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This is a course web page for the course '''Probability and Statistics for Computer and Software Engineers'''.
 
This is a course web page for the course '''Probability and Statistics for Computer and Software Engineers'''.
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* [https://www.facebook.com/groups/679214268839083/ Facebook Group]
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== Materials ==
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''Many of the exercises are taken from various sources, listed here: FCP = Ross, A First Course in Probability, Macmillan, 1984; SPS = Spiegel, Schiller, Srinivasan, Schaum's outlines Probability and Statistics Fourth Edition.  Mc-Graw-Hill, 2013; IPSES = Ross, Introduction of Probability and Statistics for Engineers and Scientists, Wiley, 1987.''
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=== Homework ===
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* [[Probstat/homework 1|Homework 1]] due 9/23.
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* [[Probstat/homework 2|Homework 2]] due 12/7.
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* [[Probstat/homework 3|Homework 3]] due 12/26. (but should be very useful for preparing for the final examination)
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==== Class activities / project ====
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* [[Probstat/class activities|How to submit class activities]] due 12/20.
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* [[Probstat/project submission|How to submit your project]] ''TBA''.
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=== Week1 ===
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* Introduction VDO: [http://www.youtube.com/watch?v=ZPj-v1y4ViM youtube]
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* [[Probstat/coin toss experiments|Coin Toss Experiments]] (Practice 1)
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* [[Probstat/fun with statistics 1|Fun with statistics 1]] (Practice 2)
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* Basic concepts
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** Part 1: [http://www.youtube.com/watch?v=pe_-yh6WD-8 Outcomes, Sample Spaces, and Events]
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** Part 2: [http://www.youtube.com/watch?v=8BqPUAbaXY0 Conditional probability (1)]
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* [[Probstat/random word|Random word practice 1]] (Practice 3)
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=== Week2 ===
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* Basic concepts
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** Part 3: [http://www.youtube.com/watch?v=8dv95mM1e7E Conditional probability (2)] -- The clip contains errors at the end.  Please see the annotations.
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* Counting
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** Part 1: [http://www.youtube.com/watch?v=w8MiMVWdWEM Basic principles of counting]
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** Part 2: Permutations and Combinations [http://www.youtube.com/watch?v=SxAbAoCPrTA Part 2.1], [http://www.youtube.com/watch?v=q1z43uBbot0 Part 2.2], [http://www.youtube.com/watch?v=TtK8pSlaGOI Part 2.3]
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* [[Probstat/week2 practice 1|Week2 Practice 1]]
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* Axioms of probability: [http://www.youtube.com/watch?v=mtBYshFG-2w youtube]
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* Conditional probability: [http://www.youtube.com/watch?v=XRy2yTpN4ZA part3]
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=== Week3 ===
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* '''Class cancelled''': Tuesday 9/2.
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* Conditional probability (revisited):
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** Independent events: [http://youtu.be/ilVF_3W8u4E youtube]
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** Bayes' formula: [http://www.youtube.com/watch?v=zPs7vIdSpWo part 1], [http://www.youtube.com/watch?v=lSqCHnsji1w part 2]
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* [[Probstat/homework 1|Homework 1]]
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=== Week4 ===
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* Random variables:
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** [http://www.youtube.com/watch?v=BfjpozzA8jY Part 1]
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** [http://www.youtube.com/watch?v=Va7fqA-e4Lg Part 2.1] - Expectations, balls and bins experiment
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** [http://www.youtube.com/watch?v=LZ-DCHPJtn0 Part 2.2] - Warm-up problems
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** [http://www.youtube.com/watch?v=I2uk7Iz8PnY Part 2.3] - First Trial to Compute the Expectation
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** [http://www.youtube.com/watch?v=FtgUR9vDcaE Part 2.4] - The expected number of empty bins
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* [[Probstat/week4 practice 1|Week4 Practice 1]]
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* Variances: [http://www.youtube.com/watch?v=8eL0Qb935uk Part 1], [http://www.youtube.com/watch?v=FHxRVl1dq00 Part 2]
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* [[Probstat/week4 practice 2|Week4 Practice 2]] -- '''E[X<sup>2</sup>]'''.
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* (Watch this later.) Proof of the linearity of expectation: [http://www.youtube.com/watch?v=zko4MQw2MNQ youtube]
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=== Week5 ===
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* Analysis of the fullest bins: [http://www.youtube.com/watch?v=nhW81rwKSps Part 1], [http://www.youtube.com/watch?v=2NkVgInKhRY Part 2], [http://www.youtube.com/watch?v=YZf2hogot2U Part 3]
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* [http://www.youtube.com/watch?v=r-kSD4RctZQ Examples on variances]
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* Important types of discrete random variables
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** [http://www.youtube.com/watch?v=NU1UmNXxt_k Binomial random variables]
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** [http://www.youtube.com/watch?v=OqJfKb9Q18M Geometric random variables]
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* [[Probstat/week5 practice 1|Week5 Practice 1]]
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* Independent random variables: [http://www.youtube.com/watch?v=PN8wnrZzhE8 Part 1], [http://www.youtube.com/watch?v=FrHsnzA9AOs Part 2]
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* [[Probstat/week5 practice 2|Week5 Practice 2]]
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=== Week6 ===
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* [[probstat/week6 practice 1|Week6 Practice 1]] - experiments on variances
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* Random experiments:  (watch these and work on [[probstat/week6 practice 2|practice 2]]).
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** The birthday problem: [http://www.youtube.com/watch?v=TcAbDItb2RM part 1], [http://www.youtube.com/watch?v=E9-lt3r2oJY part 2]
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** The coupon collector's problem: [http://www.youtube.com/watch?v=GzqDNwl1zjY part 1], [http://www.youtube.com/watch?v=qk2SqsxL5eQ part 2]
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* [[probstat/week6 practice 2|Week6 Practice 2]]
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=== Week7 ===
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* Markov's Inequality: [http://www.youtube.com/watch?v=79Xao0H4ZlI part 1], [http://www.youtube.com/watch?v=bG232SZ1PPM part 2]
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* Continuous random variables: [http://www.youtube.com/watch?v=7qJgBe-LgzU part 1], [http://www.youtube.com/watch?v=NH-NyCtomIM part 2]
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=== Week8 ===
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* [[probstat/week8 practice 1|Week8 Practice 1]] -- practice on continuous random variables
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* Normal random variables: [http://www.youtube.com/watch?v=-VX0i_DUmnU part 1], [http://www.youtube.com/watch?v=FyODKRrEkYk part 2]
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* [[probstat/week8 practice 2|Week8 Practice 2]] -- normal random variables
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=== Week9 ===
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* Poisson random variables: [http://www.youtube.com/watch?v=kbYZZ_eTTUE part1], [http://www.youtube.com/watch?v=eilSxQu-m2A part2]
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=== Week10 ===
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* Exponential random variables: [http://www.youtube.com/watch?v=oWSr6tmLNg0 part1], [http://www.youtube.com/watch?v=wOsGzOQPA0Q part2], [http://www.youtube.com/watch?v=PUmyfdYMtsg part3]
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* [[Week10 practice 1]] -- Poisson and exponential random variables & simulations
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=== Week11 ===
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* Jointly distributed random variables
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* Sample means and sample variances. [[probstat/notes/sample means and sample variances|notes]]
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* [[Week11 practice 2]] -- Sample means, sample variances, confidence interval
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=== Week12 ===
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* More on sample distributions and confidence intervals: [[probstat/notes/confidence intervals|notes]]
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=== Week13 ===
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* Estimations: method of moment estimations, maximum likelihood estimators
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* Hypothesis testing
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** [[probstat/week13 practice 1|Practice 1]]
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=== Week14 ===
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* Regression
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** [[probstat/week14 practice 1|practice]]
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=== Week15 ===
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* Analysis of variances
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** [[probstat/week15 practice 1|Practice 1]]
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* Limit theorems
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=== Lecture notes ===
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These notes are meant to be used in complement to the video lectures.  They only contain summary of the materials discussed in the video.  Don't use them to avoid watching the clips please.
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* [[probstat/notes/basic|Basic concepts]]
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* [[probstat/notes/counting|Counting]]
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* [[probstat/notes/random variables|Random variables]]
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* [[probstat/notes/balls and bins|Balls-and-bins experiment and linearity of expectation]]
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* [[probstat/notes/variances|Variances]]
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* [[probstat/notes/special random variables|Special random variables]]
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* [[probstat/notes/Poisson and exponential random variables|Poisson and exponential random variables]]
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* [[probstat/notes/jointly distributed random variables|Jointly distributed random variables]]
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* [[probstat/notes/sample means and sample variances|Sample means and sample variances]]
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* [[probstat/notes/confidence intervals|Confidence intervals]]
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* [[probstat/notes/chi-squared distribution|Chi-squared distribution]]
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* [[probstat/notes/t-distributions|Dealing with unknown variances (t-distribution)]]
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* [[probstat/notes/parameter estimation|Parameter estimations]]
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* [[probstat/notes/hypothesis testing|Hypothesis testing]]
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* [[probstat/notes/regression|Regression]]
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* [[probstat/notes/anova|Analysis of variance]]
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* [[probstat/notes/limit theorems|Limit theorems]]
  
