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課程名稱 |
機率
Probability |
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開課學期 |
101-2 |
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授課對象 |
資訊工程學系 |
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授課教師 |
林守德 |
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課號 |
CSIE2121 |
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課程識別碼 |
902 25600 |
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班次 |
01 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
必帶 |
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上課時間 |
星期一6,7,8(13:20~16:20) |
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上課地點 |
資104 |
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備註 |
限學號單號 且 限本系所學生(含輔系、雙修生) 且 限學士班二年級以上
總人數上限：106人 |
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課程網頁 |
http://www.csie.ntu.edu.tw/~sdlin/Courses/probability13.htm |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
sample space and probability
random variables
transformations and related topics
The Bernoulli and Poisson processes
Markov chains
Limit theorems
Statistics
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課程目標 |
This course will give a mathematical introduction to Probability. It will also cover some basic topics and methods in Statistics. |
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課程要求 |
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預期每週課後學習時數 |
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Office Hours |
另約時間 |
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指定閱讀 |
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參考書目 |
教科書
Introduction to probability, by Dimitri P. Bertsekas and John N. Tsitsiklis,June 2002
參考書目：Ａ?Ｃ
(A) Drake, A. Fundamentals of Applied Probability Theory. New York, NY: McGraw-Hill, 1988. ISBN: 0070178151.
See Drake’s book in
http://ocw.mit.edu/OcwWeb/Electrical-Engineering-and-Computer-Science/6-041Spring-2005/RelatedResources/index.htm
http://ocw.mit.edu/NR/rdonlyres/Electrical-Engineering-and-Computer-Science/6-041Spring-2005/74915D76-1855-4E63-97C9-CD914B64941A/0/drake_toc.pdf
MIT Open Courseware http://ocw.mit.edu/OcwWeb/web/home/home/index.htm
(B) Spring 2006
http://ocw.mit.edu/OcwWeb/Electrical-Engineering-and-Computer-Science/6-041Spring-2006/CourseHome/index.htm
(C) Spring 2005
http://ocw.mit.edu/OcwWeb/Electrical-Engineering-and-Computer-Science/6-041Spring-2005/CourseHome/index.htm |
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評量方式
(僅供參考) |
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週次 |
日期 |
單元主題 |
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第1週 |
02/18 |
Course introduction |
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第2週 |
02/25 |
Axiom Probability, Condional Probability, Independence, Baye's Rule |
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第3週 |
03/04 |
Random variables, mean and variance |
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第4週 |
03/11 |
discrete prob distribution |
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第5週 |
03/18 |
continuous prob distribution |
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第7週 |
04/01 |
Correlation Coefficient, Multivariate distribution |
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第8週 |
04/08 |
Conditional distributions, correlation, independency |
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第10週 |
04/22 |
Central Limit Theorem, Law of large number |
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第11週 |
04/29 |
Chebyshev's inequality |
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第13週 |
05/13 |
Confidence Interval |
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第14週 |
05/20 |
Point Estimation & Chi-square fit |
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第15週 |
05/27 |
Information Theory |
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第16週 |
06/03 |
Prob for Data Mining and Machine Learning |
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第17週 |
06/10 |
Life and Probability |
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