Probability and Statistics in Computer Science and Software Engineering ... [KT]
Probability and Statistics with Reliability, Queuing, and Computer Science ...
CS/SE/STAT 3341
Fall 2013
Probability and Statistics in Computer Science and Software Engineering Section 001 TuTh 1130 - 1245 p.m. in GR 2.530 Instructor: Dr. Pankaj Choudhary Office: FO 2.408-B Phone: (972) UTD-4436 E-mail:
[email protected] Office hours: TuTh 100 – 200 pm or by appointment 30
Jiayi Wu (FO 1.210, Tuesday 3
30
–5
Section 501 MoWd 530 - 645 p.m. in GR 4.428 Instructor: Dr. Michael Baron Office: FO 2.602-E Phone: (972) UTD-6874 E-mail:
[email protected] Office hours: MoWd 415 – 515 pm or by appointment
Teaching Assistants pm) and Marzana Chowdhury (FO 1.210, Monday 1200 – 200 pm)
Internet : http://www.utdallas.edu/∼mbaron/3341/Fall13/ — links, summary lecture notes, solutions to quizzes and exams (after you submit them!), computer codes, and other info. https://elearning.utdallas.edu/ — grades; also discussions and chat with your classmates. Use your campus password to log in. Lecture notes for Section-001 are also available here. euler.utdallas.edu/webwork2 (on campus only) - homework assignments. To connect from an off-campus location, go to utdvpn.utdallas.edu, use your UTD netid and password, and then enter http://euler.utdallas.edu/webwork2 in the upper right corner. Textbooks : [KT] Probability and Statistics with Reliability, Queuing, and Computer Science Applications, by K. Trivedi, John Wiley and Sons, New York, second edition (2002), ISBN 0471333417 [MB] Probability and Statistics for Computer Scientists, by M. Baron, CRC Press (2007) or second edition (2013), ISBN 1584886412 or 1439875901 [HK] Concepts in Probability and Stochastic Modeling, by J. J. Higgins and S. Keller-McNulty, Wadsworth Publishing House (1995), ISBN 0534231365 [JD] Probability and Statistics for Engineering and the Sciences, seventh edition (2008) or eighth edition (2011), by J. L. Devore, Duxbury, ISBN 0495557447 or 0538733527 These texts overlap a lot, so you don’t need to buy all of them. Having at least one of these texts will surely help - for the concise exposition of theory and methods, detailed worked-out examples, and additional exercises. When choosing the textbook, notice that... [KT] covers all the topics of our course and additional material on Markov chains, queuing theory, and regression. It is written at a slightly higher mathematical level and does not contain too many exercises. It has been recently used for this course. [MB] covers all the topics of our course at the junior/senior level and has additional material on computer simulations and Statistics. It has many examples and exercises in each chapter. [HK] covers all the topics except Statistics at the junior/senior level. Has some good examples and exercises in each chapter. It has been used for this course in the past. [JD] covers all the topics except Stochastic processes, Markov chains, and queuing theory at the junior/senior level. It has many examples and exercises in each chapter and contains additional material on statistical inference, regression, and analysis of variance. All four textbooks are written as the first course in Probability and Statistics and assume your knowledge and working skills of Calculus I.
