Electrical Engineering

COMSATS Institute of
Department
Information Technology
February, 2018

Probability Methods in Engineering

Course code: EEE - 251 (3+0)

Prerequisites:
1. Calculus 1

Course Instructor: Dr. Chaudhry Arshad Mehmood

E-mail: chaudhry@ciit.net.pk
Office: Z-Block, Room 338

Course Catalog Description:

Introduction to statistics and statistical methods, frequency distribution and representation of data, probability
theory, conditional probability, law of total probability and Bays rule, random variables and random
processes, concept of discrete and continuous random variables, probability distribution/density functions
(Joint probability distributions, Uniform, Binomial, Poisson, Geometric, Uniform & Normal distribution,
Gamma, Exponential distributions), expectation, correlation, power spectrum, simple linear Regression and
fitting of curves, correlation study, applications of probability.
Textbook(s):
1) Probability and Stochastic Processes by Roy D. Yates and Goodman

Reference Books
1. Probability & Statistics for Engineers & Scientist by Walpole, Myers” 9th Edition.
2. Probability and Random Processes for electrical engineering by John A. Gubner.
3. Probability and Random Processes for electrical engineering by Alberto Garcia.

Course Learning Objective:

1. To introduce students to applications of probability theory in the engineering problems.

2. To learn fundamental concepts of probability theory such as conditional probability, laws
of probability, Bayes rule, law of total probability.
3. Understand random processes and formulate and solve real world problems in the form of
discrete and continuous random processes

Subject: Probability Methods in Engineering Spring - 2018

Course Learning Outcomes:

After the completion of course the students will be capable of:

1. Explain the various statistical/probability methods in engineering. (PLO1-C2)

2. Apply basic laws of probability to engineering domain problems. (PLO2-C3)
3. Differentiate the discrete/continuous random variables based on their distributions. (PLO2-C4)
4. Apply standard discrete/continuous distributions to solve probabilities related to engineering
problems. (PLO1-C3)
5. Apply the sampling concepts to analyze a sampling process and its outcomes using central
limit theorem. (PLO1-C3)

Learning Outcomes Assessment Plan:

Sr. # Course Learning Outcomes Assessment

1. 1, 2 Assignment No. 1
2. 1, 2 Quiz No. 1
3. 1, 2,3 Sessional No. 1
4. 3 Assignment No. 2
5. 3 Quiz No. 2
6. 3,4 Assignment No. 3
7. 3,4 Quiz No. 3
8. 3, 4 Sessional No. 2
9. 3,4 Assignment No. 4
10. 3,4 Quiz No. 4
11. 1, 2, 3, 4, 5 Terminal Examination

Course Learning Outcomes mapped to Standard Program Learning Outcomes:

PLOs
PLO 10

PLO 11

PLO 12
PLO 1

PLO 3

PLO 4

PLO 5

PLO 6

PLO 7

PLO 8

PLO 9

CLOs
CLO 1 C2

CLO 2 C3

CLO 3 C4

CLO 4 C3

CLO 5 C3

Subject: Probability Methods in Engineering Spring - 2018

 Assessment Plan:

Theory Quizzes(4) 15%

Homework assignments 10%
2 Sessional exams (in class, 60-80 minutes each, (10%+15%) 25%
Terminal exam (3 hours) 50%
Total (theory) 100%

Course Outline and Contents:

Week 1: Introduction and some motivating examples. Why do we need probabilistic

analysis in science and engineering? Definitions, scope and history; limitation
of classical and relative frequency based definitions. Basic terminology-
Population and Sample, Measures of Location: Mean, Median, Mode,
Measures of dispersion-sample range, standard deviation.
Week 2: Sets, sample space and events; Counting the elements in Sample Space;
Introducing Basic Concept of Probability, Axioms of Probability
Week 3: Laws of probability, independence, Joint and conditional probabilities,
examples.
Week 4: Total probability; Bayes’ rule and applications.
Week 5: Definition of random variables, continuous and discrete random variables,
cumulative distribution function (cdf) for discrete and continuous random
variables; probability mass function (pmf);
Week 6: Probability density functions (pdf) and properties, joint Probability
Distributions
Week 7: Conditional distributions, Statistical Independence
Week 8: Expected Value of Random Variables, Variance of Random Variables.
Week 9: Covariance and Correlation coefficient of random variables, Mean and
variances of linear combination of random variables, Chebyshev’s theorem.
Week 10: Discrete Random variable distributions; Binomial Distribution. Mean and
Variance. Applications to Problems.
Week 11: Negative binomial and Hyper geometric distributions. Applications to
Problems.
Week 12: Poisson and Geometric distributions. Applications to Problems.
Week 13: Continuous Distributions, Uniform Distribution, Normal distribution-
definition, properties; standard normal distribution. Application to Problems.
Week 14: Normal Approximation to Binomial, Exponential and Gamma Distributions.
Applications to Problems.
Week 15: Sampling, sampling distributions, Central Limit Theorem
Week 16: Linear Regression

Subject: Probability Methods in Engineering Spring - 2018