IEDA 2520 Jiheng Zhang
Syllabus September 6, 2020
Probability for Engineers
Schedule:
Lectures: 9:00am – 10:20am, Wednesday & Friday, Zoom.
Tutorial (T1): 12:30pm – 1:20pm, Friday, Zoom.
Tutorial (T2): 6:00pm – 6:50pm, Thursday, Zoom.
Instructor:
Jiheng ZHANG. Email: [email protected], Office: Room 5538, Phone: 2358-8627.
TAs:
• Chuming Dai. Email: [email protected]
Office hours:
• 6:00pm – 7:30pm, Wednsday, Zoom
• 6:00pm – 7:30pm, Friday, Zoom
Course webpage: http://canvas.ust.hk
Lecture notes, homework assignments, solutions, and other announcements will be posted on
this site. Please check this site regularly.
Course Description: This is a systematic introduction to basic probability theory, including
data collection and analysis, sample space and sampling methods, calculus of probability, con-
ditional probability, expectation, moments, discrete and continuous probability distributions.
We will also use Python (with the help of several widely used packages) to perform probabilistic
experiments. Modern programming languages are easy to use and can help us visualize abstract
concepts to get a deep understanding. It is also fun to use, and practically useful in the future.
Course Learning Outcomes: Carefully developed coverage of probability motivates prob-
abilistic models of real phenomena and the statistical procedures. The objective is to result in
an intuitive understanding of probability theory applicable to practical problems in science and
engineering. Upon the completion of this course, you will be able to:
• Describe and summarize data sets (using Python)
• Perform random experiments (using Python)
• Understand elements of probability
• Analyze randomness by using general probability theory
• Be familiar with a range of widely used special random variables
• Understand and be able to apply limiting theorems in probability
1
Textbook (optional): A First Course in Probability. Sheldon M. Ross. Pearson; 8th Edition.
2010. (Comprehensive and systematic class notes, homework will be posted on Canvas. The
book is not required.)
Tentative Course Outline:
1. Descriptive Statistics
• Frequency tables and graphs, histograms, leaf plots,
• Sample mean and variance, sample median, sample percentile
• Chebyshev’s inequality for data
2. Elements of Probability
• Sample space and events
• Axioms of probability
• Conditional probability
• Bayes rule
• Independence
3. Random Variables
• Discrete random variables
• Continuous random variables
• Joint distribution and covariance
4. Limiting Theorems
• Law of large numbers
• Central limit theorems
Grading: midterm (30%), final (55%), homework (15%).
• The midterm is scheduled on the 23rd of October (Friday) at lecture time, location
and format TBD. In addition, there will be a final exam scheduled by the university.
During the exams, you will not be allowed to use books or notes. However, a specified
cheat sheet will be allowed. Only specified models of calculators will be allowed. (Smart
devices like iPhone or calculators with memory functions are strictly prohibited.)
• Homework can be turned in online on Canvas, at the end of tutorial, or during office
hours. In each homework, only selected problems will be graded carefully by TAs. You
may discuss your homework with instructor, TA, fellow students, and others. However,
you are expected to write up your solutions on your own.
Course Code
• It is very important to attend the lecture and tutorial.
• Respect others: no cell-phone and computer noise, no talking in class. If you are late due
to various reason, please enter the classroom quietly.
• Checking on grading must be done within one week after receiving the graded homework
or midterm exam.
• Make-up midterm exam will only be given if you have a compelling reason, e.g. being
hospitalized. Official written documents by a doctor are required to support your claim.