Grading :
Homework, weekly, assigned on WeBWork Ten ten-minute quizzes, weekly
= 10% = 25%
(the lowest of quizzes 1-5 and the lowest of quizzes 6-10 will be dropped)
Midterm Exam on October 9-10, during class Final exam on December 16-19, the dates to be posted by UTD 97 − 100 % = A+
93 13 − 97
= 25% = 40%
% = A 90 − 93 13 % = A−
86 23 − 90 % = B+ 83 13 − 86 23 % = B 80 − 83 13 % = B− 76 32 − 80 % = C+ 73 13 − 76 23 % = C 70 − 73 13 % = C− 66 23 − 70 % = D+ 60 − 66 23 % = D 55 − 60 % = D− Incomplete grade is possible only in the case of a documented serious medical emergency near the end of semester, with ≥ 70% of work completed at an on-going passing grade. Rules : Exams and quizzes are closed-book (occasionally, we may provide a cheat-sheet). No electronic devices during lectures, exams, and quizzes. No use of laptops, iPods, iPads, telephones, and playstations. For any exception from this rule, ask your instructor for permission. Calculators are allowed, but not for graphing or matrix computations. Any simple calculator is absolutely sufficient. On quizzes and exams, show your work. We grade your solutions, not your answers. Therefore, no work - no credit. No late exams or quizzes. However, it may be possible to take an exam or quiz early, for a good reason, for example, a business trip. So, plan ahead. Homework will be assigned every week on-line via WeBWork. Each assignment will consist of practice exercises, with full solutions, and several problems for the on-line submission. Tips : A steady effort to work out all the assigned homework problems is your best chance to succeed in this course. Believe us or ask the former students of this course! So, get good practice by solving the practice exercises, then submit the required problems for a grade. Every week, complete your homework before the quiz, so you will be better prepared for it (and you have to do the homework anyway). Do not procrastinate till the last hour - what if the internet suddenly fails? For each exam/quiz, review all the new concepts, methods, formulae, etc. Try to understand the methods rather than to memorize them. Be sure to have the required Calculus skills for each exam and quiz. If your Calculus skills are rusty, check the course schedule and the table of Calculus skills below and review the needed chapters of your Calculus book or your Calculus lecture notes. This is not a formality - basic Calculus skills will actually be used in this course. Attend the lectures. Arrive on time and participate. Keep neatly organized lecture notes and other course materials for your easy and convenient use. {
Jiayi Wu (FO 1.210, Tuesday 330 – 530 pm) Marzana Chowdhury (FO 1.210, Monday 1200 – 200 pm) 2. Math Lab (Calculus, Probability). - http://www.utdallas.edu/studentsuccess/mathlab/ 3. Calculus video reviews - http://online.math.uh.edu/HoustonACT/videocalculus/ 4. Feel free to attend, additionally, the other section of this course for extra review.
Extra help : 1. Teaching Assistants:
Course Schedule DATES Aug 26 - Sep 5 Sep 2 Sep 9-12 Sep 16-19
Sep 23-26 Sep 30 - Oct 3 Oct 7-8 Oct 9-10 Oct 14-17 Oct 21-24 Oct 28-31 Nov 4-7
Nov 11-14 Nov 18-21 Nov 25-30 Dec 2-9 Dec 10-11 Dec 16-19
TOPICS Introduction. Events and outcomes. Probability rules. No class: Labor Day. Conditional probability. Independence. Bayes’ Rule. Law of Total Probability. Random variables and random vectors. Joint and marginal distributions. Expectation and variance. Discrete distributions: Bernoulli, Binomial, Geometric, and Poisson. Continuous distributions and densities: Uniform, Exponential, Gamma, Normal Review. Preparation for the Midterm Exam. The Midterm Exam. Grades due Oct 18. Central Limit Theorem and Normal approximations. Stochastic processes: concepts and classifications. Bernoulli process. Poisson process. Markov chains. Transition probabilities. Steady-state distribution. Discrete-time queuing systems. Bernoulli single-server queuing process. Limited and unlimited capacity. Continuous-time queuing processes. M/M/1 system and its steady state. Statistical inference. Parameter estimation. No classes: Fall Break and Thanksgiving. Confidence intervals and hypothesis testing. Review. Preparation for the Final Exam. The Final Exam. Grades are due Dec 21.
