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ISE 220 · 3 Units

Probability Concepts in Engineering

Fundamental concepts of probability and reasoning under probabilistic models, with engineering applications.

Course Description

The objective of the course is to introduce fundamental concepts of probability and reasoning under probabilistic models. Topics span the core curriculum of probability theory, from counting principles and basic axioms through random variables, expectation, and limit theorems.

Weekly Schedule

Week Topic
Week 1Probability, Counting Principles
Week 2Sample Space, Events, Axioms of Probability
Week 3Equally Likely Outcomes
Week 4Conditional Probability, Independent Events, Bayes’ Formula
Week 5Random Variables, Probability Mass Function
Week 6Expected Value and Variance — First Midterm
Week 7Discrete Random Variable Examples
Week 8More Examples on Discrete Random Variables
Week 9Continuous Random Variables, PDF, Expectation, Variance
Week 10Examples of Continuous Random Variables
Week 11Jointly Distributed Random Variables, Independence, Sums
Week 12Second Midterm — Conditional Distributions
Week 13Covariance, Variance of Sums, Correlation
Week 14Properties of Expectation, Conditional Expectation
Week 15Inequalities and Limit Theorems

Textbook

  • S. Ross, A First Course in Probability, 9th edition, Pearson, 2015.

Assignments & Policies

  • Homework is due by 4:30 PM on the indicated date; submitted via Blackboard as a single PDF.
  • Late submissions are not accepted under any circumstances.
  • Discussion with peers is encouraged; each student must submit their own work.