EC En 370

Syllabus

Fall 2009

Professor: Brian Jeffs, 457 CB, phone: 422-3062, email: bjeffs@ee.byu.edu

TA: Yabing Luo, 425 CB, yluo@et.byu.edu

Office hours: Dr. Jeffs: 3:20 - 5:00 T, 4:00-5:00 MF 457 CB

TA: 12:00-3:00 & 5:00-6:00 W, 1:00-6:00 Th 425 CB

Text: Probability and Random Processes with Applications to Signal Processing,
3rd Ed., H. Stark and J.W. Woods, Prentice Hall, 2002.

Lecture Meeting Schedule: Mon, Wed, Fri,. 3:00-3:50, 256 CB.

Recitation (optional) Tues. 4:00 p.m., 256 CB

or Wed. 4:00 p.m., 256 CB

Course Policies:

1. ABET Accreditation Competencies

We are committed to meeting high standards of educational excellence, including the continuous assessment and improvement requirements of our accrediting body, the Accreditation Board for Engineering and Technology (ABET). During this course students are expected to develop, and will be evaluated for, competency in the following areas:

a) A basic understanding of probabilistic reasoning and the foundations of probability theory: sample spaces, event algebras, classical probability, and Kolmogorov's axioms.
b) An understanding of random variables, distribution functions, probability mass functions, and probability density functions, including the uniform, binomial, Poisson, exponential, and Gaussian distributions.
c) An understanding of multivariate distributions, independence, conditioning, and functions of random variables, including the ability to compute expectations, moments, and correlation functions.
d) An understanding of characteristic functions and their relationship to linear transformations and independence.
e) An understanding of convergence concepts, including the central limit theorem and the law of large numbers.
f) The ability to apply probability theory to the analysis of engineering systems.

These competencies support ABET Outcome number 1, and the ECEN objectives, found at: http://www.ee.byu.edu/abet/.

2. GRADING

Assessment Instrument: % of Grade

Weekly quizzes 15

Midterm on Chapters 1-2 (2.5 hour, testing center Oct. 23 - 28 ) 25

Final Exam on Chaps. 3-4 and cumulative
(3 hour, Wed. Dec. 16, 7:00 - 10:00 a.m., 256 CB) 35

(Note: This is not offered in the testing center, and as per
university policy, NO early exams will be offered.)

Homework 25

______
Total 100

Grading is “on the curve” meaning that scoring will be normalized to the class average before letter grades are assigned.

3. QUIZZES

Each week, typically on Fridays, there will be a 10 minute closed-book quiz at the beginning of class on material covered in recent lectures and homework. No make-up quizzes will be offered (please don’t ask!) since we distribute solutions immediately following the quiz. However, the lowest three scores from the semester will be dropped in final grading. If you have more than three university excused absences on quiz days, your grade will be computed using the average of the remaining quizzes.

4. EXAMS

All exams are timed, with open books and notes. They will be primarily multiple choice or numerical answers with no partial credit given for your calculations. Students generally may not take the midterm on other than the scheduled dates, so plan to take it at the earliest available time to give yourself an emergency backup day. Makeup exam dates will only be permitted if all scheduled dates conflict with a University excused absence (e.g. basketball team travel, presenting a paper at a technical conference, serious illness, etc.) Exams must be entirely your own work. The midterm is in the testing center on the date noted above. The final exam is at the University scheduled time, in 256 CB. The final WILL NOT be offered at the testing center.

5. HOMEWORK

This course topic cannot be mastered without significant experience with problem solving. Much of your time for this class will be spent completing homework with the aims of preparing you for the exams and to succeed as a practicing engineer.

Homework assignments will be made and collected approximately once a week, typically on Thursdays. It is to be submitted before 12:00 midnight in the box outside room 416 on the assigned due date. Homework will be picked up by the grader at some random time between midnight and 10:00 a.m. the next morning. Late homework (i.e. not in the box before the grader approaches the box) will not be graded, but up to one week late, completed problems will receive half the possible credit.

