Probability Models and Applications (ERG2040C)

Student/Faculty Expectations on Teaching and Learning Student/Faculty Expectations on Teaching and Learning

Instructor: John C.S. Lui

In this course, we cover fundamental principles of probability theory, and to learn how to use this framework (or methodology) to have logical thinking and carry out analysis to computer science and engineering problems.

Note that this course is "conceptual" and "mathematical" in nature. Students need to spend the time to read the textbook, do the homework, attend the lectures and tutorials so to understand and keep pace with the expectation of this course.

Teaching Assistants (HSH Eng. Bldg, Room 120):

Textbook: A First Course in Probability (8th Edition), by Sheldon Ross

Course Grades:

Policy: Late homework, programming or simulation will NOT be considered.

Course Schedule (2nd term, 2011):

Please visit the following newsgroup: cuhk.cse.engg2040c, for any announcement. Students can also post comments/questions in the newsgroup.
Students can access the newsgroup via:

The tentative outline for the course:

Lecture Notes (note: all lecture notes are password protected)

Preliminary Administrative Information and Mutual Expectations

Introduction: why study probability?

Combinatorial Analysis (Reading Assignment: Chapter 1)

Axioms of Probability (part 1) (Reading Assignment: Chapter 2)

Axioms of Probability (part 2) (Reading Assignment: Chapter 2)

Conditional Probability (Reading Assignment: Chapter 3)

Conditional Probability (Part II) (Reading Assignment: Chapter 3)

Random Variables (Part I) (Reading Assignment: Chapter 4)

Random Variables (Part II) (Reading Assignment: Chapter 4)

Continuous Random Variables (Part I) (Reading Assignment: Chapter 5)

Continuous Random Variables (Part II) (Reading Assignment: Chapter 5)

Jointly Distributed Random Variables (Part I) (Reading Assignment: Chapter 6)

Jointly Distributed Random Variables (Part II) (Reading Assignment: Chapter 6)

Limit Theorems (Reading Assignment: Chapter 8)

Tutorial Notes
Tutorial 1
Tutorial 2
Tutorial 3
Tutorial 4: Monte Carlo Simulation
Tutorial 5: Monte Carlo Simulation 2 ; Java Program on Monte Carlo Simulation ;
Tutorial 6
Tutorial 7
Tutorial 8
Tutorial 9
Tutorial 10
Tutorial 11
Tutorial 12
Tutorial 13
To be added

Homework (students can submit their homework in the drop box, 10/F, HSH Eng. Bldg)

Homework 1 ; Solution to Homework 1
Homework 2 ; Solution to Homework 2
Homework 3 ; Solution to Homework 3
Homework 4 ; Solution to Homework 4
Homework 5 ; Solution to Homework 5


Monte Carlo Simulation ; (Programming Assignment is announced !!!) ; Instruction on how to submit the programming assignment ;