CHAPTERS in BOOKS [KT] [MB] [HK] 1.1-1.7, 1.1-1.2, 1, 2.1-2.2 1.10 1.6
[JD] 2.1-2.2, 2.5 2.4, 2.5 3.1-3.2 5.1 3.3
1.9-1.11
2.4
1.5-1.6
2.1-2.4 2.8-2.9 4.1-4.3
3.1 3.2 3.3.1-3.3.4
2.5
3.4
3.1, 3.2 3.4
4.1 4.2
1–4
1–4
2.1-2.2 2.2 2.3-2.4 3.1-3.2, 3.5 5.1-5.2 6.1-6.3 1-3 5-6, 8.2
4.7
4.3
6.1-6.2 6.3-6.4 7.1-7.2 7.3 7.7, 9
6.1 6.3 6.2 6.2.3 7.1 7.3
7.7, 9
7.4
7.5
10.1-10.2
8.1, 9.1
–
– – – – – – – – – 5.3, 6
10.3
9.2-9.4
6-10 (1-10)
6-9 (2-9)
– 4, 7, 8.2 (1-7, 8.2)
7, 8 6-9 (2-9)
8.2 7.1-7.3 4.1-4.3 4.6 7.4
Quiz Schedule Quiz Day Quiz Day Quiz Day Quiz Day #1 Sep 11-12 #3 Sep 25-26 #6 Oct 30-31 #9 Nov 20-21 #2 Sep 18-19 #4 Oct 2-3 #7 Nov 6-7 #10 Dec 4-5 #5 Oct 23-24 #8 Nov 13-14
3.4-3.6 4.1-4.2 4.3-4.4 2.5 5.4
Required Calculus and Algebra Skills Concepts and skills When needed Factorial(*) Binomial distribution Sigma-notation Probability Rules Geometric series Geometric distribution Derivatives and integrals Continuous distributions Integration of polynomial ””” and exponential functions ””” Integration by substitution ””” Integration by parts Gamma distribution Gamma function and ””” related integrals(*) ””” Matrices(*)
Markov chains
Limit
Markov chains
Examples compute 5!, simplify and compute 35!/33! ∑ compute 10 k2 ∑k=1 j ∑∞ j compute ∞ j=3 3(0.2) , j=3 j(0.2) ∫ 2 x t /2 d d (1 − e−3x ), dx dt 0 e dx ∫b 2 x find 0 (x + 2 )dx; compute the area under the graph of x2 between x = −1 and x = 2 ∫ 2 5x3 ∫ 1 5x e dx, x e dx 0 ∫ 2 x x e dx ∫ compute Γ(4), 0∞ x8 ex/5 dx, simplify Γ(n + k)/Γ(n) for k, n > 0 0 .75 .25 .7 .2 .1 0 .1 Let A = .9 , B = .3 .4 .3 . .8 .2 0 .1 .3 .6 3 compute A + B, A − B, AB, A . compute limx→∞ sin(πx) , limx→0 sin(πx) x x
(*) This material will be presented and discussed in class.
Incomplete Grade Policy As per university policy, incomplete grades will be granted only for work unavoidably missed at the semester’s end and only if 70% of the course work has been completed. An incomplete grade must be resolved within eight (8) weeks from the first day of the subsequent long semester. If the required work to complete the course and to remove the incomplete grade is not submitted by the specified deadline, the incomplete grade is changed automatically to a grade of F. Withdrawal from Class The administration of this institution has set deadlines for withdrawal of any college-level courses. These dates and times are published in that semester’s course catalog. Administration procedures must be followed. It is the student’s responsibility to handle withdrawal requirements from any class. In other words, I cannot drop or withdraw any student. You must do the proper paperwork to ensure that you will not receive a final grade of ”F” in a course if you choose not to attend the class once you are enrolled. Student Learning Objectives/Outcomes Students will learn fundamental rules of Probability, discrete and continuous distributions, and statistical methods most commonly used in Computer Science and Software Engineering. They will be introduced to stochastic processes, Markov chains, statistical inference, and Monte Carlo methods and will apply the theory and methods to the evaluation of queuing systems and computation of their vital characteristics.
