(Fri, Feb 03) Midterm #1 statistics: mean = 45, median = 48, std = 12, max = 60, min = 1 (histogram).
Random variables, probability distributions and densities, characteristic functions. Convergence in probability and in quadratic mean, Stochastic processes, stationarity. Processes with orthogonal and independent increments. Power spectrum and power spectral density.
Undergraduate probability. Working knowledge of mathematics. These prerequisites should be taken very seriously.
Weekly exercises: These problems will be normally assigned each Wednesday. We do not collect your solutions for grading, but you are strongly recommended to work on the problems yourself to consolidate the course material.
Midterm exams: First in-class midterm on Wednesday, February 1; second in-class midterm on Wednesday, March 1; open book/notes.
Final exam: Wednesday, March 22, 8–11 am, location: TBA; open book/notes.
Grading: Final grades will be determined by a fair classification algorithm explained in class.
MWF 9:00–9:50 am
Cognitive Science Building 002
M 3:00–3:50 pm
Pepper Canyon Hall 122
Make-up lectures and exam reviews
Office hours: F 10–11 am, Atkinson Hall 4103
Office hours: Th 12–1 pm, Jacos Hall 4506
Office hours: T 2–3 pm, Jacobs Hall 3311