Engineering Probability Syllabus

Source

This is the syllabus for ENGR-2500 Engineering Probability, Rensselaer Polytechnic Institute, Spring 2019.

1   Catalog description

ENGR-2500 Engineering Probability

Axioms of probability, joint and conditional probability, random variables, probability density, mass, and distribution functions, functions of one and two random variables, characteristic functions, sequences of independent random variables, central limit theorem, and laws of large numbers. Applications to electrical and computer engineering problems.

Prerequisites/Corequisites: Corequisite: ECSE 2410.

When Offered: Fall and spring terms annually.

Credit Hours: 3.

CRN: 73727.

2   Course Goals / Objectives

To understand basic probability theory and statistical analysis and be able to apply them to modeling typical computer and electrical engineering problems such as noisy signals, decisions in the presence of uncertainty, pattern recognition, network traffic, and digital communications.

3   Student Learning Outcomes

Students will be able to:

  1. Be able to apply basic probability theory.
  2. Be able to apply concepts of probability to model typical computer and electrical engineering problems.
  3. Be able to evaluate the performance of engineering systems with uncertainty.

4   Instructors

4.1   Professor

W. Randolph Franklin. BSc (Toronto), AM, PhD (Harvard)

Office:

Jonsson Engineering Center (JEC) 6026
Phone:

+1 (518) 276-6077 (forwards)
Email:

frankwr@YOUKNOWTHEDOMAIN

Email is my preferred communication medium.

Non-RPI accounts are fine, but please show your name, at least in the comment field. A subject prefix of #Prob is helpful. GPG encryption is fine.
Web:

https://wrf.ecse.rpi.edu/

A quick way to get there is to google RPIWRF.
Office hours:

After each lecture, usually as long as anyone wants to talk. Also by appointment.
Informal meetings:
 

If you would like to lunch with me, either individually or in a group, just mention it. We can then talk about most anything legal and ethical.

4.2   Teaching assistants

  1. Who:
    1. Rui Li lir9@YOUKNOWTHEDOMAIN
    2. Lingyu Zhang zhangl34@YOUKNOWTHEDOMAIN
  2. Office hours:
    1. ECSE Flip Flop lounge in JEC 6037.
    2. times TBD
  3. They will try to stay as long as there are students asking questions, but will leave after 15 minutes if no one has arrived.
  4. If you need more time, or a different time, then write them.

5   Computer usage

5.1   Course wiki

This current page https://wrf.ecse.rpi.edu/Teaching/probability-s2019/ has lecture summaries, syllabus, homeworks, etc. You can also get to it from my home page.

5.2   Piazza

Piazza for discussion and questions.

5.3   LMS

RPI LMS will be used only for you to submit homeworks and for us to distribute grades.

5.4   Iclickers

Iclickers may be used in class for attendance and to give the prof feedback.

5.5   Matlab

Matlab may be used for computations.

6   Textbooks etc

  1. Leon-Garcia, Probability, Statistics, and Random Processes for Electrical Engineering, 3rd Ed., Pearson/Prentice-Hall, 2008. ISBN 978-0-13-147122-1.

    Why I picked it (in spite of the price):

    1. It is a good book.
    2. This is the same book as we've used for several years.
    3. This book is used at many other universities because it is good. Those courses' lecture notes are sometimes online, if you care to look.

  2. There is also a lot of web material on probability.

7   Class times & places

  1. Mon & Thurs, 4-5:20pm, in Darrin 337.
  2. Important announcements will be posted on the class wiki.
  3. I intend no class activities outside the scheduled times, except for a possible final exam review, a day or two before the exam.
  4. You may miss classes. However you are still responsible for knowing what happened.
  5. Except when some equipment fails, I post an copy of everything that I write in class.
  6. You may use computers etc in class if you don't disturb others.
  7. I welcome short questions that have short answers.

8   Assessment measures, i.e., grades

You are welcome to put copies of exams and homeworks in test banks, etc, if they are free to access. However since I put everything online, it's redundant.

8.1   Iclickers

Iclickers will be worth a little.

8.2   Exams

  1. There will be a total of three exams of which the two best count towards the final grade.
  2. Dates: Thur Feb 21, Thu Mar 21.
  3. You may bring one 2-sided letter-size cheat sheet to the first exam, 2 sheets to the second, and 3 sheets to the third.
  4. There are no make-up exams, as the one of the exams can be dropped.
  5. If you're satisfied with your first two exam grades, then you may skip the final.