Homework Instructions (WeBWork) Homework is assigned on WeBWork every week, and it is submitted via the same site. Each homework assignment consists of two parts: 1. Practice exercises with complete solutions. 2. Required exercises that you solve and submit after getting enough training with practice exercises. Firefox and Chrome are known to be good browsers for WeBWork. To obtain your username and password, go to our eLearning course on https://elearning.utdallas.edu/ and click ”My Grades” on the left side. Your username is listed next to the word ”WeBWork Username.” You will use this for both your WeBWork username AND initial password. To access WeBWork on campus: 1. Click http://euler.utdallas.edu/webwork2 or go to the eLearning course homepage and click ”WeBWork access (On-campus)” 2. Click the course ”A-CS3341-FALL2013”. 3. Enter the username and password you obtained from eLearning under ”My Grades”. To access the WeBWork site off-campus: 1. Click https://utdvpn.utdallas.edu/ or go to the eLearning course homepage and click ”WeBWork access (Off-campus)”. 2. Enter your regular UTD username (NetID) and password. 3. In the blank at the top right corner, next to ”browse”, type http://euler.utdallas.edu/webwork2 4. Click ”browse”. 5. Click the course ”A-CS3341-FALL2013” 6) Enter the username and password you obtained from eLearning under ”My Grades”. On the WeBWork course homepage, at the top, you will see links to the homework assignments, along with their due dates. When entering answers to problems in WeBWork, if an answer is a number or an expression, plain text must be used. If decimal answers are requested, it is safe to enter your answer accurate to 4 significant digits; for example, if your calculator has 0.0046075555555, in WeBWork, you would enter 0.004608. Also, there are multiple choice problems where you only need to click the check box next to the correct answer. Before submitting your answer, you can click the ”Preview Answers” button to double-check that what you have entered is what you intended. Once the answer is submitted, it cannot be changed, and one attempt is already used. Note that only one attempt may be allowed for some answers (e.g., multiple choice), and more than one attempt may be allowed for other answers. The number of attempts will be indicated on each problem.
Catalogue Course Description Axiomatic probability theory, independence, conditional probability. Discrete and continuous random variables, special distributions of importance to CS/SE and expectation. Simulation of random variables and Monte Carlo methods. Central limit theorem. Basic statistical inference, parameter estimation, hypothesis testing, and linear regression. Introduction to stochastic processes. Illustrative examples and simulation exercises from queuing, reliability, and other CS/SE applications. Students cannot get credit for both CS/SE 3341 and ENGR 3341. (Same as SE 3341) (3 semester hours) (3-0) Prerequisites: Prerequisites: MATH 1326 or MATH 2414 or MATH 2419, and CE/CS/TE 2305. Student Conduct & Discipline The University of Texas System and The University of Texas at Dallas have rules and regulations for the orderly and efficient conduct of their business. It is the responsibility of each student and each student organization to be knowledgeable about the rules and regulations which govern student conduct and activities. General information on student conduct and discipline is contained in the UTD publication, A to Z Guide, which is provided to all registered students each academic year. The University of Texas at Dallas administers student discipline within the procedures of recognized and established due process. Procedures are defined and described in the Rules and Regulations, Board of Regents, The University of Texas System, Part 1, Chapter VI, Section 3, and in Title V, Rules on Student Services and Activities of the university’s Handbook of Operating Procedures. Copies of these rules and regulations are available to students in the Office of the Dean of Students, where staff members are available to assist students in interpreting the rules and regulations (SU 1.602, 972/883-6391). A student at the university neither loses the rights nor escapes the responsibilities of citizenship. He or she is expected to obey federal, state, and local laws as well as the Regents’ Rules, university regulations, and administrative rules. Students are subject to discipline for violating the standards of conduct whether such conduct takes place on or off campus, or whether civil or criminal penalties are also imposed for such conduct. Academic Integrity The faculty expects from its students a high level of responsibility and academic honesty. Because the value of an academic degree depends upon the absolute integrity of the work done by the student for that degree, it is imperative that a student demonstrate a high standard of individual honor in his or her scholastic work. Scholastic dishonesty includes, but is not limited to, statements, acts or omissions related to applications for enrollment or the award of a degree, and/or the submission as one’s own work or material that is not one’s own. As a general rule, scholastic dishonesty involves one of the following acts: cheating, plagiarism, collusion and/or falsifying academic records. Students suspected of academic dishonesty are subject to disciplinary proceedings. Plagiarism, especially from the web, from portions of papers for other classes, and from any other source is unacceptable and will be dealt with under the university’s policy on plagiarism (see general catalog for details). This course will use the resources of turnitin.com, which searches the web for possible plagiarism and is over 90% effective.
