KE27403

Probability and Random Variables

2018/
2019

KE27403
Probability and Random Variables
Course Syllabus

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Liau Chung Fan
FKJ, UMS
2018/2019
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Probability and Random Variables

Table of Contents

INSTRUCTOR INFORMATION 1

PURPOSE OF THE COURSE 2

COURSE DESCRIPTION 3

Course Synopsis 3

Recommended Prerequisites 3

Prerequisites by Topic 3

Delivery Method 3

Lecture Hours 3

Tutorial Hours (Rooms TBA) 4

COURSE OBJECTIVES 4

Course Outcomes 4

Programme Outcomes 4

READINGS 5

Textbook 5

References 5

RESOURCES 5

COURSE TOPICS 5

Tentative Topics 5

Tests Schedule 6

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POLICIES AND EXPECTATIONS 6

Policies about attendance, late work, missed deadlines and tests, make-up opportunities 6

Academic Honesty 6

Civility 7

EVALUATION 8

15-Minute quiz 8

Phase Tests 8

Assignments 8

Final Examination 8

GRADING REQUIREMENTS 9

HOW TO SUCCEED IN THIS COURSE 10

STUDENT INFORMATION FORM 11

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Instructor Information

Instructor: Liau Chung Fan

Office address: Rm 42, Block A FKJ

E-mail address: cfliau@gmail.com

Office phone: 320000 ext 3015

Office hours: TBA or by appointment through e-mail.

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Purpose of the Course

“Life's most important questions are, for the most part, nothing but probability problems”, so said
Pierre Simon, Marquis de Laplace of the Laplace Transform fame. Some of us may find his
statement somewhat exaggerated, nevertheless it is true that probability theory has become a
tool of fundamental importance to scientists, medical practitioners, jurists and especially
engineers. In fact, the enlightened individual had learned to ask not “Is it so?” but rather “What
is the probability that it is so?”

Electrical and computer engineers today must often design systems that work in a noisy and
unpredictable environment:

 A large computer system must satisfy the diverse and fluctuating processing demands of
the community it serves.
 Communication systems must provide continuous and error-free communication over
channels that are subject to interference and noise.
 Word recognition systems must decode speaker inputs with high reliability.
 Noise in measuring systems (e.g. medical imaging, e.k.g., remote sensing).

Wireless communications (cell phones and WiFi) would be impossible without probability tools
and techniques. Probability is also used to characterize reading and writing of bits on magnetic
media. Without it your laptop computer, portable music player, and game stations such as Xbox,
Wii, Playstation, would not work.

So why do we use probability to begin with? Because there are times when it is fundamentally
impossible to determine the outcome of an experiment with complete certainty, or make a
measurement with great precision. At times it may be possible, but not economical. Either way,
we use probability to glean knowledge and make decisions in the presence of uncertainty.
Probability models are one of the tools that enable the engineers to make sense out of the “chaos”
and to successfully build systems that are efficient, reliable and cost-effective. They are used to
model random phenomena or physical problems where there is an element of uncertainty.
Whenever we are unable to completely describe a physical phenomena or experimental
outcomes but know something about the average behavior we can invoke the tools of probability
and random processes. This will allow us to reason us to reason consistently and to make
decisions. This course exposes the students to the “language” of probability in addition to the
“tools” of probability. It will introduce the theory underlying probability models as well as the
basic techniques used in the development of such models.

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Course Description

Course Synopsis
This course is intended to introduce the concepts of probability and random processes and to
discuss their application to engineering problems. Particular emphasis is given to application of
these methods to systems analysis. Among the topics covered are: an introduction to probability
theory, and the modeling and analysis of probabilistic systems; Sample space, probabilistic
models, conditional probability; Discrete and continuous random variables; Transform
techniques; Limit Theorems; and elements of statistical inference and estimation.

Recommended Prerequisites
KE17103 Multivariable Calculus, KE17203 Differential Equations

Prerequisites by Topic
Basic calculus skills including vector calculus; differential equations; familiarity with basic concepts
of circuits and linear system analysis.

