CDF - CPE251 Probability Methods in Engineering
CDF - CPE251 Probability Methods in Engineering
CDF - CPE251 Probability Methods in Engineering
Prerequisites:
Calculus and Analytic Geometry (MTH104), Linear Algebra (MTH 231)
Co requisites:
none
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.
1. Apply rules of permutations and combinations, additive and multiplicative laws and conditional
probability to evaluate probabilities of events. (C3-PLO1)
2. Apply probability mass function, expectation, variance, and cumulative distribution function of
discrete random variables to compute the probabilities of events. (C3‐PLO1)
3. Apply probability density function, expectation, variance, and cumulative distribution function of
continuous random variables to compute the probabilities of events. (C3‐PLO2)
4. Determine 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%
PLOs
PLO10
PLO11
PL012
PLO 9
PLO1
PLO2
PLO3
PLO4
PLO5
PLO6
PLO7
PLO8
CLOs
CLO1 C3
CLO2 C3
CLO3 C3
CLO4 C4
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 8
of a Function of Two Random Variables, Conditional Probability and Conditional
Expectation, Functions of Two Random Variables)