Email Use The University of Texas at Dallas recognizes the value and efficiency of communication between faculty/staff and students through electronic mail. At the same time, email raises some issues concerning security and the identity of each individual in an email exchange. The university encourages all official student email correspondence be sent only to a student’s U.T. Dallas email address and that faculty and staff consider email from students official only if it originates from a UTD student account. This allows the university to maintain a high degree of confidence in the identity of all individual corresponding and the security of the transmitted information. UTD furnishes each student with a free email account that is to be used in all communication with university personnel. The Department of Information Resources at U.T. Dallas provides a method for students to have their U.T. Dallas mail forwarded to other accounts. Student Grievance Procedures Procedures for student grievances are found in Title V, Rules on Student Services and Activities, of the university’s Handbook of Operating Procedures. In attempting to resolve any student grievance regarding grades, evaluations, or other fulfillments of academic responsibility, it is the obligation of the student first to make a serious effort to resolve the matter with the instructor, supervisor, administrator, or committee with whom the grievance originates (hereafter called ”the respondent”). Individual faculty members retain primary responsibility for assigning grades and evaluations. If the matter cannot be resolved at that level, the grievance must be submitted in writing to the respondent with a copy of the respondent’s School Dean. If the matter is not resolved by the written response provided by the respondent, the student may submit a written appeal to the School Dean. If the grievance is not resolved by the School Dean’s decision, the student may make a written appeal to the Dean of Graduate or Undergraduate Education, and the deal will appoint and convene an Academic Appeals Panel. The decision of the Academic Appeals Panel is final. The results of the academic appeals process will be distributed to all involved parties. Copies of these rules and regulations are available to students in the Office of the Dean of Students, where staff members are available to assist students in interpreting the rules and regulations. Office of Student AccessAbility Academic accommodations for each student are determined by the Office of Student AccessAbility on an individual basis, with input from qualified professionals. Accommodations are intended to level the playing field for students with disabilities, while maintaining the academic integrity and standards set by the University. The contact information for the Office of Student AccessAbility is: 972-883-2098 (Office), 972883-6561 (Fax),
[email protected], http://www.utdallas.edu/studentaccess/.
Religious Holy Days The University of Texas at Dallas will excuse a student from class or other required activities for the travel to and observance of a religious holy day for a religion whose places of worship are exempt from property tax under Section 11.20, Tax Code, Texas Code Annotated. The student is encouraged to notify the instructor or activity sponsor as soon as possible regarding the absence, preferably in advance of the assignment. The student, so excused, will be allowed to take the exam or complete the assignment within a reasonable time after the absence: a period equal to the length of the absence, up to a maximum of one week. A student who notifies the instructor and completes any missed exam or assignment may not be penalized for the absence. A student who fails to complete the exam or assignment within the prescribed period may receive a failing grade for that exam or assignment. If a student or an instructor disagrees about the nature of the absence [i.e., for the purpose of observing a religious holy day] or if there is similar disagreement about whether the student has been given a reasonable time to complete any missed assignments or examinations, either the student or the instructor may request a ruling from the chief executive officer of the institution, or his or her designee. The chief executive officer or designee must take into account the legislative intent of TEC 51.911(b), and the student and instructor will abide by the decision of the chief executive officer or designee. For the complete set of UT Dallas Syllabus Policies and Procedures, see http://coursebook.utdallas.edu/syllabus-policies/.
