一、課程說明(Course Description)

This course is an introduction to the elementary probability theory and its
applications.

二、指定用書(Text Books)

S. Ghahramani, "Fundamentals of Probability with Stochastic Processes,"
4th ed., Boca Raton, FL: CRC Press, Taylor &R03; Francis Group, 2018.

三、參考書籍(References)

1. S. Ross, "A First Course in Probability," 6th ed. Upper Saddle River, NJ:
Prentice Hall, 2002.

2. A. Papoulis, "Probability and Statistics." Englewood Cliffs, NJ:
Prentice-Hall, 1990.

3. P. G. Hoel, S. C. Port, and C. J. Stone, "Introduction to Probability
Theory." Boston, MA: Houghton Mifflin, 1971.

4. A. Papoulis and S. U. Pillai, "Probability, Random Variables and
Stochastic Processes," 4th ed. New York, NY: McGraw-Hill, 2002.

5. W. Feller, "An Introduction to Probability Theory and Its Application,"
vol. I & vol. II. New York, NY: Wiley, 1968.



四、教學方式(Teaching Method)

Lectures & Presentations.


五、教學進度(Syllabus)

1. Axioms of Probability

2. Combinatorial Methods

3. Conditional Probability and Independence

4. Distribution Functions and Discrete Random Variables

5. Special Discrete Distributions

6. Continuous Random Variables

7. Special Continuous Distributions

8. Bivariate Distributions

9. Multivariate Distributions

10. More Expectations and Variances

11. Sums of Independent Random Variables and Limit Theorems

12. Stochastic Processes

六、成績考核(Evaluation)

Your grade (100%) = Homework (10%) + Exams (50%) + Presentations (40%)


七、可連結之網頁位址
Jay Cheng's website: http://www.ee.nthu.edu.tw/jcheng/