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PROB Engineering Probability Syllabus, S2021

Source

This is the syllabus for ENGR-2500 Engineering Probability, Rensselaer Polytechnic Institute, Spring 2021.

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.

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

virtual

Phone

+1 (518) 276-6077 (forwards)

Email

frankwr@YOUKNOWTHEDOMAIN

Email is my preferred communication medium.

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 talk 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. Heshan Fernando <fernah@THEUSUAL>,

    2. Meng Zhang <zhangm19@THEUSUAL>

  2. Office hours:

    1. Webex teams (probably)

    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 Identifying yourself in email

If you use a non-RPI email account, please make your name part of the address, so, when I scan my inbox, it's obvious who the sender is. Tagging the subject with #Prob is also helpful. So is including your RCSID in the message. Your RCSID is letters and possibly numbers, not nine digits. Mine is FRANKWR.

6 Computer usage

6.1 Course wiki

This current page https://wrf.ecse.rpi.edu/Teaching/probability-s2021/ has lecture summaries, syllabus, homeworks, etc. You can also get to it from my home page.

6.2 Piazza

I don't intend to use piazza.

6.3 Gradescope

Gradescope will be used for you to submit homeworks and for us to distribute grades.

6.4 Webex meetings

We'll start by using this for classes.

6.5 Webex teams

Use this for discussions and asking questions.

6.6 Matlab

Matlab may be used for computations.

6.7 Mathematica

I will use Mathematica for examples. You are not required to know or to use it, although you're welcome to. Mathematica handles formulae.

7 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, which keeps increasing each year):

    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. Wikipedia is usually good.

8 Class times & places

  1. Mon & Thurs, 3:00- 4:20PM, Online.

  2. Probability will be completely virtual. I intend to lecture live, with some supplementary videos. Students will be encouraged to ask questions with chat during the class. I'll try to save it, but the chat window might be deleted after each class. If you cannot watch the class live, then you may miss any info presented in the chat window.

  3. I will maintain a class blog that briefly summarizes each class. Important points will be written down. See https://wrf.ecse.rpi.edu/Teaching/probability-s2021/ .

  4. I will attempt to record all classes and upload them to mediasite for students to watch or download later. However, this fall, about 10% of classes failed to record properly. If this happens, then you will miss that class.

  5. There will be no class attendance taken. Any in-class quizzes will not be graded.

  6. Therefore, if you are in a far away time zone, you should do ok.

  7. How exams including the final exam will occur will be decided later.

  8. In general, if the conflicting class is not in ECSE, then I expect you to treat my class more seriously, e.g., attend it live more often. FYI, Probability's time was changed to avoid a conflict with another ECSE class.

  9. I intend no class activities outside the scheduled times, except for a possible final exam review, a day or two before the exam.

  10. Except when some equipment fails, I post an copy of everything that I write in class.

  11. I welcome short questions that have short answers.

  12. I will usually stay after class so long as anyone wants to meet me.

9 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.

9.1 Exams

  1. There will be a total of three exams of which the two best count towards the final grade.

  2. Dates and details tbd. However I realize that some students are many time zones away.

  3. There are no make-up exams, as the one of the exams can be dropped.

  4. If you're satisfied with your first two exam grades, then you may skip the final.

9.2 Homework

  1. Homework will be assigned frequently, perhaps after most classes.

  2. Submit your completed homework assignments in Gradescope 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.

  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.

9.3 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.

9.4 Weights and cutoffs

Relative weights of the different grade components

Component

Weight

All the homeworks together

30%

Top 2 of the 3 exams (each)

35%

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 TAs feel that the class deserves, based on how hard students appeared to work, then the criteria will be eased.

9.5 Grade distribution & verification

  1. We'll post homework grading comments on Gradescope.

  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. It is not allowed to wait until the end of the semester, and then go back 3 months to try to find extra points.

  4. 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.

  5. If you feel that you have been treated unfairly, appeal in writing, first to a TA, then to the prof, to another prof acting as mediator if you wish, and then to the ECSE Head.

9.6 Mid-semester assessment

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

9.7 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.

10 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.

11 Other RPI rules

You've seen them in your other classes. They're incorporated here by reference.

12 Students with special accommodations

Please send me your authorizing memo.

13 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.