PROBABILITY AND STATISTICS FOR ENGINEERING Hossein Sameti Department

PROBABILITY AND STATISTICS FOR ENGINEERING Hossein Sameti Department of Computer Engineering Sharif University of Technology Fall 1392

Course Information § Prerequisite: General Math 2 § Lectures: - Time: Sunday/Tuesday 7: 30 – 9: 00 - Location: CE 103 § TA Classes: - Sunday 12: 15 – 13: 15 - Location: CE 006 § Lecturer: Hossein Sameti - Email: Sameti@sharif. edu - Tel: 6616 6637 - Office: 706 - Office Hours: By appointment Hossein Sameti, CE, Sharif University of Technology, Fall 1992 2

Text Book A. Papoulis and S. Pillai, Probability, Random Variables and Stochastic Processes, 4 th Edition, Mc. Graw Hill, 2002 2/22/2021 Hossein Sameti, CE, Sharif University of Technology, Fall 1992 3

Recommended Reading A. Papoulis Probability and Statistics Prentice Hall, 1990 Sheldon M. Ross Introduction to Probability Models 6 th Edition, Academic Press, 1997 2/22/2021 Hossein Sameti, CE, Sharif University of Technology, Fall 1992 4

Course Website § Address: Sharif Courseware, cw. sharif. edu § Access to some information (e. g. , lecture notes) : § Lecture notes and other resources will be available online (gradually!). Please check the course website regularly for announcements, lecture notes, solutions, etc. § The password for the files (if set): 181 fall 92 Hossein Sameti, CE, Sharif University of Technology, Fall 1992 5

TEXTBOOK TABLE OF CONTENTS PROBABILITY THEORY Lecture – 1 Basics Lecture – 2 Independence and Bernoulli Trials Lecture – 3 Random Variables Lecture – 4 Binomial Random Variable Applications, Conditional Probability Density Function and Stirling’s Formula. Lecture – 5 Function of a Random Variable Lecture – 6 Mean, Variance, Moments and Characteristic Functions Lecture – 7 Two Random Variables Lecture – 8 One Function of Two Random Variables Lecture – 9 Two Functions of Two Random Variables Lecture – 10 Joint Moments and Joint Characteristic Functions Lecture – 11 Conditional Density Functions and Conditional Expected Values Lecture – 12 Principles of Parameter Estimation Lecture – 13 The Weak Law and the Strong Law of Large numbers STOCHASTIC PROCESSES Lecture – 14 Stochastic Processes - Introduction Lecture – 15 Poisson Processes Lecture – 16 Mean square Estimation Lecture – 17 Long Term Trends and Hurst Phenomena Lecture – 18 Power Spectrum Lecture – 19 Series Representation of Stochastic processes Lecture – 20 Extinction Probability for Queues and Martingales Source AT: www. mhhe. com/papoulis 6

Teaching Assistants: Mehrnoosh Ebrahimipoor (Coordinator) mehrnoosh. ebrahimipour@gmail. com Fatemeh Farahnak f. farahnak. g@gmail. com Mohammad Bakhshalipoor m. bakhshalipour@gmail. com Ali Arab aliarab 2009@gmail. com Roozbeh Hasheminezhad roozbehhashemi. roozbeh@gmail. com Reza Alijani rezaalijani 71@gmail. com Sina Jafarzadeh jafarzadeh 91@gmail. com 2/22/2021 Hossein Sameti, CE, Sharif University of Technology, Fall 1992 7

Evaluation § Evaluation: - Weekly Assignments: 0%, not submitted - Weekly Quizzes: 20% - Midterm Exam: 30% - Final Exam: 50% Hossein Sameti, CE, Sharif University of Technology, Fall 1992 8

Assignments, TA classes, and Quizzes § Assignments will be posted on the course webpage with their due date § At the due date, you are not expected to hand in your solutions, this is the date they will be discussed in the TA class § TA classes are held on Sundays 12: 15 – 13: 15 in CE 006 § One week after the TA class for each assignment is held, the quiz on the same chapter is taken Hossein Sameti, CE, Sharif University of Technology, Fall 1992 9

Midterm and Final Exams § Midterm exam accounts for 30% and the final exam accounts for 50% of the overall mark. § Date of the midterm: Tuesday 28 Aban at 5 pm § The emphasis of the final exam will be on the topics covered after the midterm. § You can bring one piece of paper (double-sided) to the midterm exam and two pieces of paper (double-sided) to the final exam. You can write anything on it (formulae, figures, drawings, solutions to the problems, text, poems, etc!). Hossein Sameti, CE, Sharif University of Technology, Fall 1992 10

Questions or comments? Hossein Sameti, CE, Sharif University of Technology, Fall 1992 11