Delivery Method
The class will be conducted using lectures and tutorials. The lecture is conducted in the semi-
Socratic manner. You are expected to download the lecture worksheet from Smart2 and work
through the materials before you come to class. Do not worry if you do not understand the
material fully. In the classroom, we will discuss on the course materials interactively. Sometimes,
I will call on a student to present his/her answers posed in the lecture worksheet. I will also call
on other students to offer their insights to the question as well as the presented solution. This
gives each and every student opportunity to learn from their peers.

1½-hour tutorial sessions are held weekly to complement the lectures from week 2 onwards. The
tutorial will be conducted as a discovery-practice session. Attendance for the tutorial is
compulsory. Students are to download tutorial problems before coming to class. The problems
are mostly based on past year test and exam questions. Students are expected to work through
as many questions as they can on their own outside of class, using whatever resources available
to them. In the tutorial session itself, the students will work in small groups, sharing their research
and problem-solving strategies with one another. While working together in small groups, I will
visit each group to check on the progress and help with any questions students may have from
the work. One of these problems will be used as a 15-minute test question on the following week
in the tutorial.

Lecture Hours
Thursday 8:00 – 10:00 BT 10-11
Friday 2:00 – 4:00 BT 14

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Tutorial Hours (Rooms TBA)

Monday 10:00 – 11:30
Tuesday 10:00 – 11:30

Course Objectives
Course Outcomes
A student who successfully fulfills the course requirements will have demonstrated:

CO1. Compute the behavior and response of random phenomena through the concepts of
expectation, conditioning and independence.
CO2. Make inferences, estimates and decisions about signals and systems in the presence of
uncertainty.
CO3. Apply the different mathematical models to describe random phenomena of importance
in electrical engineering through concepts of random variables.

Programme Outcomes
To maintain EAC accreditation, FKJ must demonstrate that all its engineering graduates have
twelve general skills and abilities. In this course the following outcomes will be specifically
emphasized.

PO 1 Engineering Knowledge

Apply knowledge of mathematics, science, engineering fundamentals and an engineering

specialization to the solution of complex engineering problems

PO 2 Problem Analysis

Identify, formulate, research literature and analyses complex engineering problems reaching
substantiated conclusions using first principles of mathematics, natural sciences and engineering
sciences

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Readings

Textbook
Leon-Garcia, A. Probability, Statistics and Random Processes for Electrical Engineering,
2009, Pearson Education International

References
1. Yates, R.D, Goodman, D. J. Probability and Stochastic Processes, 2005, John Wiley &
Sons
2. Cogdell, J.R. Modeling Random Systems, 2004, Prentice Hall
3. Ross, S. A First Course in Probability, 2005, Prentice Hall.

Resources

Smart2. This semester we will be using Piazza for class discussion. The system is highly catered
to getting you help fast and efficiently from classmates, and myself. Rather than emailing
questions to the teaching staff, I encourage you to post your questions on
https://piazza.com/ums.edu.my/spring2019/ke27403/home.

Course Topics

Tentative Topics
Topic Topics Readings (Leon-Garcia)

1 Experiments, Models and Probabilities Chapter 1, 2.1 – 2.6

2 Discrete Random Variables Chapter 3

3 Continuous Random Variables 4.1 – 4.5, 4.8

4 Multiple Random Variables 5.1 – 5.9, 4.7, 6.1, 7.1

5 Statistical Inference and Estimation 8.3, 8.5-8.6

6 Limit Theorems 7.2-7.3

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Tests Schedule
Test 1: Week 5 (Tentative 8 March)

Test 2: Week 9 (Tentative 5 Apr)

Test 3: Week 13 (Tentative 3 May)

