EE 322 (STAT 322): Probabilistic Methods for Electrical Engineers
Fall 2012

The course will cover descriptions of discrete and continuous random variables (probability mass function, cumulative distribution function and probability density function); mean and variance computation; conditioning and Bayes rule; statistical independence; and joint, conditional and marginal pdf and cdf. Bernoulli, Binomial, Geometric, Poisson, Uniform, Exponential, Gaussian and other distributions of interest to EE students will be discussed. Moment generating functions, PMF, PDF of sums or random variables will also be covered. Covariance, correlation and Bayesian least squares (and linear least squares) estimation will be covered. Markov and Chebyshev inequality, law of large numbers, central limit theorem. 

Announcements

• TBA

• Class time and Location:  Tues – Thurs 11 – 12:15, HORT 0118 (Horticulture building)
• Help Session/Recitation:
• TBD
• Class Information Sheet and Syllabus

• Instructor: Prof. Namrata Vaswani
• Office Hours:  Mon-Wed 10-11am, Thurs 1-2pm
• Email: namrata AT iastate.edu  
• Office: 3121 Coover Hall
• Phone: 515-294-4012
• Teaching Assistant: Songtao Lu
• Email:  songtao AT iastate.edu
• Office:
• Webpage:
• Important Announcements will be posted on class webpage.
• Blackboard:
• Blackboard will be used for handouts and for homeworks/solutions and for grades
• Textbooks/References:
• Text: Bertsekas & Tsitiklis, Introduction to Probability, Athena Scientific
• First chapter downloadable  from  http://www.athenasc.com/Ch1.pdf
• Textbook errata: http://web.mit.edu/6.041/www/prob-errata.pdf
• Other references:
• Yates and Goodman, Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, John Wiley & Sons, 1998.
• Cooper and McGillem, Probabilistic Methods of Signal and System Analysis, Oxford, Third edition
• Ross, A First Course in Probability, 6th ed. Prentice Hall, 2001
• Disability accommodation: If you have a documented disability and anticipate needing accommodations in this course, please make arrangements to meet with me soon. You will need to provide documentation of your disability to Disability Resources (DR) office, located on the main floor of the Student Services Building, Room 1076, 515-294-7220.
• Prerequisites: EE 224, Basic Calculus and Linear Alegbra. 
• You should be familiar with basic calculus, e.g. you should be able to sum and integrate common sequences and functions, e.g., sum a geometric progression and integrate constants, exponentials, and sinusoids. You should be familiar with elementary linear algebra, e.g. understand vector and matrix notation and be fluent with simple operations with matrices and vectors. You should also be familiar with the ideas of an inverse of a matrix and the determinant of a matrix.