CPE251 Probability Methods in Engineering
CPE251 Probability Methods in Engineering
CPE251 Probability Methods in Engineering
Spring 2022
COMSATS University Islamabad
COURSE DESCRIPTION FILE
CPE251 Probability Methods in Engineering
DEPARTMENT OF ELECTRICAL & COMPUTER ENGINEERING
COMSATS University Islamabad
COURSE DESCRIPTION FILE
CPE251 Probability Methods in Engineering
DEPARTMENT OF ELECTRICAL & COMPUTER ENGINEERING
Probability Methods in Engineering
Course code:
CPE251 (3+0)
Prerequisites:
Calculus and Analytic Geometry (MTH104), Linear Algebra (MTH 231)
Co requisites:
none
Course Catalog Description:
Set theory, sample space, event classes, the axioms of probability, computing probabilities using counting
methods, conditional probability, independence of events, sequential experiments, a computer method
for synthesizing randomness, discrete random variables and probability mass function, expected value and
moments of discrete random variable, conditional probability mass function, examples of important
discrete random variables, the cumulative distribution function, the probability density function, the
expected value of random variable, examples of important continuous random variables, functions of a
random variable, the Markov and Chebyshev inequalities, basic reliability calculations, entropy, two
random variables, pairs of discrete random variables, the joint cdf of two random variables, the joint pdf of
two continuous random variables, independence of two random variables, joint moments and expected
values of a function of two random variables, conditional probability and conditional expectation,
functions of two random variables, vector random variables, central limit theorem.
Textbook:
1. Probability, Statistics, and Random Processes for Electrical Engineering, Alberto Leon‐Garcia,
Prentice Hall; 3rd edition, 2008.
Reference Books:
1. Probability, Random Variables, and Random Signal Principles, Peyton Z., Jr. Peebles, McGraw‐Hill;
4th edition, 2000.
2. Probability and Random Processes for Electrical and Computer Engineers, John A. Gubner,
Cambridge University Press; 1st edition, 2006.
3. Probability, Random Variables and Stochastic Processes, Athanasios Papoulis, McGraw‐Hill, 1984.
4. Probability ad Random Processes with Applications to Signal Processing, Henry Stark and John W.
Woods, Pearson Education, Third Edition, 2003.
Course Learning Objectives:
To introduce the electrical engineering students the fundamentals of probability and statistics with
applications to daily life and engineering discipline related problems primarily chosen from areas of
computer networks, communication, signal processing, control, estimation, reliability and engineering
decision making. The course will emphasize to equip students with the basic tools required to build and
analyze probabilities models in the context of electrical and computer engineering. They will also
understand the prediction and estimations method for various quantities that commonly appear in
science and engineering disciplines using statistical inference principles.
Course Learning Outcomes:
After successfully completing this course, the students will be able to:
1. Understand and apply rules of permutations and combinations, additive and multiplicative laws and
conditional probability to evaluate probabilities of events. (C3‐PLO1)
2. Understand the probability mass function, expectation, variance, and cumulative distribution
function of discrete random variables and apply them to compute the probabilities of events. (C3‐
PLO1)
3. Understand the probability density function, expectation, variance, and cumulative distribution
function of continuous random variables and apply them to compute the probabilities of events.
(C4‐PLO2)
4. Evaluate the probabilities of events that involve the joint behavior of two random variables using the joint
probability distribution and functions of random variables including sum of random variables. (C4‐PLO2)
Course Schedule:
3 credit hours/week
Topics Covered:
1. Introduction and Basic Concepts Review of Set Theory, (3.5 week)
2. Discrete Random Variables (2.5 week)
3. Single Random Variable (4 weeks)
4. Multiple Random Variables (4 weeks)
5. Sums of Random Variables (1 weeks)
Laboratory Experiences:
none
Laboratory Resources:
none
Computer Resources:
For the purposes of this course the MATLAB analysis and design software is used throughout the course
Assessment Plan:
Theory Quizzes (4) 15%
Homework assignments 10%
Mid‐term exam (in class, 60‐80 minutes) 25%
Terminal exam (3 hours) 50%
Total (theory) 100%
Learning Outcomes Assessment Plan (Tentative):
Sr. # Course Learning Outcomes Assessment
1. Quiz 1
2. Quiz 2
3. Quiz 3
4. Quiz 4
5. Assignment 1
6. Assignment 2
7. Assignment 3
8. Assignment 4
9. Mid‐term Exam
10. Terminal Exam
Table 1: Assessment Plan for Course Learning Outcomes
Mapping Course Learning Outcomes (CLOs) to Program Learning Outcomes (PLOs):
PLO 1 Engineering Knowledge: An ability to apply knowledge of mathematics, science,
engineering fundamentals and an engineering specialization to the solution of complex
engineering problems.
