Probability for Electrical and Computer Engineers
Summer 2026
Week 1
- Memorial Day — no class
- lecture Logic and sets. Proof technique. Sigma-algebras. Probability axioms.
- homework Homework 1 released
- Test: Public Sample
- Test: Keep-Gated Sample
Week 2
- lecture Uncountability. Borel sigma-algebra. Independence. Total probability.
- homework Homework 2 released
- homework Homework 1 due
Week 3
- lecture Combinatorics. Limits of sequences and sets. Borel-Cantelli Lemma.
- homework Homework 3 released
- homework Homework 2 due
Week 4
- lecture Discrete probability and approximations. Poisson Theorem.
- homework Homework 4 released
- homework Homework 3 due
- Rescheduled — Juneteenth
Week 5
- lecture Random variables. Continuous densities. Bayes conjugate inference.
- homework Homework 5 released
- homework Homework 4 due
Week 6
- lecture Expectations and moments of random variables.
- homework Homework 6 released
- homework Homework 5 due
- lecture Covariance. Correlation. Uncertainty principles.
- homework Homework 7 released
- Rescheduled — Independence Day
Week 7
- lecture Stochastic convergence. Laws of large numbers.
- homework Homework 8 released
- homework Homework 6 due
- homework Homework 7 due
Week 8
- lecture Conditional expectations. S.I.T. technique. Maximum likelihood estimation.
- homework Homework 9 released
- homework Homework 8 due
Week 9
- lecture Transformed densities. Monte Carlo. Entropy and information. Mixtures.
- homework Homework 10 released
- homework Homework 9 due
Week 10
- lecture Central limit theorem. Confidence intervals. Queues.
- homework Homework 11 released
- homework Homework 10 due
Week 11
- lecture Discrete time Markov processes. Optimal estimation and least squares.
- homework Homework 12 released
- homework Homework 11 due
- homework Homework 12 due
Finals
- Final Exam — 12:00–14:30