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

• 13 May The median grade for the final exam is 24 (out of 50) for ENGG 2430 and 42 for ESTR 2002. You can find yours on CUHK blackboard. Please check also that your other grade records are correct and notify us immediately if there is a discrepancy.
• 2 May Here are solutions to the final exam.

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

• Homework 1 (out: Jan 9) | solutions | Quiz (Jan 21)
• Homework 2 (out: Jan 16) | solutions | Quiz (Jan 28)
• Homework 3 (out: Jan 23) | solutions | Quiz (Feb 11)
• Homework 4 (out: Jan 30) | solutions | Quiz (Feb 18)
• Homework 5 (out: Feb 13) | solutions
• Practice midterms 1 and 2 (out: Feb 20) | solutions
• Homework 6 (out: Mar 6) | solutions | Quiz (Mar 18)
• Homework 7 (out: Mar 13) | solutions | Quiz (Mar 25)
• Homework 8 (out: Mar 20) | solutions | Quiz (Apr 8)
• Homework 9 (out: Mar 27) | solutions | Quiz (Apr 15)
• Homework 10 (out: Apr 10) | solutions
• Practice Final 1 and 2 (out: Apr 20) | solutions

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

• Lecture times
  • ENGG 2430A and ESTR 2002: Mon 9.30 to 10.15 in T.Y. Wong Hall LT
  • ESTR 2002: Mon 1.30 to 2.15 in Lady Shaw Bldg LT2
  • ENGG 2430A and ESTR 2002: Wed 9.30 to 11.15 in Ho Tim Bldg B6
  
  
• Attendance The Faculty of Engineering requires that every student attends at least half the lectures. Attendance will be taken electronically via KEEPoll. Sick days will not be discounted (if you are on extended sick leave please contact me).
• Tutorials Tutorial attendance and participation will count towards your grade. You are required to attend the same tutorial section every week. The tutorial times are:
  • AT01 (Grace): Mon 10.30-11.15 in ERB 404
  • AT02 (Eric): Mon 10.30-11.15 in LSK 306
  • AT03 (Chris): Mon 10.30-11.15 in LSK 308
  • AT04 (Xiaojin): Mon 10.30-11.15 in Lai Chan Pui Ngong LT
  • ESTR 2002 (Shuai): Mon 10.30-11.15 in LSK 302
  
  
• Textbook The primary reference for this course is Introduction to Probability (2nd edition) by Bertsekas and Tsitsiklis, available in the campus bookstore. Notes will be provided for additional material.
• Grading Your grade will be determined from a final exam (50%), a midterm exam (25%), quizzes (12.5%), and tutorial participation (12.5%). You can verify the record of your grades on CUHK blackboard.

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.