Policies and Expectations

Policies about attendance, late work, missed deadlines and tests, make-up opportunities
 Make-up tests must be taken within a week. Students with valid reasons will only be given
make-up tests. Valid reason here is defined as unforeseen circumstance such as being
sick.
 Students who are unable to take a test need to refer to me at least a week before the
test. Students will be allowed to take the test on the earlier date.
 If a 15-minute test is missed, no replacement is allowed.
 Class attendance is compulsory in UMS. If for some reason you are unable to come to a
class, please present evidence of your excuse for absence within a week of the absence
date for unexpected circumstances. For planned activities, students will require letters of
permission from the university to be relieved from class.
 A student is considered absent if he/she participates in a voluntary activity during class
hour.
 Attendance and participation in tutorial is essential for success.
 Requests for exceptions to these policies must be discussed with me in advance.

Academic Honesty
Integrity is a critical aspect of the educational process, and both students and instructors are
expected to adhere to the highest standards of academic integrity. A student has an obligation to
exhibit honesty, and to respect ethical standards in carrying out his or her academic assignments.
While I don't expect to encounter instances of cheating in this class, you should be aware that I
take academic integrity very seriously, and that there are significant consequences if you are
caught cheating. You will be automatically given a failure grade and will be referred to the Dean
of SKTM and Jawatankuasa Tatatertib (Akademik) for further action. Without limiting the
application of this principle, a student may be found to have violated this obligation if he or she:

 Refers during an academic evaluation to materials or sources, or employs devices, not

authorized by the instructor.
 Provides assistance during an academic evaluation to another person in a manner not
authorized by the instructor.

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 Receives assistance during an academic evaluation from another person in a manner

not authorized by the instructor.
 Acts as a substitute for another person in any academic evaluation process.
 Utilizes a substitute in any academic evaluation procedures.
 Practices any form of deceit in an academic evaluation proceeding.
 Depends on the aid of others in manner expressly prohibited by the instructor, in the
research, preparation, creation, writing, performing, or publication of work to be
submitted for academic credit or evaluation.
 Provides aid to another person, knowing such aid is expressly prohibited by the
instructor, in the research, preparation, creation, writing, performing, or publication
of work to be submitted for academic credit or evaluation.
 Presents as one's own, for academic evaluation, the ideas, representations, or words
of another person or persons without customary and proper acknowledgment of
sources.
 Submits the work of another person in a manner which represents the work to be
one's own.
 Knowingly permits one's work to be submitted by another person without the
instructor's authorization.
 Attempts to influence or change one's academic evaluation or record for reasons
other than achievement or merit.
 Indulges, during a class (or examination) session in which one is a student, in conduct
which is so disruptive as to infringe upon the rights of the instructor or fellow
students.
 Fails to cooperate, if called upon, in the investigation or disposition of any allegation
of dishonesty pertaining to another student, or any other breach of a student's
obligation to exhibit honesty.

Civility
My commitment is to create a climate for learning characterized by intellectual diversity and a
respect for each other and the contributions each person makes to class. I ask that you make a
similar commitment.

In particular,

1. I will maintain respect for you as a student and for your posture as a learner. I will
make myself appropriately available to you for consultation on course work.
2. I will evaluate your performance fairly and impartially.
3. I will respect your academic freedom, and encourage you to explore alternative
perspectives.
4. Your freedom to learn will be protected. Repressive or disruptive actions on the part
of some individuals will not be permitted to interfere with your learning activities.

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5. I will respect the confidentiality of information provided by you, except in cases where
disclosure is required by law.

On the other hand, students are expected to:

1. attend class and complete all tests in accordance with the expectations established by
me.
2. conduct themselves in the classroom in a manner which contributes to a positive learning
environment for all.
3. ask questions and seek clarification, direction and guidance to any class assignment.
4. take responsibility for their own learning.
5. complete class requirements beyond the published meeting times.

Evaluation

15-Minute quiz
A 15-minute quiz will be held at the end of the tutorial every week from week 4 to week 14. The
test will contain only one question that will be based on the problem sets handed out weekly.
Only the 8 highest 15-minute test marks will be included in our calculation.