PLO 2 Problem Analysis: An ability to identify, formulate, research literature, and analyze
complex engineering problems reaching substantiated conclusions using first principles
of mathematics, natural sciences and engineering sciences.
PLO 3 Design/Development of Solutions: An ability to design solutions for complex
engineering problems and design systems, components or processes that meet
specified needs with appropriate consideration for public health and safety, cultural,
societal, and environmental considerations.
PLO 4 Investigation: An ability to investigate complex engineering problems in a methodical
way including literature survey, design and conduct of experiments, analysis and
interpretation of experimental data, and synthesis of information to derive valid
conclusions.
PLO 5 Modern Tool Usage: An ability to create, select and apply appropriate techniques,
resources, and modern engineering and IT tools, including prediction and modeling, to
complex engineering activities, with an understanding of the limitations.
PLO 6 The Engineer and Society: An ability to apply reasoning informed by contextual
knowledge to assess societal, health, safety, legal and cultural issues and the
consequent responsibilities relevant to professional engineering practice and solution
to complex engineering problems.
PLO 7 Environment and Sustainability: An ability to understand the impact of professional
engineering solutions in societal and environmental contexts and demonstrate
knowledge of and need for sustainable development.
PLO 8 Ethics: Apply ethical principles and commit to professional ethics and responsibilities
and norms of engineering practice.
PLO 9 Individual and Team Work: An ability to work effectively, as an individual or in a team,
on multifaceted and /or multidisciplinary settings.
PLO 10 Communication: An ability to communicate effectively, orally as well as in writing, on
complex engineering activities with the engineering community and with society at
large, such as being able to comprehend and write effective reports and design
documentation, make effective presentations, and give and receive clear instructions.
PLO 11 Project Management: An ability to demonstrate management skills and apply
engineering principles to one’s own work, as a member and/or leader in a team, to
manage projects in a multidisciplinary environment.
PLO 12 Lifelong Learning: An ability to recognize importance of, and pursue lifelong learning in
the broader context of innovation and technological developments.
PLOs
PLO10
PLO11
PL012
PLO 9
PLO1
PLO2
PLO3
PLO4
PLO5
PLO6
PLO7
PLO8
CLOs
CLO1 C3
CLO2 C3
CLO3 C4
CLO4 C4
Table 2: Mapping CLOs to PLOs
PLO Coverage Explanation:
PLO 1‐ Engineering Knowledge:
The homework and exams require direct application of mathematics and engineering knowledge to
successfully complete the course. Students learn how fundamental mathematical concepts are used to
understand and design basic probabilistic systems (High relevance to course).
PLO 2‐ Problem Analysis:
The course shows the value of theory, by making it possible for the students to solve relevant
engineering problems, which form the basis of more complex problems in communication, controls and
signal processing (High relevance to course).
PLO 3‐12: These objectives are not directly addressed in this course.
ANNEXURE‐I
Tentative Lecture Breakdown (30 Lectures):
No. of
Topics
lectures
Introduction and Basic Concepts Review of Set Theory, (Event Classes, The Axioms Of
Probability, Computing Probabilities Using Counting Methods, Conditional Probability,
7
Independence Of Events, Sequential Experiments, A Computer Method For Synthesizing
Randomness)
Discrete Random Variables (Discrete Random Variables and Probability Mass Function,
Expected Value and Moments of Discrete Random Variable, Conditional Probability Mass 5
Function, Examples of Important Discrete Random Variables.)
Single Random Variable (The Cumulative Distribution Function, The Probability Density
Function, The Expected Value of Random Variable, Examples of Important Continuous
8
Random Variables, Functions of a Random Variable,The Markov And Chebyshev
Inequalities, Basic Reliability Calculations, Entropy)
Multiple Random Variables (Two Random Variables, Pairs of Discrete Random Variables,
The Joint CDF of Two Random Variables, The Joint PDF of Two Continuous Random
Variables, Independence of Two Random Variables, Joint Moments and Expected Values of 8
a Function of Two Random Variables, Conditional Probability and Conditional Expectation,
Functions of Two Random Variables)
Sums of Random Variables (Central Limit Theorem) 2
Version Applicable From
Version 1 Fall 2016
Version 2 Spring 2017
Version 3 Fall 2017
Version 4 Fall 2021