ENGG 2430A / ESTR 2002
Probability and Statistics for Engineers

The Chinese University of Hong Kong, Spring 2019

Teaching Staff

name email office office hour
Andrej Bogdanov
Instructor
andrejb@cse.cuhk.edu.hk SHB 926 Mon 230–430
Cham Hiu Sze (Grace)
Head TA
hscham@cse.cuhk.edu.hk SHB 905 Thu 1030–1130
Ho Chin Hei (Eric)
TA
chho@cse.cuhk.edu.hk SHB 101 Mon 2–3
Li Shuai
ESTR2002 TA
shuaili@cse.cuhk.edu.hk SHB 117 Mon 230–330
Chris Williamson
TA
chris@cse.cuhk.edu.hk SHB 117 Tue 2–3
Zhang Xiaojin
TA
xjzhang@cse.cuhk.edu.hk SHB 117 Fri 2–3

Recent Announcements

Course Description

Probability is the mathematics that allows us to reason about situations that involve uncertainty. Statistics is about creating probabilistic models from data. In this course we will learn how to describe and analyze problems using probability and statistics.

Schedule

date topic materials
1Jan 7
Jan 9
Probabilistic Models §1.1, 1.2, 1.6
2Jan 14
Jan 16
Conditional Probability §1.3-1.4
3Jan 21
Jan 23
Independence. Random Variables §1.5, §2.1-2.3
4Jan 28
Jan 30
Joint PMFs, Expectation and Variance §2.4, 2.5
Feb 4
Feb 6
Lunar New Year Holiday
5Feb 11
Feb 13
Conditioning and Independence §2.6, 2.7
6Feb 18
Feb 20
Continuous Random Variables I §3.1-3.3 +pdf
Feb 25
Feb 27
Review
Midterm Exam
solutions
7Mar 4
Mar 6
Continuous Random Variables II §3.4-3.6
8Mar 11
Mar 13
Working with Random Variables §4.1-4.3
9Mar 18
Mar 20
Limit Theorems §5.1-5.4
10Mar 25
Mar 27
Bayesian Inference I §8.1, 8.2 +pdf
Apr 1
Apr 3
Reading Week
11Apr 8
Apr 10
Bayesian Inference II §8.1, 8.2
12Apr 15
Apr 17
Classical Inference §9.1, 9.3
May 2 Final Exam

Tutorials, Exercises, and Quizzes

Homeworks won't be graded. They will be issued on Wednesday and discussed in tutorial the following Monday. A 10-minute quiz with a single question related to the homework will be given in tutorial the next Monday.

Come to tutorial prepared. A quarter of your final grade comes from the quizzes and tutorial participation. The lowest two quiz grades will be dropped from the count.

Discussion board

There is an ENGG 2430A / ESTR 2002 discussion board on piazza. Please register and sign in using your CUHK email address.

Course Information

ESTR 2002 students

ESTR 2002 follows the same format as ENGG 2430A, but with additional readings and exercises, and a project to be presented in the second half of the semester. The exams and quizzes will be the same as in ENGG 2430A.

Projects can be done individually or with a partner. They will involve a short report and possibly an in-class presentation. The readings and exercises can be used as project leads, but you can feel free to choose your own topic in consultation with the course instructor or the TA.