Book
Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, Yates, Goodman.
Lecture Notes
Matlab Introduction (video1, video2, video3, video4), note (pdf)
Note page 51 - example for independence (pdf)
P 20131017 Q3 (video)
P 20131017 Q12 (video)
P 20131017 Q13 (video)
P 20131017 Q19 (video)
P 20131017 Q20 (video)
Midterm result (pdf)
Final result (pdf)
This problem is exactly the same as Homework #05.
Risk managemnet - Joongang Sunday No. 348, Nov. 10th 2013 (pdf)
Risk managemnet - Chosun Biz Monday, Nov. 11th 2013 (pdf)
Homework
#01, due to Sep. 10 (Tue.) before the class starts.(sample solution from a student, sol)
- Summary about Khan academy > Math > Probability and Statistics > Independent and dependent event > Basic probability
#02, due to Sep. 17 (Tue.) before the class starts.
- Summary about Khan academy > Math > Probability and Statistics > Independent and dependent event > Venn diagrams and adding probabilities
- QUIZ 1.11 (design matlab program and explain in detail)
#03, due to Oct. 2 (Wed.) before the class starts.(download)
#04 <Monty Hall problem>
#05 <Broken stick problem> due to Nov. 5 (Tu.) before the class starts.
Consider a stick of length 1 meter. Two points are chosen randomly and uniformly on the stick
and then the stick is broken into three pieces, at those cut points.
What is the probability that the three pieces can be used to construct a triangle?
#06 <Variance> Calculate the variances for Geometric, Binomial, and Poisson pmf (probability mass function). - You can find the answers in the Note p67 ~ 89.