PROBABILITY AND STATISTICS
FOR ENGINEERING
Hossein Sameti
Department of Computer Engineering
Sharif University of Technology
Fall 1392
Course Information
 Prerequisite: General Math 2
 Lectures:
- Time: Sunday/Tuesday 7:30 – 9:00
- Location: CE 103
 TA Classes:
- Sunday 12:15 – 13:15
- Location: CE 006
 Lecturer: Hossein Sameti
- Email: Sameti@sharif.edu
- Tel: 6616 6637
- Office: 706
- Office Hours: By appointment
Hossein Sameti, CE, Sharif University of Technology, Fall 1992
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Text Book
A. Papoulis and S. Pillai,
Probability, Random Variables and Stochastic Processes,
4th Edition, McGraw Hill, 2002
6/28/2016
Hossein Sameti, CE, Sharif University of Technology, Fall 1992
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Recommended Reading
A. Papoulis
Probability and Statistics
Prentice Hall, 1990
Sheldon M. Ross
Introduction to Probability Models
6th Edition, Academic Press, 1997
6/28/2016
Hossein Sameti, CE, Sharif University of Technology, Fall 1992
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Course Website
 Address: Sharif Courseware, cw.sharif.edu
 Access to some information (e.g., lecture notes) :
 Lecture notes and other resources will be available
online (gradually!). Please check the course website
regularly for announcements, lecture notes, solutions,
etc.
 The password for the files (if set): 181fall92
Hossein Sameti, CE, Sharif University of Technology, Fall 1992
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TEXTBOOK TABLE OF CONTENTS
PROBABILITY THEORY
Lecture – 1
Lecture – 2
Lecture – 3
Lecture – 4
Lecture – 5
Lecture – 6
Lecture – 7
Lecture – 8
Lecture – 9
Lecture – 10
Lecture – 11
Lecture – 12
Lecture – 13
Basics
Independence and Bernoulli Trials
Random Variables
Binomial Random Variable Applications, Conditional
Probability Density Function and Stirling’s Formula.
Function of a Random Variable
Mean, Variance, Moments and Characteristic Functions
Two Random Variables
One Function of Two Random Variables
Two Functions of Two Random Variables
Joint Moments and Joint Characteristic Functions
Conditional Density Functions and Conditional Expected Values
Principles of Parameter Estimation
The Weak Law and the Strong Law of Large numbers
STOCHASTIC PROCESSES
Lecture – 14
Lecture – 15
Lecture – 16
Lecture – 17
Lecture – 18
Lecture – 19
Lecture – 20
Stochastic Processes - Introduction
Poisson Processes
Mean square Estimation
Long Term Trends and Hurst Phenomena
Power Spectrum
Series Representation of Stochastic processes
Extinction Probability for Queues and Martingales
Source AT: www.mhhe.com/papoulis
6
Teaching Assistants:
6/28/2016
Mehrnoosh Ebrahimipoor
(Coordinator)
mehrnoosh.ebrahimipour@gmail.com
Fatemeh Farahnak
f.farahnak.g@gmail.com
Mohammad Bakhshalipoor
m.bakhshalipour@gmail.com
Ali Arab
aliarab2009@gmail.com
Roozbeh Hasheminezhad
roozbehhashemi.roozbeh@gmail.com
Reza Alijani
rezaalijani71@gmail.com
Sina Jafarzadeh
jafarzadeh91@gmail.com
Hossein Sameti, CE, Sharif University of Technology, Fall 1992
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Evaluation
 Evaluation:
- Weekly Assignments: 0%, not submitted
- Weekly Quizzes: 20%
- Midterm Exam: 30%
- Final Exam: 50%
Hossein Sameti, CE, Sharif University of Technology, Fall 1992
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Assignments, TA classes, and Quizzes
 Assignments will be posted on the course webpage with their due date
 At the due date, you are not expected to hand in your solutions, this is the date they
will be discussed in the TA class
 TA classes are held on Sundays 12:15 – 13:15 in CE 006
 One week after the TA class for each assignment is held, the quiz on the same chapter
is taken
Hossein Sameti, CE, Sharif University of Technology, Fall 1992
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Midterm and Final Exams
 Midterm exam accounts for 30% and the final exam accounts
for 50% of the overall mark.
 Date of the midterm: Tuesday 28 Aban at 5 pm
 The emphasis of the final exam will be on the topics covered
after the midterm.
 You can bring one piece of paper (double-sided) to the midterm exam and two pieces of paper (double-sided) to the final
exam. You can write anything on it (formulae, figures,
drawings, solutions to the problems, text, poems, etc!).
Hossein Sameti, CE, Sharif University of Technology, Fall 1992
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Questions or comments?
Hossein Sameti, CE, Sharif University of Technology, Fall 1992
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