UT Dallas Syllabus for cs3341.001.11f taught by Pankaj Choudhary (pkc022000)

8/4/2019 UT Dallas Syllabus for cs3341.001.11f taught by Pankaj Choudhary (pkc022000)

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CS/SE 3341 Fall 2011

Probability and Statistics in Computer Science and Software Engineering

Section 001 Section 501

TuTh 1130 - 1245 p.m. in SOM 2.117 MoWd 530 - 645 p.m. in ECSS 2.306

Instructor: Dr. Pankaj Choudhary Instructor: Dr. Michael Baron(course coordinator)

Office: FO 2.408-B Office: FO 2.602-EPhone: (972) UTD-4436 Phone: (972) UTD-6874E-mail: [email protected] E-mail: [email protected] hours: TuTh 100 200 pm Office hours: MoWd 420 520 pm

or by appointment or by appointment

Internet : http://www.utdallas.edu/mbaron/3341/Fall11/This site contains important links, sketchy lecture notes, solutions to quizzesand exams (afteryou submit them!), computer codes and other info.

https://utd.muchlearning.org/Homework is assigned on this site every Wednesday, and it is due the following week. Homeworkis submitted online, via the same site. Each assignment is preceded by practice exercises withtheir complete solutions.

https://elearning.utdallas.edu/Here you can check your grades and join discussions, mail, or chat with your classmates. Useyour campus password to log in. Lecture notes for Section-001 are also available here.

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, Chapman & Hall/CRC Press (2007), ISBN 1584886412

[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) oreighth edition (2011), by J. L. Devore, Duxbury, ISBN 0495557447 or 0538733527

These texts overlap a lot, so you dont need to buy all of them. Having at least one of these textswill 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 manyexercises. 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 oncomputer 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 andexercises 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 yourknowledge and working skills of Calculus I.


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Grading : Homework, weekly = 10%

Ten ten-minute quizzes, weekly = 25%(the lowest of quizzes 1-5 and the lowest of quizzes 6-10 will be dropped)

Midterm Exam on October 12-13, during class = 25%

Final exam on December 13-14, see schedule = 40%

97 100 % = A+ 9313 97 % = A 90 931

3% = A

8623 90 % = B+ 831

3 862

3% = B 80 831

3% = B

7623 80 % = C+ 731

3 762

3% = C 70 731

3% = C

6623 70 % = D+ 60 66

23

% = D 55 60 % = D

Incomplete grade is possible only in the case of a documented serious medical emergency nearthe end of semester, with 70% of work completed at an on-going passing grade.

Rules : Exams are open-book. Quizzes are closed-book (occasionally, we may provide a cheat-sheet).

No electronic devices during lectures and exams. 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 calculatoris 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 agood reason, for example, a business trip. So, plan ahead.

Homework will be assigned every week on-line via MuchLearning. 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 succeedin this course. Believe us or ask the former students of this course! So, get good practice bysolving the practice exercises, then submit the required problems for a grade.

For each exam/quiz, review all the new concepts, methods, formulae, etc. Try to understandthe methods rather than to memorize them.

Be sure to have the required Calculus skills for each exam and quiz. If your Calculus skills arerusty, check the course schedule and the table of Calculus skills below and review the neededchapters 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 andother course materials.

Extra help: 1. Math Help Center

Walk: FO 1.208. Hours: Mo-Fr 9 am 6 pm except Tu 1:30-3:30 pm

2. UTD Math Lab

Walk: GEMS Center in CN 1.206Call: (972) 883-6707Click: http://www.utdallas.edu/GEMS/

3. Calculus video reviews

Click: http://www.tutor-homework.com/Math Help/Calculus.html

4. Feel free to attend, additionally, the other section of this course for extra review.


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Course Schedule

DATES TOPICSCHAPTERS in BOOKS

[KT] [MB] [HK] [JD]

Aug 24-30 Introduction. Events and outcomes. 1.1-1.7,

1, 2.1-2.2

1.1-1.2, 2.1-2.2,

Probability rules. 1.10 1.6 2.5Aug 31 - Conditional probability. Independence.

1.9-1.11 2.4 1.5-1.62.4,

Sep 1 Bayes Rule. Law of Total Probability. 2.5

Sep 5 No class: Labor Day.

Sep 6-15 Random variables and random vectors. 2.1-2.4 3.1 2.1-2.2 3.1-3.2

Joint and marginal distributions. 2.8-2.9 3.2 2.2 5.1

Expectation and variance. 4.1-4.3 3.3.1-3.3.4 2.3-2.4 3.3

Sep 19-22 Discrete distributions: Bernoulli, Binomial,2.5 3.4

3.1-3.2,3.4-3.6

Geometric, and Poisson. 3.5

Sep 26-29 Continuous distributions and densities: 3.1, 3.2 4.1 5.1-5.2 4.1-4.2

Uniform, Exponential, Gamma, Normal 3.4 4.2 6.1-6.3 4.3-4.4Oct 3-6

Central Limit Theorem and4.7 4.3 8.2 5.4

Normal approximations.

