DEPARTMENT OF ELECTRICAL AND ELECTRONICS ENGINEERING

EEE 25: Probability and Statistics for Electrical and Electronics Engineers
3 units

Prerequisite: ​ ​Math 55  

 
Course Description: ​Review of descriptive statistics; combinatorial probability; single and
bivariate random variables; expectation; sum of two independent random variables; introduction
to estimation; introduction to random processes.
 
Goals:  
● Describe and analyze a stochastic experiment, its outcomes, and its events using set theory
● Calculate the probabilities of events using combinatorics
● Model a non-deterministic quantity as a random variable, and calculate the probability that it lies
within a given range
● Find expectations of simple functions of one or more random variables
● Solve problems involving functions of a random variable and those involving the sum of
independent random variables
● Use estimators to estimate an unknown parameter used in a probability model, where the estimate
is either a point or an interval
● Understand the concepts of random processes, autocorrelation, wide-sense stationarity, and
ergodicity
 
Objectives:   
1. Given the true value of the quantity to be measured, determine which set of measurements is
more precise and which is more accurate.
2. Identify the number of significant figures in a measurement.
3. Round off a measurement to a given number of significant figures.
4. Calculate the mean, median, and mode of sample data.
5. Calculate the range, variance, and standard deviation of sample data.
6. Describe and analyze sets using the following concepts: element of a set, countable and
uncountable sets, finite and infinite sets, empty sets, universal set, subset, proper subset, disjoint
sets, union and intersection of sets, complement of a subset.
7. Describe stochastic experiments, outcomes, sample spaces, events, elementary events, and
compound events using set notation.
8. Identify a sample space or an event as either discrete or continuous.
9. Use the definitions (frequentist, subjectivist) and the axioms of probability to calculate the
probabilities of simple events.
10. Use basic combinatorics to calculate the number of outcomes of a given event, and use this to
calculate probabilities.
11. Obtain measures of central tendency and variability of a random variable by using expectations of
a function of the random variable.
12. Use Baye’s theorem to update probabilities.
13. Calculate the probabilities of the union and intersection of events.
14. Model a non-deterministic quantity as a random variable using a probability density function (pdf)
and a cumulative distribution function (cdf).
15. Calculate probabilities involving a Gaussian random variable using a table of cdf values of a
normalized Gaussian random variable.
16. Given a random variable’s pdf or cdf, obtain the pdf and cdf of a function of that random variable.
17. Calculate probabilities of a random variable given its cdf and pdf.
18. Model two random quantities as bivariate random variables using a joint point and a joint cdf.

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 19. Calculate expectation of bivariate random variables.
20. Obtain the cdf or pdf of a sum of two independent random variables given the pdf or cdf of each.
21. Use the central limit theorem to solve problems involving the sum of independent, identically
distributed random variables.
22. Describe a random process with its pdf, cdf, expectations, or as a function of a random variable.
23. Determine if a random process is wide-sense stationary or not.
24. Derive the autocorrelation function of a random process.
25. Use the maximum likelihood technique to estimate an unknown parameter of a known form of pdf.
26. Analyze collected data to test for hypothesis and/or describe trends.
 
Part 1 Class Schedule (1 hour per meeting, twice a week) 

Week Content

1 Errors in measurement, descriptive statistics, frequency distribution, set theory,

Stochastic experiments, events, probability definitions and axioms, independence
2 Combinatorics and counting problems. Expectations. Discrete random variables, CDF
and PMF functions
3 Variance, joint densities, multiple discrete RVs, Conditional probability, Bayes
Theorem and Total probability
4-5 Conditional PMF, conditional expectation and independence. Continuous RV,
Gaussian PDF, conditioned RV and mixed RV
First Long Exam: September 29, 2018 (9 – 12nn)
6 Examples of common RV, white noise and spectral domain characteristics, Bivariate
RV, joint PDF and joint CDF
7 Derived distributions and marginal densities, Sum of two RVs
8 Central Limit Theorem, The Law of Large Numbers and Limit Theorem
9 General Random Variables, Wide-Sense stationarity, Ergodicity, Autocorrelation
functions, Bernoulli processes
10-11 Poisson process and Discrete Markov process, Properties of Discrete Random
Process
Second Long Exam: November 3, 2018 (9 – 12nn)
12 Point and Interval Estimation, Classical Inference, Maximum Likelihood Estimation
13 Bayesian Inference, Hypothesis Testing
14 Data Classification and GMM approach, Data Regression
15-16 Linear regression and ANOVA, Model diagnostics
Third Long Exam: December 1, 2018 (9 – 12nn)

Comprehensive Exam: December 8, 2018 (9 – 12nn)

