機率 (Probability)

Spring 2018
Nelson G. Chen
陳稷康
Assistant Professor
Nelson G. Chen (陳稷康)
O Born in and grew up
in the USA
O Bachelor of Science
in Engineering
Science (University
of Tennessee, Knoxville, USA)
O Masters and Ph.D. in Biomedical
Engineering (University of Michigan, Ann
Arbor, USA)
O Worked in industry before coming to NCTU
Nelson G. Chen (陳稷康)
O Came to NCTU August 2013
O Currently an assistant professor in the
Department of Electrical and Computer
Engineering
O Contact information
O Email: ngchen@nctu.edu.tw
O Phone: 54515
O Office: ED706
 And now
About you…
I would like to understand a bit about
you and your backgrounds.
Textbook
 Textbook
O Yates RD, Goodman O Either version should
DJ. Probability and be OK, but I will base
Stochastic the course on the
Processes: A Friendly English version
Introduction for O Our course will cover
Electrical and Chapters 1-8, and
Computer Engineers. 13
3rd Ed. Singapore:
Wiley 2015.
 Course policies
O Grading
O 30% Homework
O 30% midterm
O 40% final
O All open book, open notes
O Midterm and final must be done alone
O Homework can be done together, but no
simple copying of others’ work
 Class time and location
O Location ED303
O Tuesdays 1:20-3:10
O Fridays 9:00-9:50

O This semester is my first time teaching this

course – it will be a learning experience for
all of us!
 Getting started
O We often speak of O Maybe measurable –
things informally in debated
terms of probability O Measure of
O Possible (<50%) knowledge (or lack of
O Probable (>=50%) knowledge) of
O Almost certain something
(~100%)
O Impossible (0%)
O Between 0 and 1
Getting started
O Rain in the desert
O Low probability!
O But if we just heard
it was raining 1 hr
ago, the probability
is much higher
 Getting started
O In physics, we say O But probability plays
that when we do X, a role with things so
we get Y. If we do X complex that
again, we will get Y “repeating”
again. everything gives us
different outputs
O Yet there are
patterns to the
outputs
S – universal set (contains everything)
null (or empty) set – contains nothing
denoted by 
is a subset of every set (including itself!)
(i.e.   any set A)
 Note:  means intersection
A and B are
mutually Shorthand notation for unions and intersections
exclusive here
𝑛

𝐴𝑖 = 𝐴1 ∪ 𝐴2 ∪ ⋯ ∪ 𝐴𝑛
𝑖=1
𝑛

𝐴𝑖 = 𝐴1 ∩ 𝐴2 ∩ ⋯ ∩ 𝐴𝑛
𝑖=1
Note:  means union
Models typically simplify things to important factors only. Finding
correct models is a big goal in science.
Notice how these are different experiments.
(Number of Apricots purchased by three customers)
Set Algebra Probability
Set Event
Universal set Sample space
Element Outcome
Refers to all possible outcomes given B2.