.1, 1.2, 1.6
pptx pdf
2Jan 14
Jan 16
Conditional Probability §1.3-1.4
pptx pdf
3Jan 21
Jan 23
Independence. Random Variables §1.5, §2.1-2.3
pptx pdf
4Jan 28
Jan 30
Joint PMFs, Expectation and Variance §2.4, 2.5
pptx pdf
Feb 4
Feb 6
Lunar New Year Holiday
5Feb 11
Feb 13
Conditioning and Independence §2.6, 2.7
pptx pdf
6Feb 18
Feb 20
Continuous Random Variables I §3.1-3.3 +pdf
pptx pdf
Feb 25
Feb 27
Review
Midterm Exam
solutions
7Mar 4
Mar 6
Continuous Random Variables II §3.4-3.6
pptx pdf
8Mar 11
Mar 13
Working with Random Variables §4.1-4.3
pptx pdf
9Mar 18
Mar 20
Limit Theorems §5.1-5.4
pptx pdf
10Mar 25
Mar 27
Bayesian Inference I §8.1, 8.2 +pdf
pptx pdf
Apr 1
Apr 3
11Apr 8
Apr 10
Bayesian Inference II §8.1, 8.2
12Apr 15
Apr 17
Classical Inference §9.1, 9.3
pptx pdf
May 2 Final Exam

## Tutorials, Exercises, and Quizzes

Homeworks won't be graded. They will be issued on Wednesday and discussed in tutorial the following Monday. A 10-minute quiz with a single question related to the homework will be given in tutorial the next Monday.

Come to tutorial prepared. A quarter of your final grade comes from the quizzes and tutorial participation. The lowest two quiz grades will be dropped from the count.

## Course Information

• Lecture times
• ENGG 2430A and ESTR 2002: Mon 9.30 to 10.15 in T.Y. Wong Hall LT
• ESTR 2002: Mon 1.30 to 2.15 in Lady Shaw Bldg LT2
• ENGG 2430A and ESTR 2002: Wed 9.30 to 11.15 in Ho Tim Bldg B6

• Attendance The Faculty of Engineering requires that every student attends at least half the lectures. Attendance will be taken electronically via KEEPoll. Sick days will not be discounted (if you are on extended sick leave please contact me).
• Tutorials Tutorial attendance and participation will count towards your grade. You are required to attend the same tutorial section every week. The tutorial times are:
• AT01 (Grace): Mon 10.30-11.15 in ERB 404
• AT02 (Eric): Mon 10.30-11.15 in LSK 306
• AT03 (Chris): Mon 10.30-11.15 in LSK 308
• AT04 (Xiaojin): Mon 10.30-11.15 in Lai Chan Pui Ngong LT
• ESTR 2002 (Shuai): Mon 10.30-11.15 in LSK 302

• Textbook The primary reference for this course is Introduction to Probability (2nd edition) by Bertsekas and Tsitsiklis, available in the campus bookstore. Notes will be provided for additional material.
• Grading Your grade will be determined from a final exam (50%), a midterm exam (25%), quizzes (12.5%), and tutorial participation (12.5%). You can verify the record of your grades on CUHK blackboard.

## ESTR 2002 students

ESTR 2002 follows the same format as ENGG 2430A, but with additional readings and exercises, and a project to be presented in the second half of the semester. The exams and quizzes will be the same as in ENGG 2430A.

Projects can be done individually or with a partner. They will involve a short report and possibly an in-class presentation. The readings and exercises can be used as project leads, but you can feel free to choose your own topic in consultation with the course instructor or the TA.