Probability and Statistics

Course Information

Hung-Yun Hsieh
February 19, 2024
 Probability and Statistics
F You have learned "Probability and Statistics" in the
high school, what more needs to be learned?
n Recall the following problem
n A bag with 3 yellow balls, 3 green balls and 4 red balls
n Draw 3 balls sequentially from the bag with replacement.
What is the probability that the colors are Y, G, and R?

n What if 3 balls are drawn at once (without replacement)?

F Classical Probability: Counting the number of outcomes in

the interested event
2 HSIEH: Probability and Statistics
 Classical Probability
n Game of chance
n Classical interpretation of probability comes from the
work of mathematicians in the 17th and 18th centuries
n Pierre-Simon Laplace
F Théorie analytique des probabilités, 1814
n The probability of an event is the ratio of the number of
outcomes in which the event occurs, to the total number
of equally possible outcomes
F Shortcoming
n Principle of indifference is sometimes difficult to justify; the
aforementioned definition is circular in some sense
n The number of all possible outcomes may not be finite
n Outcomes could even be uncountable
n Probability as a relative frequency
3 HSIEH: Probability and Statistics
 38. Consider the series RLC circuit shown in Figure 5.23. The voltage tran

R L
+

An Engineering Problem
+ source
− C v
(t )
− c

Figure 5.23. Series RLC circuit. The output is the capacitor voltage vc (t).

n RLC circuit between the source and the capacitor is

1
n I H(ω ) =
(1 − ω 2 LC) + jω RC
.

A plot of
1
|H(ω )|2 =
(1 − ω 2 LC)2 + (ω RC)2
is shown in Figure 5.24. The resonant frequency of the circuit, ω0 , is th

n A microelectronic circuit lab specifies R = 1 3(ohm), L = 1

(henry), and C = 1 (farad) to be used 2
1
n Due to fabrication issue, the real values of available 0
0 1
RLC2
components exhibit random variations within some range √
Figure 5.24. Plot of |H(ω )| for L = 1, C = 1, and R = 0.3.
2

n What is the probability that resonance is observed?

that maximizes |H(ω )| . It is not hard to show that
2

n How should experiments be designed (R, L, Cω values) =

&
1
−
1 'to
R(
.
2

ensure that at least 95% students observe resonance?

0
LC 2 L

F Difficulty to enumerate all possible outcomes

4 HSIEH: Probability and Statistics
 Andrey Kolmogorov (1903-1987):
機率論作為數學學科，可以而且應該從
Modern Probability 公理開始建設，和幾何、代數的路一樣

n A more general theory for dealing with probability

n Establishing probability models to handle problems
involving natural numbers as well as real numbers
n Finding the probability of interest in the target problem

F Particularly for problems that engineers may encounter

n An axiomatic (公理) approach
F The mathematics needed goes beyond permutation and
combination used in the classical probability
n The mathematics of probability can be developed on an

entirely axiomatic basis to flexibly describe different types

of uncertain phenomena in the real world
F Building modern probability based on measure theory
(and set theory)
5 HSIEH: Probability and Statistics
 Course Objective
n 課程目標
n To introduce to students the theory, models and analysis
of probability and basic statistics and their applications on
electrical and computer engineering problems
F Centered around the concept of random variables

n 教科書
n R. Yates and D. Goodman, "Probability and
Stochastic Processes", John Wiley & Sons,
3rd edition, 2015 (2nd edition is also okay)
F A friendly introduction for ECE students
n How the theory can be used to solve practical
problems in electrical and computer engineering

6 HSIEH: Probability and Statistics

 Lecture material is largely based on
the 2nd edition, but numbering is
Note on the Textbook updated to follow the 3rd edition

n Difference from the 2nd edition

n The 3rd edition fixes some errors in the 2nd edition
n The 3rd edition has more exercises and homework
problems compared to the 2nd edition (35% more)

n The 3rd edition removes some advanced topics not

covered in this course (☞ not a problem)
n The 3rd edition completely changes the organization of
the content (☞ troublesome but manageable)

✘ The international student version (ISV) of the 3rd edition

removes two important topics covered in this course
(☞ not desired)
7 HSIEH: Probability and Statistics
 The course outline is largely based on the
2nd edition, so you may find it to be very
Outline different in order from the 3rd edition

F 課程內容
1. Experiments, Models, and Probabilities
2. One Random Variable
3. Derived Random Variable
probability
4. Pair of Random Variables
5. Sums of Random Variables
6. Hypothesis Testing
statistics
7. Parameter Estimation

n 預修 (or 需自行學習) 課程
n 微積分 (極限、連續性、分部積分、雙重積分)
n 線性代數 (行列式、反矩陣運算)
8 HSIEH: Probability and Statistics
 Grading
n 評分方式
n Midterm exam (30%) – on 4/11
三班統一
n Final exam (30%) – on 6/6
n Class credit (40%) 各班自行調整
n 學期分數計算
n 依全系期中考加期末考成績排序後依照既定比例決定
各班各等第 (A+, A, A-) 人數
F 各班授課老師加入該班 40% 分數，排序後依據各班所
分配之各等第人數決定各班學生學期成績
6% 1/6 1/3
1 240?

A+ A A- B+ ~ F

Grade normalized to within the range of 0~79 and

then mapped to the corresponding grade levels
9 HSIEH: Probability and Statistics
 How to Get Good Grade?

class

homework

exam

10 HSIEH: Probability and Statistics

 How to Get Good Grade?
n Message from the authors
n Even when the formulas are simple, knowing which ones
to use is difficult
n Although much of the material appears deceptively
simple, it takes a lot of careful thought and practice to use
the mathematics correctly
F The only way to do well is to practice a lot
n There is an abundance of exercises in the textbook in the
form of examples, quizzes and problems (Ÿ § s ss)
n Go into the habit of doing the quizzes and problems

F Sometimes you may need a little push…

F It is time to talk about our class credit (40%)
11 HSIEH: Probability and Statistics
 Class Credit (40%)
n ⓵ Homework assignment – 24%
n Unit assignment (provided by 3 professors in turns)
n Weekly assignment (preview and/or review questions)

n ⓶ Class participation – 16%

n Participation in preview & class discussion
n In-class quizzes & practices

F The percentage is subject to minor changes

depending on the number of homework assignments
given in this semester
12 HSIEH: Probability and Statistics
 Course Web Pages
n 本班課程網頁
n https://cool.ntu.edu.tw/courses/34391
n 預習投影片與影片
n 每週作業
n 三班共同課程網頁
n https://sites.google.com/view/ntu-prob-stat-2024-spring
n 期中期末考公告與成績
n 共同作業公告與解答
n 臉書社團
n https://www.facebook.com/groups/1387698108774869
n 詢問助教相關 (作業) 問題

13 HSIEH: Probability and Statistics

 Questions?
n 授課教師
n 老師研究室：電機二館 546 室
n 研究室電話：02-33663666
n Office hour: by appointment

n 大助教 (期中期末考、讀書會)
n 游耿睿 ([email protected])

n 小助教 (本班作業批改)
n 閻帛佑 (r11942192)

14 HSIEH: Probability and Statistics