數學與多媒體訊號處理學程

Introduction to Probability Theory

機率

課程基本資料

 
 

 

課程名稱

開課學期

必修/選修 

修課人數

機率

93學年度上學期

þ必修  □選修

39

開課系別年級

學分數

授課老師

跨學門領域名稱

應數系二年級

3

羅琪

機率

 

課程摘要

 
 

 

授課老師: 羅琪

研究室: E508 (Tel: (03) 518-6425, Email:chilo@chu.edu.tw, http://www.chu.edu.tw/~chilo)

需先修過之課程: 微積分

上課時間與地點: 星期一上午11:20-12:10,星期三上午10:25-12:10M302

評分標準: 小考佔30%, 期中考佔30%, 期末考佔40%

使用書籍: A first course in probability (7th Edition), 2004, by S. Ross.

參考書籍: Fundamentals of probability (2th Edition), 2000, by S. Saeed Ghahramani.

 

課程目的: 使學生了解機率論之基本知識,並能用隨機變數及隨機方法來描述科學之隨機現象

 

本學課程內容  This course covers basic topics in probability, including: random variables (隨機變數), distributions (分配), conditioning(條件), independence(獨立), expectation(期望值), variance(變異數) and moment generating functions (動差生成函數), special distributions and their relations (特殊分配及他們的關係), transformations(變數變換), convergence concepts(收斂觀念) and limit theorems (極限定理), stochastic process (隨機過程) and random signal processing (隨機訊號處理).

 

課程進度表

 
 

 

日期

 

93/9/20

principle of counting, permutation, combination, 作業1

93/9/22

binomial coefficient, multinomial coefficient, on the distribution of balls in urns, sample space, event

93/9/27

axioms of probability, some propositions of probability, 作業2

93/9/29

examples, probability as a continuous set function, conditional probability

93/10/4

multiplication rule, partition rule, Bayes’ theorem, 作業3

93/10/6

examples, independence,

93/10/11

第一次小考

93/10/13

random variable, cumulative distribution function

93/10/18

discrete random variable, probability mass function, 作業4

93/10/20

expected value, expectation of a function of a random variable, variance, Bernoulli distribution, Binomial distribution

93/10/25

Binomial distribution, Poisson distribution, 作業5

93/10/27

Poisson distribution, Geometric distribution, Negative binomial distribution

93/11/1

Hypergeometric distribution

93/11/3

第二次小考

93/11/8

continuous random variable, probability density function, expectation and variance of continuous random variables

93/11/10

期中考

93/11/15

uniform distribution, normal distribution, 作業6

93/11/17

normal distribution, DeMoivre-Laplace theorem

93/11/22

exponential distribution, 作業7

93/11/24

hazard rate function, Gamma distribution, Weibull distribution, Cauchy distribution, Beta distribution

93/11/29

第三次小考

the distribution of a function of a random variable

93/12/1

the distribution of a function of a random variable, joint cdf, marginal cdf

93/12/6

joint pdf, marginal pdf, 作業8

93/12/8

marginal pdf, multinomial distribution

93/12/13

independence random variables, 作業9

93/12/15

sum of independent random variables

93/12/20

第四次小考

93/12/22

sum of independent random variables, conditional distribution, 作業10

93/12/27

Jacobian transformation

93/12/29

expectation of sums of random variables 作業11

94/1/3

variance of sums

94/1/5

第五次小考

94/1/10

停課溫書

94/1/12

期末考

 

電子檔下載

 
 

 

相關網站

 
 

 

中山大學應用數學系機率網路學習館
http://eprob.math.nsysu.edu.tw/

高雄大學應用數學系機率統計網路學習館
http://probstat.nuk.edu.tw/

成功大學統計系統計網路學習館
http://estat.ncku.edu.tw/new/