Department of Computer Science,
DCP1186 Probability Theory
Time of offering: Spring Term, 2009
Level: Mandatory for all the CS undergraduates
Wen-Hsiao Peng (彭文孝), Ph.D
Office: EC431 (工三館 431)
Room: 617 (工三館)
Room: EIC 720/721 (電子資訊大樓)
course meets on Mondays from 3:40pm to 4:30pm (
There will be a 2-hour recitation session on Wednesdays 7:30pm to 9:20pm (check the announcement of the course web page for the classroom and the first recitation session). Attendance to the recitation session is highly recommended.
1. Axioms of probability
2. Combinatorial methods
3. Conditional probability and independence
4. Distributed functions and discrete random variables
5. Special discrete distributions
6. Continuous random variables
7. Special continuous distributions
8. Bivariate distribution
9. Multivariate distribution
10. More expectations and variances
11. Sums of independent random variables and limit theorems
Lecture Notes by Prof. Rong-Jaye Chen (陳榮傑)
K. L. Chung and F. AitSahlia, Elementary Probability Theory with Stochastic Processes and an Introduction to Mathmatical Finance, 4th ed., Springer-Verlag, 2003. (Highly Recommended)
W. Feller, An Introduction to Probability Theory and Its Applications, 3rd ed., Wiley, 1950. (Bible Text)
D. P. Bertsekas and J. N. Tsitsiklis, Introduction to Probability, 1st ed., Athena Scientific, 2002.
2 Mid-term Exams (25% each)
Final Exam 30%
Attendance 10% (Roll call may be made from time to time)
Every Monday/Thursday after classes in EC431.
Other time slots are also possible by appointments beforehand.
4/20~4/24 Attend MPEG Meeting in