一、課程說明(Course Description)

Provide a fundamental understanding of probability theory and its applications, and build up a solid knowledge base for more advanced courses, including statistics, statistical inference, quality control, stochastic processes, reliability theory, queuing theory, sequential decision processes and Monte Carlo simulation.

二、指定用書(Text Books)

“A First Course in Probability” (8th edition) by Sheldon Ross, Pearson Education, Inc. International Edition (Prentice Hall), 2010 or Class Notes by the Instructor

三、參考書籍(References)

機率與推論統計原理, 桑慧敏著, first edition, McGraw Hill, 2007.

四、教學方式(Teaching Method)

Power point lecture notes or blackboard.

五、教學進度(Syllabus)

1. Role of Probability Theory in the field of Industrial Engineering
2. Concepts of Randomness, Relative Frequency, Time Average and Limit
3. Combinatorial Analysis
4. Set and Probability Space
5. Random Variable and Probability Measure
6. Conditional Probability, Independence, Mutually Exclusive Events
7. Discrete and continuous Probability Distributions
8. Joint Distributions
9. Expectations and Conditional Expectations
10. Limiting Distributions, Bounds and Approximations
11. Transformations and Generation Functions
12. Failure Rate and Hazard Functions (optional)
13. Random Number Generator (optional)


六、成績考核(Evaluation)

Quizzes, Home Work, Midterms, and Final

七、可連結之網頁位址