Oct 10-11 Review. Preparation for the Midterm Exam.1 4 1 4

1-32.5

Oct 12-13 The Midterm Exam. Grades due Oct 21. 5-6, 8.2

Oct 17-20 Stochastic processes: concepts and classifications. 6.1-6.2 6.17.1-7.3

Bernoulli process. Poisson process. 6.3-6.4 6.3

Oct 24-27 Markov chains. Transition probabilities. 7.1-7.2 6.2 4.1-4.3

Steady-state distribution. 7.3 6.2.3 4.6

Oct 31 - Discrete-time queuing systems.

7.7, 9

7.1

7.4

Nov 3 Bernoulli single-server queuing process. 7.3

Limited and unlimited capacity.

Nov 7-10Continuous-time queuing processes.

7.7, 9 7.4 7.5

M/M/1 system and its steady state.

Nov 14-17 Statistical inference. Parameter estimation. 10.1-10.2 8.1, 9.1 5.3, 6

Nov 21-23 Confidence intervals and hypothesis testing. 10.3 9.2-9.4 7, 8

Nov 24 No class: Thanksgiving.

Nov 28 - Two-sample statistical procedures. 10.2.3.4 9.2.3, 9.3.5 9

Dec 1 Inference about proportions. 10.3.2 9.3.2, 9.4.7 8.3, 9.4

Dec 5-6 Review. Preparation for the Final Exam.

6-10 (1-10) 6-9 (2-9)

4, 7, 8.2 6-9

Dec 13-14 The Final Exam: (1-7, 8.2) (2-9)

Section 001: December 13, 1100

am 100

pm. and andSection 501: December 14, 500 700 pm. notes notes

Quiz Schedule

Quiz Day Quiz Day Quiz Day Quiz Day#1 Sep 7-8 #3 Sep 21-22 #6 Oct 26-27 #9 Nov 16-17#2 Sep 14-15 #4 Sep 28-29 #7 Nov 2-3 #10 Nov 30 - Dec 1

#5 Oct 5-6 #8 Nov 9-10


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Required Calculus and Algebra Skills

Concepts and skills When needed ExamplesFactorial(*) Binomial distribution compute 5!, simplify and compute 35!/33!Sigma-notation Probability Rules compute

10k=1 k

2

Geometric series Geometric distribution compute

j=3 3(0.2)j ,

j=3 j(0.2)j

Derivatives and integrals Continuous distributions ddx

(1 e3x), ddx

x0 e

t2/2dt

Integration of polynomial findb0 (x

2 + 2x)dx; compute the area underand exponential functions the graph of x2 between x = 1 and x = 2

Integration by substitution 10 e

5xdx,

x2e5x3

dxIntegration by parts Gamma distribution

x2exdx

Gamma function and compute (4),

0 x8ex/5dx,

related integrals(*) simplify (n + k)/(n) for k,n > 0

Matrices(*) Markov chains Let A =

0 .75 .25.9 0 .1

.8 .2 0

, B =

.7 .2 .1

.3 .4 .3

.1 .3 .6

.

compute A + B, AB, AB, A3.

Limit Markov chains compute limxsin(x)

x, limx0

sin(x)x

(*) This material will be presented and discussed in class.

Catalogue Course Description

Axiomatic probability theory, independence, conditional probability. Discrete and continuous ran-dom variables, special distributions of importance to CS/SE and expectation. Simulation of randomvariables and Monte Carlo methods. Central limit theorem. Basic statistical inference, parameter es-timation, hypothesis testing, and linear regression. Introduction to stochastic processes. Illustrativeexamples and simulation exercises from queuing, reliability, and other CS/SE applications. Studentscannot get credit for both CS/SE 3341 and ENGR 3341. (Same as SE 3341) (3 semester hours) (3-0)S

Prerequisites: Prerequisites: MATH 1326 or MATH 2414 or MATH 2419, and CE/CS/TE 2305.

Student Learning Objectives/Outcomes

Students will learn fundamental rules of Probability, discrete and continuous distributions, and sta-tistical methods most commonly used in Computer Science and Software Engineering. They will beintroduced to stochastic processes, Markov chains, statistical inference, and Monte Carlo methodsand will apply the theory and methods to the evaluation of queuing systems and computation oftheir vital characteristics.


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Student Conduct & Discipline

The University of Texas System and The University of Texas at Dallas have rules and regulationsfor 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 studentconduct and activities. General information on student conduct and discipline is contained in theUTD 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 recog-nized and established due process. Procedures are defined and described in the Rules and Regula-tions, Board of Regents, The University of Texas System, Part 1, Chapter VI, Section 3, and in TitleV, Rules on Student Services and Activities of the universitys 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 (SU1.602, 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, universityregulations, and administrative rules. Students are subject to discipline for violating the standardsof conduct whether such conduct takes place on or off campus, or whether civil or criminal penaltiesare also imposed for such conduct.

