Unit convenor and teaching staff |
Unit convenor and teaching staff
Convenor
Barry Quinn
Contact via barry.quinn@mq.edu.au
Level 6, 12 Wally's Walk
TBA
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Credit points |
Credit points
3
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Prerequisites |
Prerequisites
6cp at 200 level including MATH235(P)
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Corequisites |
Corequisites
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Co-badged status |
Co-badged status
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Unit description |
Unit description
This unit develops the probabilistic and statistical ideas needed to apply the theory of random processes to engineering fields such as signal processing and communications. Topics covered include probability, random variables, expectation, random processes, stationarity, ergodicity, spectral density, limit theorems, markov chains, estimation theory.
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Information about important academic dates including deadlines for withdrawing from units are available at https://www.mq.edu.au/study/calendar-of-dates
On successful completion of this unit, you will be able to:
Name | Weighting | Hurdle | Due |
---|---|---|---|
Assignment 1 | 10% | No | Wednesday 21st March |
Assignment 2 | 10% | No | Wednesday 2nd May |
Assignment 3 | 10% | No | Wednesday 30th May |
Tutorial Participation | 10% | No | Weeks 2 to 13 |
Final Examination | 60% | No | TBA |
Due: Wednesday 21st March
Weighting: 10%
Submit to Prof Barry Quinn by 1pm on the due date. There is no “group work” assessment in this unit. All work is to be the student’s own. In the case of the late submission of an assignment, if no special consideration has been granted, 10% of the earned mark will be deducted for each day that the assignment is late, up to a maximum of 50%. After 5 days, including weekends and public holidays, a mark of 0% will be awarded for the assignment.
Due: Wednesday 2nd May
Weighting: 10%
Submit to Prof Barry Quinn by 1pm on the due date. There is no “group work” assessment in this unit. All work is to be the student’s own. In the case of the late submission of an assignment, if no special consideration has been granted, 10% of the earned mark will be deducted for each day that the assignment is late, up to a maximum of 50%. After 5 days, including weekends and public holidays, a mark of 0% will be awarded for the assignment.
Due: Wednesday 30th May
Weighting: 10%
Submit to Prof Barry Quinn by 1pm on the due date. There is no “group work” assessment in this unit. All work is to be the student’s own. In the case of the late submission of an assignment, if no special consideration has been granted, 10% of the earned mark will be deducted for each day that the assignment is late, up to a maximum of 50%. After 5 days, including weekends and public holidays, a mark of 0% will be awarded for the assignment.
Due: Weeks 2 to 13
Weighting: 10%
Students will contribute to discussions and hand in at least one handwritten page of tutorial problem solutions per tutorial.
Due: TBA
Weighting: 60%
The final Examination will be held during the mid-year Examination period. The final Examination is 3 hours long (with an additional 10 minutes’ reading time). It will cover all topics in the unit. The final examination is closed book. Students may take into the final Exam TWO A4 pages of notes handwritten (not typed) on BOTH sides. Calculators will be needed but must not be of the text/programmable type.
The only excuse for not sitting an examination at the designated time is because of documented illness or unavoidable disruption. In these special circumstances you may apply for special consideration via ask.mq.edu.au
If you receive special consideration for the final exam, a supplementary exam will be scheduled in the interval between the regular exam period and the start of the next session. By making a special consideration application for the final exam you are declaring yourself available for a resit during the supplementary examination period and will not be eligible for a second special consideration approval based on pre-existing commitments. Please ensure you are familiar with the policy prior to submitting an application. You can check the supplementary exam information page on FSE101 in iLearn (bit.ly/FSESupp) for dates, and approved applicants will receive an individual notification one week prior to the exam with the exact date and time of their supplementary examination.
There are four contact hours per week, comprised of three lectures and one tutorial. Check the timetable for the times and locations of classes.
Please consult iLearn or the Unit webpage for details of consultation hours.
Topic 1 | Probability, conditional probability, independence, mutually exclusive events |
Topic 2 | Random variables, distribution function, discrete and continuous random variables, expectation, moments, moment generating function |
Topic 3 | Bivariate cdf and pdf, independent rvs, transformations, sums of rvs, central limit theorem, conditional expectation, distributions derived from the normal |
Topic 4 | Unbiased estimation, likelihood function, maximum likelihood, Cramer-Rao lower bound, asymptotic behaviour |
Topic 5 | Simple and composite hypotheses, critical regions, Neyman-Pearson lemma, significance levels, power, false alarm rates |
Topic 6 | Inequalities, laws of large numbers, order statistics |
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This graduate capability is supported by:
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This graduate capability is supported by:
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This graduate capability is supported by:
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This graduate capability is supported by:
There is no class test in 2018. Instead, the exam is worth 60%.
Students should access springerlink via the library website (type springer in the search bar and click on the online access button) and look for suitable texts to download (free). One such book, that has more content than we need, is
Probability with Applications in Engineering, Science, and Technology, by Carlton and Devore.
Another is
Introduction to Probability and Statistics for Engineers, by Milan Holický.
A textbook that has been used in the past is
Richard H. Williams, Probability, Statistics, and Random Processes for Engineers, Cengage Learning, 2003.
Other good references are
A. Leon-Garcia, Probability, Statistics, and Random Processes for Electrical Engineering, 3 ed. Upper Saddle River, New Jersey: Prentice-Hall, 2008
and
A. Papoulis, Probability, Random Variables, and Stochastic Processes. New York: McGraw-Hill, 2002.
There are many introductory mathematical statistics and/or random (stochastic) processes books, and many are suitable references.
The notes in iLearn will be fairly exhaustive, and will be put up approximately one week in advance of their delivery, or earlier.