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```ENEE324: Engineering Probability – Course Syllabus
Fall 2013 Instructor: Joseph JaJa
Course Objectives: Axioms of probability; conditional probability and Bayes' rule;
random variables, probability distribution and densities: functions of random variables:
weak law of large numbers and central limit theorem. Introduction to statistical inference
and the Bernoulli and Poisson processes.
Prerequisite: ENEE 322 and completion of all lower-division technical courses in the
ECE curriculum
Textbook (required): Bertsekas and Tsitsiklis, Introduction to Probability, Second
Edition, Athena Scientific 2008.
Core Topics:
1. Introduction to Probability (Chapter 1)
 Sample Space and Events
 Axioms of Probability
 Computing Probabilities
 Conditional Probability and Independence
 Independence
 Counting
2. Discrete Random Variables (Chapter 2)
 Discrete Random Variables and Probability Mass Function
 Functions of a Random Variable
 Expected Value, Variance and Standard Deviation
 Joint Probability Functions
 Conditional Distributions and Conditional Expectations
 Independent Random Variables
3. General Random Variables (Chapter 3)
 Continuous Random Variables and Probability Density Functions
 Cumulative Distribution Functions
 Normal Random Variables
 Multiple Random Variables
 Conditional Distributions and Conditional Expectations
4. Functions of Random Variables (Chapter 4)
 Derived Distributions
 Covariance and Correlation
 Transforms
 Sum of a Random Number of Independent Random Variables
5. Limit Theorems (Chapter 5)
 Markov and Chebyshev Inequalities
 The Weak Law of Large Numbers
 Convergence in Probability
 The Central Limit Theorem
6. Statistical Inference (Chapter 9)
 Parameter Estimation
 Confidence Intervals
 Binary Hypothesis Testing
7. Stochastic Processes (Chapter 6)
 The Bernoulli Process
 The Poisson Process
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Midterm Exams: 25% (Midterm I, October 9). 30% (Midterm II.
November 13).
Homework and Quizzes: 10% (assigned after each lecture, collected by
the end of the next lecture, returned in recitations)
Final Exam: 35% (Comprehensive)
Late Assignments: No late assignments will be accepted but the assignment
with the lowest score will not be counted.
Office Hours by Instructor (3433 A.V. Williams Bldg): M, W 4-5:30, and by
email appointment. Additional office hours will be offered by the TAs.
Contact Information: [email protected]; 301-405-1925.
The University of Maryland, College Park has a nationally recognized Code of Academic
Integrity, administered by the Student Honor Council. This Code sets standards for