CS/SE 3341

Section 001 TuTh 11 - 1245 p.m. in SOM 2.117 Instructor: Dr. Pankaj Choudhary
30

Fall 2011
Section 501 MoWd 5 - 645 p.m. in ECSS 2.306 Instructor: Dr. Michael Baron (course coordinator) Oce: FO 2.602-E Phone: (972) UTD-6874 E-mail: mbaron@utdallas.edu Oce hours: MoWd 420 520 pm or by appointment
30

Probability and Statistics in Computer Science and Software Engineering

Oce: Phone: E-mail: Oce hours:

FO 2.408-B (972) UTD-4436 pankaj@utdallas.edu TuTh 100 200 pm or by appointment

Internet : http://www.utdallas.edu/mbaron/3341/Fall11/ This site contains important links, sketchy lecture notes, solutions to quizzes and exams (after you submit them!), computer codes and other info. https://utd.muchlearning.org/ Homework is assigned on this site every Wednesday, and it is due the following week. Homework is submitted online, via the same site. Each assignment is preceded by practice exercises with their complete solutions. https://elearning.utdallas.edu/ Here you can check your grades and join discussions, mail, or chat with your classmates. Use your campus password to log in. Lecture notes for Section-001 are also available here. Textbooks : [KT] Probability and Statistics with Reliability, Queuing, and Computer Science Applications, by K. Trivedi, John Wiley and Sons, New York, second edition (2002), ISBN 0471333417 [MB] Probability and Statistics for Computer Scientists, by M. Baron, Chapman & Hall/CRC Press (2007), ISBN 1584886412 [HK] Concepts in Probability and Stochastic Modeling, by J. J. Higgins and S. Keller-McNulty, Wadsworth Publishing House (1995), ISBN 0534231365 [JD] Probability and Statistics for Engineering and the Sciences, seventh edition (2008) or eighth edition (2011), by J. L. Devore, Duxbury, ISBN 0495557447 or 0538733527 These texts overlap a lot, so you dont need to buy all of them. Having at least one of these texts will surely help - for the concise exposition of theory and methods, detailed worked-out examples, and additional exercises. When choosing the textbook, notice that... [KT] covers all the topics of our course and additional material on Markov chains, queuing theory, and regression. It is written at a slightly higher mathematical level and does not contain too many exercises. It has been recently used for this course. [MB] covers all the topics of our course at the junior/senior level and has additional material on computer simulations and Statistics. It has many examples and exercises in each chapter. [HK] covers all the topics except Statistics at the junior/senior level. Has some good examples and exercises in each chapter. It has been used for this course in the past. [JD] covers all the topics except Stochastic processes, Markov chains, and queuing theory at the junior/senior level. It has many examples and exercises in each chapter and contains additional material on statistical inference, regression, and analysis of variance. All four textbooks are written as the rst course in Probability and Statistics and assume your knowledge and working skills of Calculus I.

Grading :

Homework, weekly Ten ten-minute quizzes, weekly Midterm Exam on October 12-13, during class Final exam on December 13-14, see schedule 97 100 % = A+ 93 1 97 3

= 10% = 25% = 25% = 40%

(the lowest of quizzes 1-5 and the lowest of quizzes 6-10 will be dropped)

% = A 90 93 1 % = A 3

86 2 90 % = B+ 83 1 86 2 % = B 80 83 1 % = B 3 3 3 3
2 76 3 80 % = C+ 73 1 76 2 % = C 70 73 1 % = C 3 3 3

66 2 70 % = D+ 3

60 66 2 3

% = D

55 60

% = D

Incomplete grade is possible only in the case of a documented serious medical emergency near the end of semester, with 70% of work completed at an on-going passing grade. Rules : Exams are open-book. Quizzes are closed-book (occasionally, we may provide a cheat-sheet). No electronic devices during lectures and exams. No use of laptops, iPods, iPads, telephones, and playstations. For any exception from this rule, ask your instructor for permission. Calculators are allowed, but not for graphing or matrix computations. Any simple calculator is absolutely sucient. On quizzes and exams, show your work. We grade your solutions, not your answers. Therefore, no work - no credit. No late exams or quizzes. However, it may be possible to take an exam or quiz early, for a good reason, for example, a business trip. So, plan ahead. Homework will be assigned every week on-line via MuchLearning. Each assignment will consist of practice exercises, with full solutions, and several problems for the on-line submission. Tips : A steady eort to work out all the assigned homework problems is your best chance to succeed in this course. Believe us or ask the former students of this course! So, get good practice by solving the practice exercises, then submit the required problems for a grade. For each exam/quiz, review all the new concepts, methods, formulae, etc. Try to understand the methods rather than to memorize them. Be sure to have the required Calculus skills for each exam and quiz. If your Calculus skills are rusty, check the course schedule and the table of Calculus skills below and review the needed chapters of your Calculus book or your Calculus lecture notes. This is not a formality - basic Calculus skills will actually be used in this course. Attend the lectures. Arrive on time and participate. Keep neatly organized lecture notes and other course materials. Extra help: 1. Math Help Center Walk: FO 1.208. Hours: Mo-Fr 9 am 6 pm except Tu 1:30-3:30 pm 2. UTD Math Lab Walk: GEMS Center in CN 1.206 Call: (972) 883-6707 Click: http://www.utdallas.edu/GEMS/ 3. Calculus video reviews Click: http://www.tutor-homework.com/Math Help/Calculus.html 4. Feel free to attend, additionally, the other section of this course for extra review.