Homework solutions will be posted on the class web pages (in a password protected section) after the homework is due. Please review the solutions prior in preparation for exams. Though I do not consider it an honor code violation, I strongly discourage you from referring to solutions distributed to previous class years. You will benefit most from working the problems first without that crutch, and you will receive most of the credit for having seriously attempted the problem even if your answer is wrong. I also encourage you to take advantage of the recitation hours where you will receive lots of help on the homework. Cooperative group study on the homework is encouraged, but simply copying someone else's work is unethical and will leave the student unprepared for exams.

Questions on homework grading should first be addressed to the grader. Un-resolvable differences may be discussed with the professor.

Not all material needed to complete the homework will be covered in lectures. The textbook is excellent, and you are expected to prepare for the homework assignments largely by your own study of the text. Recitations and TA and instructor office hours are also provided to help you resolve difficulties with homework problems.

6. PREPARATION FOR LECTURES

Reading assignments are shown on the lecture schedule below, and students are expected to come to class having completed the assigned reading. Students will be called on randomly to demonstrate their knowledge of the material by working problems on the board to assist the class in understanding the current discussion topic.

7. Lecture Notes

I Strongly encourage students to take notes during lectures. Most lectures will be based on a PowerPoint slide presentation, but there will be important additional information presented orally or on the board. Lecture slides will be made available to students on the class web page at least one day after the lecture. The primary intent for making slides available is for supplementary material to help you prepare for homework, exams, and quizzes. They should not be considered as a substitute for reading the more detailed treatment in the textbook. Lecture notes (slides) are not made available prior to the class because I want to encourage class attendance.

8. OFFICE HOURS

Instructor office hours: Monday and Wednesday. 1:45-4:00 p.m., 457 CB

During these hours I will make every attempt to be in my office, and will avoid scheduling other events. On a second priority basis if you find me in my office outside these times (except for Tuesdays and Thursdays) I will be happy to meet with you, or if I have pressing business, to make an appointment with you for another time. I have other commitments every Tuesday and Thursday, so please do not try to contact me then, even if I am in my office.

9. Sexual Harassment

Title IX of the Education Amendments of 1972 prohibits sex discrimination against any participant in an educational program or activity that receives federal funds. The act is intended to eliminate sex discrimination in education. Title IX covers discrimination in programs, admissions, activities, and student-to-student sexual harassment. BYU's policy against sexual harassment extends not only to employees of the university but to students as well. If you encounter unlawful sexual harassment of gender-based discrimination, please talk to your professor, the Honor Code office at 422-2847, or the Equal Employment Office at 422-5895 or 422-5689.

Lecture Schedule / Topics:

Lecture Reading Assignment

Dates: Sections: Topics:

Aug. 31 1.1-1.3 Introduction: Why study probability?

Sep. 2, 4, 9 1.4-1.5 Sets, events, fields, axioms of probability.

Sep. 11, 14, 16 1.6-1.7 Conditional and joint prob., Bayes' Theorem

Sep. 18, 21, 23 1.8-1.10 Combinatorics, Bernoulli, binomial, Poisson

Sep. 25, 28 2.1-2.2 Definition of a random variable

Sep. 30 - Oct. 7 2.3-2.5 Probability distribution, density and mass functions

Oct. 9, 12, 14 2.6 Conditional and joint distributions

Oct. 16, 19, 21 3.1-3.2 Functions of a single random variable

Oct. 23, 26 3.3 Functions of two random variables

Oct. 28 - Nov. 4 4.1 Expectation

Nov. 6, 9, 11 4.2 Conditional expectation

Nov. 13, 16, 18 4.3-4.4 Moments and Chebyshev and Schwarz inequalities

Nov. 20, 23, 24 4.5-4.6 Moment generating functions and Chernoff bound

Nov 30, Dec. 2 4.7 Characteristic functions

Dec. 4 4.7 Central limit theorem

Dec. 7, 9 4.8 Estimators for mean and variance