8.3   Homework

  1. Homework will be assigned every 7-10 days.
  2. Submit your completed homework assignments in LMS as PDF files by midnight on the due date.
  3. Late homeworks receive a 50% reduction of the points if the homework is less than 24hrs late.
  4. Homeworks will not be accepted more than 24hrs late except in cases of an excused absences.
  5. Homework keys will be posted.
  6. The homework sets can be done in groups of up to two students, as follows:
    1. One student submits the homework, including the names of both group members.
    2. The other student submits a brief note saying, "I'm with Joe Smith smithj34@rpi.edu".
  7. The make-up of the groups is allowed to change from one homework set to the next.
  8. Each member of a group working on a homework set will receive the same grade for this homework.
  9. Some homework questions will be recycled as exam questions.
  10. We will drop the lowest homework.

8.4   Participation in Discussion Forum

The class will make use of the Piazza class discussion system.

If you have questions about a particular item discussed in class or the homeworks then check if this question has already been posted and answered here. If not, then please post your question. If the question does not get answered then see the instructor. The reason for this procedure is that posting questions helps you organize your thoughts, but also that other students can learn a lot from thinking about your question and answering it. The instructor and TA will also monitor this forum and provide feedback. Piazza participation is determined by your activity level, including questions asked, questions answered, posts viewed and days online. This is measured at different times during the semester. The total number of points is then divided between your participation at these times. This implies that and excessive contribution at the end of the semester will not compensate for no participation during the rest of the semester.

Why does part of the grade depend on piazza participation? Success as an engineer is partly determined by your ability to express yourself in public and take part in group discussions.

8.5   Bonus knowitall points

  1. You can earn an extra point by giving me a pointer to interesting material on the web, good enough to post on the class wiki.
  2. Occasionally I make mistakes, either in class or on the web site. The first person to correct each nontrival error will receive an extra point on his/her grade.
  3. One person may accumulate several of these knowitall points.

8.6   Weights and cutoffs

Relative weights of the different grade components
Component Weight
All the homeworks together 20%
Iclickers 10%
Piazza participation 10%
Top 2 of the 3 exams (each) 30%

Even if the homeworks be out of different numbers of points, they will be normalized so that each homework has the same weight, except that the lowest homework will be dropped.

Grade cutoffs:
Percentage grade Letter grade
>=95.0% A
>=90.0% A-
>=85.0% B+
>=80.0% B
>=75.0% B-
>=70.0% C+
>=65.0% C
>=60.0% C-
>=55.0% D+
>=50.0% D
>=0% F

However, if that causes the class average to be lower than the prof and TA feel that the class deserves, based on how hard students appeared to work, then the criteria will be eased.

8.7   Grade distribution & verification

  1. We'll post homework grading comments on LMS. We'll return graded midterm exams in class.
  2. If you disagree with a grade, then
    1. report it within one week,
    2. in writing,
    3. emailed to a TA, with a copy to the prof.
  3. From time to time, we'll post your grades to LMS. Please report any missing grades within one week to the TA, with a copy to the prof.
  4. It is not allowed to wait until the end of the semester, and then go back 4 months to try to find extra points.
  5. We maintain standards (and the value of your diploma) by giving the grades that are earned, not the grades that are desired. Nevertheless, this course's average grade is competitive with other courses.
  6. Appeal, in writing, first to the TA, then to the prof, to another prof acting as mediator if you wish, and then to the ECSE Head.

8.8   Mid-semester assessment

After the midterm, and before the drop date, we will compute an estimate of your performance to date.

8.9   Early warning system (EWS)

As required by the Provost, we may post notes about you to EWS, for example, if you're having trouble doing homeworks on time, or miss an exam. E.g., if you tell me that you had to miss a class because of family problems, then I may forward that information to the Dean of Students office.

9   Academic integrity

  1. See the Student Handbook for the general policy. The summary is that students and faculty have to trust each other. After you graduate, your most important possession will be your reputation.

Specifics for this course are as follows.

  1. You may collaborate on homeworks, but each team people must write up the solution separately (one writeup per team) using their own words. We willingly give hints to anyone who asks.
  2. The penalty for two teams handing in identical work is a zero for both.
  3. Writing assistance from the Writing Center and similar sources in allowed, if you acknowledge it.
  4. The penalty for plagiarism is a zero grade.
  5. You must not communicate with other people or machines, exchange notes, or use electronic aids like computers and PDAs during exams.
  6. The penalty is a zero grade on the exam.
  7. Cheating will be reported to the Dean of Students Office.

10   Students with special accommodations

Please send me your authorizing memo at least a week before the exam.

11   Student feedback

Since it's my desire to give you the best possible course in a topic I enjoy teaching, I welcome feedback during (and after) the semester. You may tell me or write me or the TAs, or contact a third party, such as Prof John Wen, the ECSE Dept head.