ELECTRICAL, COMPUTER, AND SYSTEMS ENGINEERING DEPARTMENT


ABET COURSE SYLLABUS


ECSE4500: Probability for Engineering Applications


Course Catalog Description:
 Axioms of probability, joint and conditional probability, random variables, probability density and distribution functions, functions of random variables, statistical averages, empirical distributions, parameter estimation, regression, test of hypotheses, and Markov chains. Applications to engineering data such as device characteristics, failure rates, image processing and network traffic. Prerequisites: ECSE2410; Fall, spring, and summer terms annually. 4 credit hours. 


PreRequisite Courses:

ECSE2410



CoRequisite Courses:

None



Prerequisites by Topic:

Advanced Calculus
Properties of continuous and discretetime signals

Fourier series and transforms
Time and frequencydomain linear systems analysis



Textbook:
(and/or other required material)

H. Stark and J. W. Woods, Probability and Random Processes with Applications in Signal Processing, 3^{rd} Edition, PrenticeHall/Pearson, 2003.



References:

A. LeonGarcia, Probability, Statistics, and Random Processes for Electrical Engineering, 3^{rd} Ed., Pearson/PrenticeHall, 2008. A. Papoulis and S. U. Pillai, Probability, Random Variables, and Stochastic Processes, 4^{th} Ed., McGrawHill, 2002.



Course Coordinator:

John W. Woods



Overall Educational Objective:

The overall objective of this course is to introduce students to the fundamentals of probability theory and its applications to engineering systems.



Course Objectives:

Understand basic probability.

Be able to apply concepts of probability to model typical computer and electrical engineering problems.
Understand basic statistical methods.
Evaluate the performance of engineering systems with uncertainty.



How Course Objectives
are Assessed:

This course is delivered in lecture format and there is also a recitation session. Homework assignments are assigned on a weekly basis. The course grade will be determined as follows: 2 Tests (10 points each), 2 Exams (25 points each), Final Exam (30 points), and homework (20 points). Total: 120 points.. Students are encouraged to work together on homework assignments.



Relation to EE/CSE/EPE Outcomes
 Outcome  Level  Demonstrate Proficiency 


N, M, H

e.g. Exams, projects, HW


Mathematics, science and engineering

H

Tests, Exams, HW

N = none

Basic disciplines in Electrical Engineering

N


M = moderate

Depth in Electrical Engineering

M

Tests, Exams, HW

H = high

Basic disciplines in Computer & Sys. Eng.

N



Depth in Computer and Systems Eng.

M

Tests, Exams, HW


Basic disciplines in Electric Power Eng.

N



Conduct experiments and interpret data

M

Tests, Exams, HW


Identify, formulate and solve problems

H

Tests, Exams, HW


Design a system, component or process

M

Tests, Exams, HW


Communicate in written and oral form

N



Function as part of a multidisciplinary team

N



Preparation for lifelong learning

N



Ethical issues; safety, health, public welfare

N



Humanities and social sciences

N



Laboratory equipment and software tools

N



Variety of instruction formats

N




Topics Covered:
(number of hours or classes for each)

Probabilistic models and axioms of probability (3)
Sample space, random experiments, counting methods (3)
Independence of events (1.5)
Sample statistics (1.5)
Random variables, probability mass functions, probability density functions, cumulative distribution function, conditional density and distribution functions (6)
Functions of random variables (3)
Expected value, variance and higher moments of a random variable, Chebyshev and Markov inequalities (3)
Hypothesis testing of goodness of fit (1)
Reliability of systems (3)
Computer methods for generating random numbers (1)

CDF and pdf of pairs of random variables (3)
Independence of random variables, conditional CDFs and pdfs and their expectations and correlation (3)
Multiple random variables (2)
Functions of several random variables, pdfs of linear transformations, pdfs of general transformations (3)
Central Limit Theorem (1)



Computer Usage:

Students may use C/C++ or MATLAB in one or two homework assignments



Laboratory Experiences:

None



Design Experiences:

None



Independent Learning Experiences:

None



Class/Lab Schedule:

MR 2:00 – 3:20 PM




Contribution to the 
(a) Collegelevel mathematics and basic sciences:

2 credit hours

Professional Component:

(b) Engineering Topics (Science and/or Design):

2 credit hours


(c) General Education:

0 credit hours

