教學大綱與進度
課程基本資料:
學年期
課號
課程名稱
階段
學分
時數
修
教師
班級
人
撤
備註
101-2
173222
機率
1
3.0
3
▲
吳和庭
四資二
60
1
教學大綱與進度:
教師姓名
吳和庭
Email
htwu@ntut.edu.tw
最後更新時間
2012-12-20 17:11:51
課程大綱
1.組合分析2.機率公設3.條件機率與獨立4.離散隨機變數5.連續隨機變數6.結合分佈隨機變數7.期望值性質8.極限定理
課程進度
Week 1. Introduction to Probability; Counting Principle Week 2. Permutations and Combinations Week 3. Sample Spaces, Event and Axioms of Probability Week 4. Some Propositions; Equally Likely Fundamental Events Week 5. Conditional Probability; Bayes Formula Week 6. Independent Events; Sequential Events Week 7. Midterm 1; Random Variables Week 8. Discrete random Variable, CDF, PMF Week 9. Expectation, Variance, and Well Known Discrete Random Variables. Week 10. Continuous Random Variable and PDF Week 11. Well Known Continuous random Variables Week 12. Function of a Random Variable; Midterm 2 Week 13. Two and Multi Dimensional Random Variables Week 14. (Expectations of) Sums of Random Variables Week 15. Correlation and Covariance; Conditional Expectation Week 16. Inequality, the Law of Large Numbers and Limit Theorems Week 17. Selected Topics (Poisson Process, Markov Chain etc) Week 18. Final Exam
評量方式與標準
1. Homeworks + Class participation 25% 2. Two Mid Terms 25%*2=50% 3. Final Exam. 25%
使用教材、參考書目或其他
【遵守智慧財產權觀念,請使用正版教科書,不得使用非法影印教科書】
使用外文原文書:
Course Webpage: http://www.ntut.edu.tw/~htwu/courses/SP2013PB/SP2013PB.htm Textbook: Ghahramani, “Fundamentals of Probability,” 3rd ed., Pearson, 2005. Reference Books: 1. S. Ross, “A First Course in Probability”, 7th ed., Pearson Prentice Hall, 2006. 2. Leon-Garcia, “Probability and Random Processes for Electrical Engineering,” 2nd ed., Addison-Wesley, 1994. 3. Yates and Goodman, “Probability and Stochastic Processes,” 2nd Ed., John Wiley & Sons, 2005. 4. Papoulis and Pillai, “Probability, Random Variables, and Stochastic Processes,” 4th ed., Mc-Graw-Hill, 2002. 5. Walpole, Myers and Myers.”Probability and Statistics for Engineers and Scientists,” 7th ed., Prentice-Hall, 2002.
課程諮詢管道
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