ECES 521: Probability and Random Variables
Fall AY 2013-2014

Course Staff

Instructor: John MacLaren Walsh, Ph.D. Office Hours: Thursday & Friday 10:00AM – 11:00AM. Office: Bossone 203. Office Phone: 215-895-2360. Email: include ECES521 in the subject line of all course related emails.

Teaching Assistant: Yunshu Liu. Office Hours: Tuesday 1pm–3pm and by appointment. Office: Bossone 604. Email:

Course Meeting Time & Location

Wednesdays from 6:00PM-8:50PM in Randell Hall 327.

Course Website

The course has a website You will need to check it periodically to obtain homework assignments throughout the quarter. We will attempt to also use the BBLearn system to deliver information regarding the course, including homework and exam grades as they are calculated, as well as the same information posted at the website above. However, emails should not be sent through this system, but rather directly to the instructor/TA at the email address above.

Exam Policy

There will be three midterm exams during the second half of lecture. The exams will each be cumulative, and consist of problems to be solved that are similar to or extensions of homework problems. The exams will be closed book and closed notes. You may bring one 8.5 × 11 inch page with notes on the front and the back to the exam. This must be prepared entirely by you, and sharing these sheets are grounds for failure of the exam. The note sheet must be submitted along with the exam. Exams may not be rescheduled.

Homework Policy

Homework should be neat and legible. Homework should be stapled before arriving at class, the first page should contain your name, and the order of the work should follow the order of problems as assigned. Number the problems clearly, and indicate the final answer clearly.

Course Grading Policy

There will be three midterm exams, a final exam, all cumulative, and nine homeworks. The lowest midterm exam grade will be dropped. The homework will be graded, with some problems inspected only for completeness, while other problems inspected in detail. The lowest two homework grades will be dropped. The final grade score will consist of 20% homework (best seven of nine), 30% in class exams (best two of three) 50%, final exam 30%.

The course letter grade will be assigned based on the final numerical grade via the following table.

90 94A-

87 89B+
83 86B
80 82B-

77 79C+
73 76C
70 72C-

65 69D+
60 64D

0 59F

At my discretion, I may curve course grades up (but not down). When I do curve, I assign the highest cluster of grades A, the next highest cluster B, and then C or lower for the remainder. It is impossible for me to answer the question ‘what grade will I get” at the week 6 withdraw deadline (11/2), please do not ask me this.


The following text is required for all students participating in the course.

Other excellent reference texts, which are not required, but may be helpful as reading alternatives include:

Course Description

Probability concepts. Single and multiple random variables. Functions of random variables. Moments and characteristic functions. Random number and hypothesis testing. Maximum likelihood estimation.

Course Outcomes

  1. Understanding of probabilistic models, conditional probability, total probability theorem, Bayes’ rule, and independence.
  2. Understanding of discrete random variables including probability mass functions, functions of random variables, expectation and variance, and multiple random variables.
  3. Understanding of continuous random variables including probability density functions, cumulative distribution functions, and normal random variables.
  4. Understanding of derived distributions, covariance and correlation, conditional expectation and variance, and sums of random variables.

Calendar of Key Course Events

DayDate Lecture Book Exam Due Assigned

Wed9/25 Lecture 1 1.1–1.7 HW 1
Wed10/2 Lecture 2 Exam 1HW 1HW 2
Sun 10/6 Add/Drop Deadline
Wed10/9 Lecture 3 2.1 – 2.4 HW 2HW 3
Wed10/16Lecture 4 2.5 – 2.8 HW 3HW 4
Wed10/23Lecture 5 Exam 2HW 4HW 5
Wed10/30Lecture 6 3.1 – 3.3 HW 5HW 6
Wed 11/6 Lecture 7 3.4 – 3.7 HW 6HW 7
Fri 11/8 Withdraw Deadline
Wed 11/13Lecture 8 4.1 – 4.3Exam 3HW 7HW 8
Wed 11/20Lecture 9 4.4 – 4.6 HW 8HW 9
Wed 11/27Thanksgiving Break
Wed 12/4 Lecture 10 HW 9
Wed 12/11Final Exam

Course Schedule