1/17/2018 ECE 313. Probability with Engineering Applications Section B Y. Lu. ECE 313 is quite a bit different from your other engineering courses.

Size: px

Start display at page:

Download "1/17/2018 ECE 313. Probability with Engineering Applications Section B Y. Lu. ECE 313 is quite a bit different from your other engineering courses."

Lester Boone
6 years ago
Views:

1 ECE 313 Probability with Engineering Applications Section B Y. Lu ECE 313 is quite a bit different from your other engineering courses. 1

2 Aim: To apply probabilistic concepts to new problems and new situations you ve never seen before Aim: To apply probabilistic concepts to new problems and new situations you ve never seen before The exam problems will NOT resemble your homework problems Memorization of typical problem types probably will NOT work 2

3 Aim: To apply probabilistic concepts to new problems and new situations you ve never seen before How are we going to train you? Aim: To apply probabilistic concepts to new problems and new situations you ve never seen before You are NOT going to be told many things (only the basic concepts) There will be a lot of examples and problem solving A large variety of problems and application scenarios Basic concepts 3

practice It s important to remember; it s more important to forget.

4 Advice Know your basic concepts Travel light Don t try to recall similar solutions you ve seen before (tend to be a major source of mistakes) Focus on each problem itself Practice, practice and practice It s important to remember; it s more important to forget. MasterProbo Your personal coach for probability Focus you on problem solving Detect your weakness and practice adaptively ECE 313. Yi Lu 8 4

5 MasterProbo All information available at Please read carefully ECE 313. Yi Lu 9 MasterProbo The three modes of practice are from the same set of problems The higher level modes tend to push you harder You re here Progress ECE 313. Yi Lu 10 5

MasterProbo The three modes of practice are from the same set of problems The higher level modes tend to push you harder You re here Progress ECE 313.

6 MasterProbo The three modes of practice are from the same set of problems The higher level modes tend to push you harder You re here Progress ECE 313. Yi Lu 11 A few tips on MasterProbo Past students who benefit the most said: Focus on each problem. Let it motivate you to learn. It is common to refer to course notes to clarify a few basic concepts Not only follow the hint, but learn the hint (The hint provides the skills you are missing) Help is provided through hints and SOS, but it should not be treated as a fast way to arrive at the answer. The answer is nowhere as important as the thinking process that you go through Use the star to add tags; it helps organizing problems for review ECE 313. Yi Lu 12 6

Grading 10% Homework. MasterProbo checkpoints 50% Midterm exams (2 @ 25% each) 40% Final Examination ECE 313.

7 Grading 10% Homework. MasterProbo checkpoints 50% Midterm exams 25% each) 40% Final Examination ECE 313. Yi Lu 13 FAQ Q: How do I access MasterProbo? Follow the link on course page: ECE 313. Yi Lu 14 7

8 FAQ Q: How do I access MasterProbo? (cont d) Enter your NetID and a preferred password. You will receive an activation e mail in your illinois mailbox. Follow the link to activate your account. Warning: Please disable forwarding your illinois e mail to 163.com. Activation e mails are rejected by 163.com. There is no way we can send you the activation link unless you disable it. ECE 313. Yi Lu 15 MasterProbo Online homework Pass checkpoint by Tuesday 11:59pm First checkpoint: 1/30 ECE 313. Yi Lu 16 8

9 FAQ Q: What happens if I didn t pass a checkpoint by the deadline? A: Pass 10 points # otherwise: x 10 # Only top 9 out of 12 scores will be used to compute grade No extension of deadlines ECE 313. Yi Lu 17 Tech support Best way to report a problem ECE 313. Yi Lu 18 9

10 Tech support Other issues: Such as can t register. Says I m not enrolled E mail: masterprobos@gmail.com With proper headings to expedite response [enrollment] [technical] Do NOT e mail individual professor or TA ECE 313. Yi Lu 19 Logistics MWF 2pm Text: ECE 313 course notes Hard copy sold through ECE Store Soft copy available on the course website ECE 313. Yi Lu 20 10

11 Exams Final: Monday, May 7, 1:30 4:30 p.m. 2 cheat sheets Midterm Exam I: Wednesday, February 28, 8:45 p.m. 10 p.m. Midterm Exam II: Wednesday, April 11, 8:45 p.m. 10 p.m. 1 cheat sheet Info on course website ECE 313. Yi Lu 21 Questions? ECE 313. Yi Lu 22 11

12 Plan for class Mon: Lectures explaining concepts This is the part to know How concepts connect together Cool things, sometimes, to motivate you. Show you where you are heading Wed, Fri: Problem solving This is the important part where you train ECE 313. Yi Lu 23 Probability ECE 313. Yi Lu 24 12

13 Uncertainty ECE 313. Yi Lu 25 Fair coin Coin toss: most widely used source of uncertainty Random experiment Outcome: Head (H), or Tail (T) All possible outcomes: { H, T } (sample space) It s fair if P(H) = P(T) = ECE 313. Yi Lu 26 13

14 Language Outcome: Head (H), or Tail (T) Sample space: set of all possible outcomes: H, T It s fair if P(H) = P(T) = ECE 313. Yi Lu 27 What can we say about the outcome of a coin toss? Head or tail? ECE 313. Yi Lu 28 14

15 Unpredictable ECE 313. Yi Lu 29 But ECE 313. Yi Lu 30 15

16 There is certainty in uncertainty. ECE 313. Yi Lu 31 We know that if we repeat the experiment times P(more than 5150 H) (Concepts: Bernoulli, Binomial, Gaussian approximation) ECE 313. Yi Lu 32 16

17 Polling ECE 313. Yi Lu 33 Polling What does it mean if the poll says a candidate wins with 29% 31% probability, with 96% confidence? Does it mean the real portion of votes the candidate wins is within 29% 31% with 96% probability? Ans: no. ECE 313. Yi Lu 34 17

18 Quantitative Finance ECE 313. Yi Lu 35 Portfolio diversification Modern portfolio theory (MPT) 1990 Nobel economics Markowitz s bullet ECE 313. Yi Lu 36 18

19 Portfolio diversification Chapter 4 Concepts: mean, variance, correlation ECE 313. Yi Lu 37 Learning Probability ECE 313. Yi Lu 38 19

20 Prosecutor s Fallacy ECE 313. Yi Lu 39 Prosecutor s Fallacy Suppose a crime has been committed. Blood is found at the scene for which there is no innocent explanation. It is of a type which is present in 1% of the population. The prosecutor claims: There is a 1% chance that the defendant would have the crime blood type if he were innocent. Thus there is a 99% chance that he s guilty. What is wrong with this argument? ECE 313. Yi Lu 40 20

21 Math A cleaner language: Let B be the event that the defendant has the crime blood type. Let G be the event that he is guilty. The prosecutor s statement reduces to: P(B G c ) = P(B G c ) = P (B c G c ) P(G) ECE 313. Yi Lu 41 21

Module 02 Lecture - 10 Inferential Statistics Single Sample Tests

Module 02 Lecture - 10 Inferential Statistics Single Sample Tests Introduction to Data Analytics Prof. Nandan Sudarsanam and Prof. B. Ravindran Department of Management Studies and Department of Computer Science and Engineering Indian Institute of Technology, Madras