 
== Topics ==
 
== Topics ==
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** Regression
 
** Regression
 
** Analysis of Variance
 
** Analysis of Variance
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== Classroom activities ==
 
  
 
== Administrative information ==
 
== Administrative information ==
  
 
* '''Score breakdown:''' in-class activities 19%, projects 27%, midterm exam 27%, final exam 27%
 
* '''Score breakdown:''' in-class activities 19%, projects 27%, midterm exam 27%, final exam 27%

รุ่นแก้ไขปัจจุบันเมื่อ 10:08, 5 ธันวาคม 2557

This is a course web page for the course Probability and Statistics for Computer and Software Engineers.

Materials

Many of the exercises are taken from various sources, listed here: FCP = Ross, A First Course in Probability, Macmillan, 1984; SPS = Spiegel, Schiller, Srinivasan, Schaum's outlines Probability and Statistics Fourth Edition. Mc-Graw-Hill, 2013; IPSES = Ross, Introduction of Probability and Statistics for Engineers and Scientists, Wiley, 1987.

Homework

Class activities / project

Week1

Week2

Week3

Week4

Week5

Week6

Week7

Week8

Week9

Week10

Week11

  • Jointly distributed random variables
  • Sample means and sample variances. notes
  • Week11 practice 2 -- Sample means, sample variances, confidence interval

Week12

  • More on sample distributions and confidence intervals: notes

Week13

  • Estimations: method of moment estimations, maximum likelihood estimators
  • Hypothesis testing

Week14

Week15

Lecture notes

These notes are meant to be used in complement to the video lectures. They only contain summary of the materials discussed in the video. Don't use them to avoid watching the clips please.

Topics

  • Course introduction
  • Probability theory
    • Introduction to various concepts in probability theory
    • Elements of probability: axioms of probability, conditional probability, independence, Bayes' formula
    • Discrete random variables and expectations: random variables, expected values, variances, jointly distributed random variables
    • Tail bounds and analysis of randomized algorithms
    • Continuous random variables
  • Statistics
    • Sampling
    • Parameter estimation
    • Hypothesis testing
    • Regression
    • Analysis of Variance

Administrative information

  • Score breakdown: in-class activities 19%, projects 27%, midterm exam 27%, final exam 27%
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