Phase Tests
Three phase tests will be carried out during the semester. These Phase Tests are comprehensive
exams in that the tests will cover materials from the beginning of the course. These tests will be
open-book and will last for 1½ hour.

Assignments
The students will be assessed through the following assignments:

1. A group assignment on mind-mapping that is due on the final lecture of the semester.
2. A weekly online reflection/quiz on Smart2.

Final Examination
The Final Examination will be closed-book and last for 3 hours. The exam will be comprehensive.

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Grading Requirements

The final grade in the course will be based on my best assessment of your understanding of the
material and your participation in the course. The approximate relative weighting given to the
written components of the course in arriving at a preliminary grade will be:

Phase Tests: 30%

15-minute Test: 20%

Assignments: 10%

Final Exam: 40%

Factors such as your interaction with me and your participation in tutorials can also significantly
affect the final grade, particularly if the rough percentages above fall near a borderline.

The process of assigning a final grade involves considerable discussion among the staff, and very
often involves a careful review of the final exam to look behind the numbers and understand
better the kinds of mistakes that were made. We know that the final grade is important to you,
and the program takes the process seriously.

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How to Succeed in This Course

If you are having difficulty with the course, you are expected to be attending tutorials regularly to
get the requisite help. If your test scores are poor and your attendance at tutorials has been poor
too, then you should not expect to be given the benefit of the doubt in the program final
discussions of course grades!

The lectures provide a highly-condensed view of the text material. Their goal is to simplify the
explanations and to place them in perspective. You need to read the text to fill in many of the
details.

You are expected to read the relevant sections of Leon-Garcia in parallel with the lectures. Study
the solved examples, do the assigned questions and try some of the end-of-chapter (EOC)
problems in addition to those assigned for the tutorials.

You may encounter difficulty figuring out where your own solution of a problem went astray.
There are many ways to approach most probability problems. Just agreeing with the problem
solutions may not explain why your approach didn't work. Please let me help you whenever such
issues occur.

It should be evident from the grading policy that I do not intend the tutorial sets as “tests” in the
traditional sense, but as vehicles for learning. Relying on "bibles" to get you through the tutorial
sets – rather than on your own thinking and understanding - will undoubtedly cause you
difficulties on the tests. You can expect that every phase test will include problems of the same
flavor and difficulty as those encountered on the tutorial sets, but sufficiently modified to test
your thinking and understanding, rather than your ability to "pattern match".

I expect each of you to put in enough time alone to understand the specific difficulties and issues
raised by each assigned problem. Discussions with me are encouraged, especially since this is the
best way for me to get to know you. There is no harm in seeking minor assistance from others
who are knowledgeable but not involved in the class, although it is much preferable that your
discussions be with those in the class.

I urge you to use the time that is made available to consult me, so bring in your questions or
comments. I want to see you! If you're stuck on something that does not seem to yield to your
efforts, ask for help – that will be seen as a sign of involvement and interest in the course, rather
than as an admission of failure or incompetence.

Please note that historically a lot of students find it hard to do well in this course. Hence, my
advice to you is keep on working at a problem until you truly understand what you are doing.

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Student Information Form

KE27403 Probability and Random Processes

Please complete this information page and return it to me at the next class meeting. I will use this
information to plan the semester, to get to know you, and to contact you by mail, phone, or email
if the need arises. I will not share this information with anyone without your consent.

Name_______________________________ Matriculation No. __________________

Contact me by phone at: _______________ E-mail address: _________________________

KE17103 Multivariable Calculus Grade: KE17203 Differential Equations Grade:

I, ______________________________________________________________ have read the

course syllabus KE27403 and understand the contents.

I have been given the opportunity to ask for clarification on any questions I had about the
quizzes, exams, or any expectations of this course.

I am satisfied that my questions have been answered.

I agree to abide by the policies and expectations as stated in this course syllabus.

I agree to abide by the definition of and procedure for academic dishonesty as defined in this
course syllabus.

Signed: _______________________________ Date: _______________________________

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