Course Schedule
DATES Aug 24-30 Aug 31 Sep 1 Sep 5 Sep 6-15 TOPICS Introduction. Events and outcomes. Probability rules. Conditional probability. Independence. Bayes Rule. Law of Total Probability. No class: Labor Day. Random variables and random vectors. Joint and marginal distributions. Expectation and variance. Discrete distributions: Bernoulli, Binomial, Geometric, and Poisson. Continuous distributions and densities: Uniform, Exponential, Gamma, Normal Central Limit Theorem and Normal approximations. Review. Preparation for the Midterm Exam. The Midterm Exam. Grades due Oct 21. Stochastic processes: concepts and classications. Bernoulli process. Poisson process. Markov chains. Transition probabilities. Steady-state distribution. Discrete-time queuing systems. Bernoulli single-server queuing process. Limited and unlimited capacity. Continuous-time queuing processes. M/M/1 system and its steady state. Statistical inference. Parameter estimation. Condence intervals and hypothesis testing. No class: Thanksgiving. Two-sample statistical procedures. Inference about proportions. Review. Preparation for the Final Exam. The Final Exam: Section 001: December 13, 1100 am 100 pm. Section 501: December 14, 500 700 pm. [KT] 1.1-1.7, 1.10 1.9-1.11 2.1-2.4 2.8-2.9 4.1-4.3 2.5 3.1, 3.2 3.4 4.7 14 6.1-6.2 6.3-6.4 7.1-7.2 7.3 7.7, 9 7.7, 9 10.1-10.2 10.3 10.2.3.4 10.3.2 6-10 (1-10) CHAPTERS in BOOKS [MB] [HK] 1.1-1.2, 1, 2.1-2.2 1.6 2.4 3.1 3.2 3.3.1-3.3.4 3.4 4.1 4.2 4.3 14 6.1 6.3 6.2 6.2.3 7.1 7.3 7.4 8.1, 9.1 9.2-9.4 9.2.3, 9.3.5 9.3.2, 9.4.7 6-9 (2-9) 1.5-1.6 2.1-2.2 2.2 2.3-2.4 3.1-3.2, 3.5 5.1-5.2 6.1-6.3 8.2 1-3 5-6, 8.2 7.1-7.3 4.1-4.3 4.6 7.4 7.5 4, 7, 8.2 (1-7, 8.2) and notes [JD] 2.1-2.2, 2.5 2.4, 2.5 3.1-3.2 5.1 3.3 3.4-3.6 4.1-4.2 4.3-4.4 5.4 2.5 5.3, 6 7, 8 9 8.3, 9.4 6-9 (2-9) and notes

Sep 19-22 Sep 26-29 Oct 3-6 Oct 10-11 Oct 12-13 Oct 17-20 Oct 24-27 Oct 31 Nov 3 Nov 7-10 Nov 14-17 Nov 21-23 Nov 24 Nov 28 Dec 1 Dec 5-6 Dec 13-14

Quiz Schedule
Quiz Day Quiz Day Quiz Day Quiz Day #1 Sep 7-8 #3 Sep 21-22 #6 Oct 26-27 #9 Nov 16-17 #2 Sep 14-15 #4 Sep 28-29 #7 Nov 2-3 #10 Nov 30 - Dec 1 #5 Oct 5-6 #8 Nov 9-10

Required Calculus and Algebra Skills

Concepts and skills When needed Factorial(*) Binomial distribution Sigma-notation Probability Rules Geometric series Geometric distribution Derivatives and integrals Continuous distributions Integration of polynomial and exponential functions Integration by substitution Integration by parts Gamma distribution Gamma function and related integrals(*) Matrices(*) Markov chains Examples compute 5!, simplify and compute 35!/33! compute 10 k 2 k=1 compute 3(0.2)j , j(0.2)j j=3 x t2 /2 j=3 d d (1 e3x ), dx 0 e dt dx b 2 nd 0 (x + 2x )dx; compute the area under the graph of x2 between x = 1 and x = 2 1 5x 3 e dx, x2 e5x dx 0 2 x x e dx compute (4), 0 x8 ex/5 dx, simplify (n + k)/(n) for k, n > 0 .7 .2 .1 0 .75 .25 0 .1 , B = .3 .4 .3 . Let A = .9 .1 .3 .6 .8 .2 0 compute A + B, A B, AB, A3 . compute limx sin(x) , limx0 sin(x) x x

Limit

Markov chains

(*) This material will be presented and discussed in class.

Catalogue Course Description Axiomatic probability theory, independence, conditional probability. Discrete and continuous random variables, special distributions of importance to CS/SE and expectation. Simulation of random variables and Monte Carlo methods. Central limit theorem. Basic statistical inference, parameter estimation, hypothesis testing, and linear regression. Introduction to stochastic processes. Illustrative examples and simulation exercises from queuing, reliability, and other CS/SE applications. Students cannot get credit for both CS/SE 3341 and ENGR 3341. (Same as SE 3341) (3 semester hours) (3-0) S Prerequisites: Prerequisites: MATH 1326 or MATH 2414 or MATH 2419, and CE/CS/TE 2305.

Student Learning Objectives/Outcomes Students will learn fundamental rules of Probability, discrete and continuous distributions, and statistical methods most commonly used in Computer Science and Software Engineering. They will be introduced to stochastic processes, Markov chains, statistical inference, and Monte Carlo methods and will apply the theory and methods to the evaluation of queuing systems and computation of their vital characteristics.

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