ENGG2430C Probability and Statistics for Engineers

2nd term, 2015 – 2016

Course Syllabus
Instructor Dr. Li, Yi-yang
Room 315B, William M. W. Mong Engineering Building
Tel.: 3943 8476
E-mail: yli@mae.cuhk.edu.hk
Tutors Geng Qiang Tel: 3943 4229 Office: ERB113 qgeng@mae.cuhk.edu.hk
Wang Manlin Tel: 3943 8043 Office: ERB203 mlwang@mae.cuhk.edu.hk
Liu Junwei Tel: 3943 8046 Office: ERB411 jwliu@mae.cuhk.edu.hk
Wen Chenyang Tel: 3943 4229 Office: ERB113 cywen@mae.cuhk.edu.hk

Lectures Wednesday 9:30 – 11:15am Li Koon Chun Hall LT1

Thursday 2:30 – 3:15pm Mong Man Wai Bldg LT1

Tutorial Wednesday 11:30am – 12:15pm Li Koon Chun Hall LT1

Office hour Friday 4:30 – 5:15pm @ERG315B, or by appointment

Textbook D. P. Bertsekas & J. N. Tsitsiklis, Introduction to Probability, 2nd edition 2008.

Reference A First Course in Probability (8th Ed), Sheldon Ross. Prentice Hall.
Homepage https://elearn.cuhk.edu.hk/

Learning Outcomes:
Upon successful completion of this course, students will be able to 1). Understand the basic
concepts of probability, random variables and statistics; 2). Acquire problem-solving skills to
deal with various problems involving randomness and statistics. Such problems arise naturally
in many Engineering Fields.

Contents
A) Fundamental probability concepts (4-5 weeks, depending on the progress)
Probability and events; Expectation; Variance; Moments; Moment generating functions;
Single variate distributions.

B) Multivariate probability (5-6 weeks, depending on the progress)

Conditional probability; Joint probability; Bayes' Theorem; Conditional expectation;
Covariance; Multivariate distributions; Functions of random variables; Central limit theorems;
Law of large number.

C). Statistics (3 weeks): Estimation; Sample size and applications.

Grading Homework (Six HWs) + Short quiz (2 Quizzes) 25%
Midterm Test (16 March 2016) 25%
Final Examination 50%
Bonus (Class activities) 5% (if any)

Assessment Criteria
Homework No late submission! Due days for problem sets will be specified. No credit
will be given to problem sets that are submitted after the deadline. Appealing
on assignment submission/grade will NOT be entertained one week after the
release of that assignment grade.
Exam Midterm test: No make-up for missed midterm test. Students who miss their
midterm without justifiable reason will automatically receive zero mark for
their midterm. If justification can be provided and accepted, the section teacher
may consider allocating the 25% midterm score to the individual student's final
exam. That is, the final of that student may carry 75% weight. In such case,
the approval from the Registrar for absence should be presented.
Common Final exam: closed book, 2 hours, centralized scheduling, students
can bring 3 pages of notes. For missed final exam, students must provide
evidence to RES. Only one make-up final exam would be arranged in case of
student’s absences. (See Undergraduate Student Handbook Regulations and
Rules: Absence from examinations).

Academic Honesty
Attention is drawn to University policy and regulations on honesty in academic
work, and to the disciplinary guidelines and procedures applicable to breaches
of such policy and regulations. Details may be found at
http://www.cuhk.edu.hk/policy/academichonesty/.

Teaching and Learning Expectations from Students/Faculty Members

It is to remind the students that they should not skip classes casually, that they
would keep silence (for the sake of the others in the class) in the lectures etc.
Also, teachers should not skip or cancel classes (cancellation and
postponement of classes require justification + official approval from Dept/
Faculty office). Details can be found from the “Student/Faculty Expectations
on Teaching and Learning, Faculty of Engineering, CUHK” posted on the
course website.