CMPE 107: Mathematical Methods of Systems Analysis: Stochastic
Winter 2004
Announcements
- 1/11/04 - Here is the first day test, with solutions.
- 1/6/04 - Alexandra kindly set up a Yahoo! Groups mirror for the class' newsgroup, that can be accessed also by the Cupertino and off–campus students. Here is the info to access it.
- 1/6/04 - I will hold a special session to review basics of math on Friday, January 9, 5-7 pm, in Rm 152. Everyone is welcome (especially those who didn't do well in the first day test). I will also hold a second session, date/time TBD. Here are the rules for the first day evaluation.
- 1/6/04 - Important: please send an email to the TA (Deboja) in order to get a "secret code" for the class. This code will be used to post grades on the web (including the scores for the first-day evaluation). Please get a code even if you are not enrolled yet in the class, but plan to enroll.
- 1/3//04 - Announcements related to the course will be posted here. Please check this page frequently.
General Description
- This course consists of an introduction to probability theory and its applications to computer engineering. The main goal is to develop the basic mathematical tools to build and understand models that incorporate uncertainty using a probabilistic framework. We start by introducing the axioms of probability and the rules needed to perform calculations with probabilities. We then move into the concepts of independence, conditional probability and Bayes theory, define a random variable, both discrete and continuous, and consider its probability distribution function as well as its expectation and higher order moments. We extend these ideas to the multivariate case. We consider some more advanced topics like the Law of Large Numbers and Central Limit theorem. We also consider applications to some simple stochastic processes like Markov Chains and Poisson Processes. We will consider practical application examples from real problems in computer engineering.
Here is the detailed calendar of the course.
- Textbook:
- Probability & Statistics. A. Papoulis. Prentice Hall. ISBN 0-13-711698-5
- Grading: The course work will be weigthed as follows for the final score:
- Homework: 10%
- Quizzes: 50%
- Final exam: 40%
- Quizzes: There will be 5 quizzes throughout the course. The dates of the quiz will be posted in the course's calendar.
IMPORTANT
The lowest score you get in the quizzes will be discarded. Therefore, if for any reason you cannot take a quiz, you are covered (the corresponding "0" score will be discarded). Make-up quizzes will not be assigned.
- The Final Exam will be held on March 15, 7:30-10:30 pm, in Rm. 152.
- Prequisites
:
- MATH 024 or MATH 014 or MATH 027
- or both ENGR 027 and CMPE 016
- Prerequisites will be strictly enforced - no exceptions given.
First Day Evaluation
- Here are the rules of the first day evaluation, as discussed in class:
- If your score in the first day test is less than 75% (this is absolute score, non-curved), you will need to take a second test on Wednesday, Jan 14 at 5:30 pm (during normal class time)
- If your score in the second quiz is less than 90%, it means that you don't have the prerequisites to successfully attend the course.
- The material covered by the second quiz is the same as for the first quiz. I will hold two special sessions before the date of the second quiz to review basic math needed for this course, that will help you prepare for the second quiz.
Class Newsgroup
- There is a newsgroup for this course: ucsc.class.cmpe107. It will be hand-mirrored to Yahoo! Groups cupertino107 by fire for ease of accessibility for Cupertino extension and other off-campus students.
All students enrolling in this class are advised that Academic Integrity will be strictly enforced.