Department of Computer Science, National Chiao Tung University

DCP 3351 (1207) Probability Theory

Ÿ   Time of Offering: Spring Term, 2011

Ÿ   Level: Mandatory for all the CS undergraduates

Ÿ   Course Instructor

­         Wen-Hsiao Peng (彭文孝), Ph.D

­         E-mail: pawn@mail.si2lab.org

­         Office: EC431 (工三館 431)

­         Phone: 56625

­         Lab: Multimedia Architecture and Processing Laboratory (MAPL)

­         URL: http://mapl.nctu.edu.tw

Ÿ   Course Administrator

­         吳牧軒 s934727@mail.yzu.edu.tw

­         陳彥宇 ratedrko825@gmail.com

­         Room: EIC 721 (電子資訊大樓)

­         Phone: 59287

Ÿ   Course Homepage

­         http://mapl.nctu.edu.tw/course/Pro_2011/index.php

Ÿ   Lecture

­         The course meets on Wednesdays from 10:10am to 12:00am (3CD) and Fridays from 15:40pm to 16:30pm (5G), in ED B27.

Ÿ   Course Outline

1.          Sample Space and Probability

2.          Discrete Random Variables

3.          General Random Variables

4.          Further Topics on Random Variables

5.          Limit Theorems

6.          Bayesian Statistical Inference

7.          Classical Statistical Inference

Ÿ   Text Books

­         Dimitri P. Bertsekas and John N. Tsitsiklis, Introduction to Probability, 2nd ed., Athena Scientific, 2008.

­          Lecture Notes http://stellar.mit.edu/S/course/6/fa09/6.041/index.html  

Ÿ   Reference

­         K. L. Chung and F. AitSahlia, Elementary Probability Theory with Stochastic Processes and an Introduction to Mathematical Finance, 4th ed., Springer-Verlag, 2003. (Highly Recommended)

­         W. Feller, An Introduction to Probability Theory and Its Applications, 3rd ed., Wiley, 1950. (Bible Text)

Ÿ   Grading Policy

­         2 Mid-term Exams (25% each)

­         Final Exam 30%

­          Homework & Quiz 10%

­         Attendance 10% (Roll call may be made from time to time)

Ÿ   Office Hours

­         Wednesdays/Fridays after classes in EC431.

­         Other time slots are also possible by appointments beforehand.

Ÿ   Miscellaneous

­         3/15~3/23 MPEG Geneva Meeting, Switzerland