Academic Integrity

The faculty expects from its students a high level of responsibility and academic honesty. Becausethe 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 inhis 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 ones own workor material that is not ones own. As a general rule, scholastic dishonesty involves one of thefollowing acts: cheating, plagiarism, collusion and/or falsifying academic records. Students suspectedof academic dishonesty are subject to disciplinary proceedings.

Plagiarism, especially from the web, from portions of papers for other classes, and from any othersource is unacceptable and will be dealt with under the universitys policy on plagiarism (see generalcatalog for details). This course will use the resources of turnitin.com, which searches the web forpossible plagiarism and is over 90% effective.

Email Use

The University of Texas at Dallas recognizes the value and efficiency of communication betweenfaculty/staff and students through electronic mail. At the same time, email raises some issues con-cerning security and the identity of each individual in an email exchange. The university encouragesall official student email correspondence be sent only to a students U.T. Dallas email address andthat faculty and staff consider email from students official only if it originates from a UTD studentaccount. This allows the university to maintain a high degree of confidence in the identity of all in-

dividual corresponding and the security of the transmitted information. UTD furnishes each studentwith a free email account that is to be used in all communication with university personnel. TheDepartment of Information Resources at U.T. Dallas provides a method for students to have their


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U.T. Dallas mail forwarded to other accounts.

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 semesters course catalog. Administration proceduresmust be followed. It is the students 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 ensurethat you will not receive a final grade of F in a course if you choose not to attend the class onceyou are enrolled.

Student Grievance Procedures

Procedures for student grievances are found in Title V, Rules on Student Services and Activities, ofthe universitys 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 resolvethe matter with the instructor, supervisor, administrator, or committee with whom the grievanceoriginates (hereafter called the respondent). Individual faculty members retain primary respon-sibility for assigning grades and evaluations. If the matter cannot be resolved at that level, thegrievance must be submitted in writing to the respondent with a copy of the respondents SchoolDean. If the matter is not resolved by the written response provided by the respondent, the studentmay submit a written appeal to the School Dean. If the grievance is not resolved by the SchoolDeans decision, the student may make a written appeal to the Dean of Graduate or UndergraduateEducation, and the deal will appoint and convene an Academic Appeals Panel. The decision of theAcademic Appeals Panel is final. The results of the academic appeals process will be distributed toall 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.

Incomplete Grade Policy

As per university policy, incomplete grades will be granted only for work unavoidably missed at the

semesters end and only if 70% of the course work has been completed. An incomplete grade mustbe resolved within eight (8) weeks from the first day of the subsequent long semester. If the requiredwork to complete the course and to remove the incomplete grade is not submitted by the specifieddeadline, the incomplete grade is changed automatically to a grade of F.


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Disability Services

The goal of Disability Services is to provide students with disabilities educational opportunities equalto those of their non-disabled peers. Disability Services is located in room 1.610 in the Student Union.

Office hours are Monday and Thursday, 8:30 a.m. to 6:30 p.m.; Tuesday and Wednesday, 8:30 a.m.to 7:30 p.m.; and Friday, 8:30 a.m. to 5:30 p.m.The contact information for the Office of Disability Services is: The University of Texas at Dallas,

SU 22, PO Box 830688; Richardson, Texas 75083-0688; (972) 883-2098 (voice or TTY)Essentially, the law requires that colleges and universities make those reasonable adjustments

necessary to eliminate discrimination on the basis of disability. For example, it may be necessaryto remove classroom prohibitions against tape recorders or animals (in the case of dog guides) forstudents who are blind. Occasionally an assignment requirement may be substituted (for example, aresearch paper versus an oral presentation for a student who is hearing impaired). Classes enrolledstudents with mobility impairments may have to be rescheduled in accessible facilities. The collegeor university may need to provide special services such as registration, note-taking, or mobilityassistance.

It is the students responsibility to notify his or her professors of the need for such an accommo-dation. Disability Services provides students with letters to present to faculty members to verify thatthe student has a disability and needs accommodations. Individuals requiring special accommodationshould contact the professor after class or during office hours.

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 exemptfrom property tax under Section 11.20, Tax Code, Texas Code Annotated. The student is encouragedto notify the instructor or activity sponsor as soon as possible regarding the absence, preferably inadvance of the assignment. The student, so excused, will be allowed to take the exam or complete theassignment 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 examor assignment may not be penalized for the absence. A student who fails to complete the exam orassignment 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 ofobserving a religious holy day] or if there is similar disagreement about whether the student has beengiven a reasonable time to complete any missed assignments or examinations, either the student orthe instructor may request a ruling from the chief executive officer of the institution, or his or herdesignee. The chief executive officer or designee must take into account the legislative intent of TEC51.911(b), and the student and instructor will abide by the decision of the chief executive officer ordesignee.

For the complete set of UT Dallas Syllabus Policies and Procedures,see http://coursebook.utdallas.edu/syllabus-policies/.

UT Dallas Syllabus for cs3341.001.11f taught by Pankaj Choudhary (pkc022000)

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