EE 364: Introduction to Probability and Statistics for EE/CS
Schedule
Week 1
Aug 25
- lecture Lecture 01: Introduction to probability. Logic and sets. Probability axioms.
- demo Demos
- homework Homework 1
Week 2
Sep 01
- lecture Lecture 02: Independence. Conditional probability. Bayes’ Theorem.
- demo Demos
- homework Homework 2
Week 3
Sep 08
- lecture Lecture 03: Combinatorics. Binomial and multinomial probability.
- demo Demos
- homework Homework 3
Week 4
Sep 15
- lecture Lecture 04: Discrete probability and mass functions. Poisson Theorem.
- demo Demos
- homework Homework 4
Week 5
Sep 22
- exam Midterm 1
- handout BEG-CUP pdfs
- demo Demos
Week 6
Sep 29
- lecture Lecture 05: Continuous probability densities.
- homework Homework 5
Week 7
Oct 06
- homework Homework 6
Oct 08
- No class Thursday, fall recess
Week 8
Oct 13
- lecture Lecture 06: Expectation, variance. Moments.
- homework Homework 7
Week 9
Oct 20
- lecture Lecture 07: Transformed random variables.
- exam Midterm 2
- demo Demos
Week 10
Oct 27
- lecture Lecture 08: Multiple random variables. Covariance and correlation.
- lecture Lecture 09: Conditional expectation. Total expectation and variance.
- demo Demos
- homework Homework 8
Week 11
Nov 03
- lecture Lecture 10: Sampling statistics. Stochastic convergence. Probability inequalities. Weak law of large numbers.
- demo Demos
- homework Homework 9
Week 12
Nov 10
- lecture Lecture 11: Monte Carlo sampling. Estimation: bias, MSE, consistency.
- demo Demos
Week 13
Nov 17
- lecture Lecture 12: Bayesian statistics and conjugacy.
- exam Midterm 3
- demo Demos
- homework Homework 10
Week 14
Nov 24
- lecture Lecture 13: Transforms. Central limit theorem.
- demo Demos
Nov 26
- No class Thursday, Thanksgiving
Week 15
Dec 01
- lecture Lecture 14: Confidence intervals. Review.
- demo Demos
- homework Homework 11
Week 16
Week 17
Dec 15
- exam Final Exam