Probability and Statistics

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PAMUKKALE UNIVERSITY

COMPUTER ENGINEERING DEPARTMENT

COURSE INFORMATION

Course Code

Course Name

Course Name in Turkish

Department

CENG 208

Probability and Statistics

Olasılık ve İstatistik

Course Duration/Week ( T P C ) – (ECTS)

Course Type

Semester

Prerequisite(s)

Language

Computer Engineering Department

( 3 0 3 ) – (6)

Compulsory

Spring (4)

-

Instructor

English

Asst. Prof. Kadir Kavaklioglu

1. COURSE OBJECTIVES

Purpose of this course is to teach fundamental concepts of probability and statistics and modeling stochastic processes.

2. TOPICS COVERED

Fundamentals of probability, definition of sample space, axiomatic and relative frequency definitions of probability, joint and conditional probability, independence of events, Bayes Theorem, counting, random variables: probability mass functions, probability density functions, expected value and variance, transforms, their applications to sums of independent random variables, some basic probabilistic processes: Bernoulli, Poisson, renewal processes and random incidence, discrete-state Markov processes, ergodicity and calculation of the limiting state probabilities, law of large numbers, Gaussian PDF, introduction to statistics.

3. TENTATIVE SCHEDULE

8

9

6

7

10

11

WEEK SUBJECT

1 Introduction to event algebra

2 Sample spaces for events

3

4

5

Probability measure and conditional probability

Probability trees for sequential events

Independence and Bayes Theorem

Counting, factorial, permutation and combination

Discrete random variables and Probability Mass Function (PMF)

Joint and conditional PMF

Continuous random variables and Probability Density Function (PDF)

Joint and conditional PDF

Bernoulli and Poisson processes

Discrete State Discrete Time Markov Processes 12

13

14

Discrete State Continuous Time Markov Processes

Chebyshev Inequality, Law of Large Numbers, Central Limit Theorem

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PAMUKKALE UNIVERSITY

COMPUTER ENGINEERING DEPARTMENT

COURSE INFORMATION

4. LEARNING OUTCOMES AND RELATIONSHIP TO PROGRAM OUTCOMES

NO LEARNING OUTCOMES

PROGRAM OUTCOMES

Empty: None, 1-5: Power of Relationship

1 2 3 4 5 6 7 8 9 10 11 12

1 Lists basic probability concepts

2 Defines conditional probability

3 Explains discrete random variables

4 Explains continuous random variables

5 Explains probability density

6 Lists basic statistics concepts

3 5 2 2 3

3 5 2 2 3

3 5 2 2 3

3 5 2 2 3

3 5 2 2 3

3 5 2 2 3

2

2

2

2

2

2

5. TEXT AND REQUIRED SUPPLIES

Dimitri P. Bertsekas and John N. Tsitsiklis, “Introduction to Probability”

TEXTBOOK

Athena Scientific

OTHER SUPPLIES

COMPUTER USE

Other supplies will be announced by the instructor.

Computer use is not required.

6. GRADING

Midterm Exams

Quizzes

Homework

Project

Laboratory

Presentation/Seminar

Attendance

Other

Final Exam

TOTAL

COUNT

1

1

WEIGHT

40

60

100

7. COURSE CATEGORY

Course Category (%)

Mathematics and Basic Sciences

Engineering Sciences

Engineering Design

Social Sciences

80

10

10

0

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PAMUKKALE UNIVERSITY

COMPUTER ENGINEERING DEPARTMENT

COURSE INFORMATION

8. ECTS / WORK LOAD

Activities

Class Time

Self Study

Homework

Project

Laboratory

Presentation/Seminar

Other

Midterm Exams

Final Exam

1

1

Count Duration (Hour) Work Load

15 3 45

15 6 90

15

30

Total Work Load

15

30

180

(Total Work Load)/30

ECTS Credit

6

6

PREPARED BY Yrd. Doç Dr. Kadir Kavaklıoğlu

LAST UPDATED ON 10/05/2011

REVISION NO 01

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