EL6303Syllabus_Fall09

EL6303Syllabus_Fall09 - Two Random Variables: Joint...

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EL6303: Probability Theory Instructor: Prof. Paul Robert Moon Email: pmoon@poly.edu Office: LC108 Cell Phone: (413) 949-2495 Office Hours: Mon; Thurs (By Appt.) Textbook: Papoulis and Pillai, Probability, Random Variables, and Stochastic Processes (4 th Edition), McGraw-Hill, NY, 2002. ISBN 0-07-366011-6 Fall 2009: Sept. 8- Dec 23 (Fifteen Weeks) Monday JAB673 6 :00-8:40 PM (Section 1844) Thursday JAB474 6:00-8:40 PM (Section 1847) Friday JAB674 11:00AM-1:40PM (Section 1841) Schedule Class 1 Set Theory (Review), Experiment, and Axiomatic Probability Assignment on Sample Space. Class 2 Combinatorics Applied to Probability Sample Spaces with Equal Likelihood Outcomes. Class 3 Conditional Probability, Total Probability, and Bayes Rule. Class 4 Random Variables, Repeated (e.g., Bernoulli) Trials, Binomial Distribution, Poisson Distribution, Normal Approximation. Class 5 Probability Distribution and Density Functions, Expectation- Mean, Variance. Class 6 Functions of One Random Variable and their Distributions. Class 7
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Unformatted text preview: Two Random Variables: Joint Distribution and Density Functions. Class 8 One Function of Two Random Variables. Class 9 Midterm Exam Class 10 One Function of Two Random Variables. Class 11 Two Functions of Two Random Variables, Examples. Class 12 Two Functions of Two Random Variables, Examples, Inequalities, Moments, Joint Moments, Characteristic Function (Single and Joint), Correlation, Orthogonality, Multivariate Normal Distribution. Class 13 Conditional Distribution and Conditional Expected Values. Class 14 Principle of Maximum Likelihood (ML). Basic Parameter Estimation. Central Limit Theorem. Final Examination Period (Dec. 17-23) Grading Policy Homework: 10% Quizzes: 10% Midterm Exam: 30% Final Exam: 50% Communications 1) The course website (mypoly) will be used to post course documents, homework assignments, etc. 2) Email (to only your @poly.edu address) will be used for incidental communications (including important announcements)....
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EL6303Syllabus_Fall09 - Two Random Variables: Joint...

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