CS/SE 3341 Probability and Statistics in Computer Science

MW 700 - 815 pm in ECSS 2.306

Fall 2008
Instructor: Michael Baron
Office: ECSN 3.912
Phone: 972-UTD-6874
Office hours: Monday 4:45 - 5:30 pm; Wednesday 11:00 am - 12:30 pm
Text: Trivedi. Probability and Statistics with Reliability, Queuing, and Computer Science Applications, Wiley, 2nd ed.
List of errors in this textbook

Syllabus - schedule, grading policy, tips, contacts

WebCT - check your performance and join discussion groups


Homework

Homework 1 - preparation for Quiz 1. Quiz 1 "Probability Rules. Independence" is on September 10
Homework 2 - preparation for Quiz 2. How do you like this Bayesian calculator? Quiz 2 "Conditional Probability. Bayes Rule" is on September 17
Homework 3 - preparation for Quiz 3. Quiz 3 "Random variables and random vectors" is on September 24
Homework 4 - preparation for Quiz 4. Quiz 4 "Discrete distributions: Bernoulli, Binomial, Geometric, Negative Binomial, and Poisson" is on October 1
Homework 5 - preparation for the Midterm Exam
Homework 6 - preparation for the Midterm Exam
Homework 7 - preparation for Quiz 5. Quiz 5 "Simulation of random variables" is on October 29
Homework 8 - preparation for Quiz 6. Quiz 6 "Binomial and Poisson processes" is on November 5
Homework 9 - preparation for Quiz 7. Quiz 7 "Markov chains" is on November 12
Homework 10 - preparation for Quizzes 8 and 9
Quiz 8 "Binomial Single-Server Queuing System" is on November 19
Quiz 9 "M/M/1 Queuing System" is on November 26
Homework 11 - preparation for Quiz 10
Quiz 10 "Parameter Estimation" (10.1-10.2) is on December 3

Quizzes and Exams

Quiz 1, solutions.
Quiz 2, solutions
Quiz 3, solutions
Quiz 4, solutions
Midterm Exam, solutions
Quiz 5, solutions
Quiz 6, solutions.
Quiz 7, solutions.
Quiz 8, solutions
Quiz 9, solutions
Learn how to manage exam stress.

Some Lecture Notes

(You may need Acrobat Reader to see and print these notes)

Notes 0 "Introduction to this course"
Notes 1 "Introduction to Probability. Set operations. Basic rules of Probability"
Notes 2 "Equally likely outcomes. Conditional probability"
Notes 3 "Random variables and distributions"
Notes 4 "Discrete distributions"
Notes 5 "Continuous distributions"
Notes 6 "Important continuous distributions"
Notes 7 "Expectation, variance, and Central Limit Theorem"
Table of Normal distribution (without typos)
Notes 8 "Computer simulations and Monte Carlo methods"
Notes 9 "Stochastic processes. Bernoulli, Binomial, Poisson processes."
Notes 10 "Markov chains"
Notes 11 "Single-server queuing systems"
Notes 12 "Statistical inference"


Matlab corner

  • MATLAB programs used in various classroom demonstrations:
    Markov chain for sunny and cloudy days
    Markov chain for the game of ladder
    Poisson process of arrivals
    Bernoulli and Binomial processes
    Brownian motion
    Central Limit Theorem
  • A Matlab tutorial
    Any questions/comments/suggestions? Write to mbaron@utdallas.edu