This course introduces students to probability theory and statistics, and their applications in engineering. Topics include: random variables, distributions and densities, conditional expectations, limit theorems, Bernoulli and Poisson processes, Markov chains, Bayesian statistical inferences and parameter estimations. The goal of this course is to prepare students with adequate knowledge of probability theory and statistical methods, which will be useful in the study of several advanced undergraduate/graduate courses and in formulating practical engineering problems.

Previous offering: Spring 2011-2012