(for those with missed exams only)

 
 
Part 2 Class Schedule (1 hour per meeting, once a week) 

Meeting Content

Probability Theory and Applications

1 Problems on errors in measurement, descriptive statistics, frequency distribution, and
set theory
2 Problems on combinatorics and probabilities

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 3 Problems on discrete random variables and Bayes Theorem
4 Problems on Gaussian random variables
5 Problems on conditioned and mixed RVs
6 Problems on bivariate RVs
7 Problems on derived distributions and sum of independent RVs
Random Processes and Applications
8 Problems on random processes and central limit theorem
9 Problems on Bernoulli processes and Poisson processes
10 Problems on Discrete Markov Processes
11 Problems on Autocorrelation and WSS processes
Statistical Inference and Applications
12 Problems on Estimation and Classical Inference
13 Problems on MLE and Bayesian Inference
14 Problems on Data Regression and Classification
15 Problems on Linear Regression
16 Problems on ANOVA

Policy and Grade Distribution: 

 
● Your grade will be computed using the UP grading scale and the following grade distribution:

60 % Three Long Exams

15 % Part 2 Grade
15 % Problem Sets
10 % Homework and surprise quiz

● Attendance in the Part 1 class will not be checked, but there will be surprise quizzes. Quizzes in
the Part 1 class will be unannounced and absence during the time the quiz is given will mean a
zero for that quiz.
● Homework will be given every week and submitted next class meeting during the lecture class
● Long exams are scheduled on Saturdays 9AM-12NN (see the class schedule for details).
Students arriving late will not be given extra time for the exam, and will still be required to submit
their papers by 12NN. Students arriving 45 minutes after the start of an exam will no longer be
allowed to take the exam. Those with conflicts will be allowed to take an earlier exam from 7AM –
10AM
● Students are required to submit answer sheets (different colors for each problem), the week before
the exam (Friday 12NN).
● Complaints regarding the grading of an exams must be made at most a week after the exam
papers are returned. Corrections after such time will no longer be entertained.
● Those with missed exams may take a comprehensive exam on December 8, 9-12 NN provided
o Absence during the exam is excused
o He/she submits an excuse slip (from the college) either to the part 1 or part 2 instructor at
most a week after he/she resumes attending classes
● The comprehensive exam will be used to substitute for the missed exam only. Only one (1)
missed exam is allowed. The next missed exam/s, whether excused or unexcused, will
automatically be zero.
● Students are required to use the UVLe facility to check for announcements, get a copy of the
problem sets and for other matters regarding the course.
 
Instructors: 
 
Rhandley D. Cajote, Ph.D. 
DEEE 412, 9818500 loc 3373, ​rhandley.cajote@eee.upd.edu.ph
Consultation Hours: ​WF 3 – 5 PM, TH: 2:30 – 5:30pm

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 Anastacia B. Alvarez 
DEEE 409, 9818500 loc 3380, ​anastacia.alvarez@eee.upd.edu.ph
Consultation Hours: ​MH 1 – 4 PM; WF 9 – 11 AM

Adrian Vidal 
DEEE 312, 9818500 loc 3343, ​adrian.vidal@eee.upd.edu.ph
Consultation Hours: ​WF 10 AM - 3:00 PM

Darvy Ong 
DEEE 209, 9818500 loc 3323, ​darvy.ong@eee.upd.edu.ph
Consultation Hours: ​T 10 AM – 12 PM, TH 1 – 5 PM

Carl Timothy Tolentino

DEEE 412, 9818500 loc 3373, ​carl.timothy.tolentino@eee.upd.edu.ph
Consultation Hours: ​WH 10 AM – 12 PM, W 1 - 5 PM
 
   
References: 
● R.H. Williams. E​ lectrical Engineering Probability.​ St. Paul: West Publishing Company, 1991.
● P. Peebles Jr. ​Probability, Random Variables, and Random Signal Principles. 3 ​ rd​
​ ed. Singapore:
McGraw-Hill, 1993.
● Walpole, Myers, Ye, ​Probability and Statistics for Engineers and Scientists​, 9​th​ ed., Prentice Hall
2010
● J. Devore, Probability and Statistics for Engineering and the Sciences. 8th ed., Australia:
Brooks/Cole, Cengage Learning, 2012.
● Y. Viniotis. ​Probability and Random Processes for Electrical Engineers. ​Singapore: McGraw-Hill,
1998.
● Steven M. Kay, “Intuitive Probability and Random Processes Using Matlab”, Springer 2006
● D. Bertsekas, John N. Tsitsiklis, “Introduction to Probability”, MIT 2002

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