EE 503: Probability for Electrical and Computer Engineers
University of Southern California, Summer 2026
Schedule
No class, Memorial Day.
Week 1
| May 27 |
Lecture 1
Logic and sets. Proof technique.
Sigma-algebras. Probability axioms.
Handout Daily Derivations
Demo Demos
Homework 1
Homework 1
|
Week 2
| Jun 1 |
Lecture 2
Uncountability. Borel sigma-algebra.
Independence. Total probability.
Demo Demos
Homework 2
Homework 2
|
Week 3
| Jun 8 |
Lecture 3
Combinatorics. Limits of sequences
and sets. Borel-Cantelli Lemma.
Demo Demos
Homework 3
Homework 3
|
Week 4
| Jun 15 |
Lecture 4
Discrete probability and
approximations. Poisson Theorem.
Handout BEG-CUP pdfs
Demo Demos
Homework 4
Homework 4
| |
| Jun 19 |
Discussion
Rescheduled - Juneteenth
|
Week 5
| Jun 22 |
Lecture 5
Random variables. Continuous
densities. Bayes conjugate inference.
Handout Normal table (z-table)
Handout Chi-square table
Demo Demos
Homework 5
Homework 5
|
Week 6 & 7
| Jun 29 |
Lecture 6
Expectations and moments of random
variables.
Homework 6
Homework 6
| |
| Jul 1 |
Lecture 7
Covariance. Correlation. Uncertainty
principles.
Homework 7
Homework 7
Demo Demos
| |
| Jul 3 |
Discussion
Rescheduled - Independence Day
|
Week 8
| Jul 6 |
Lecture 8
Stochastic convergence. Laws of large
numbers.
Discussion
Extra Session - Stochastic
Convergence
Demo Demos
Homework 8
Homework 8
|
Week 9
| Jul 13 |
Lecture 9
Conditional expectations. S.I.T.
technique. Maximum likelihood estimation.
Handout t-table
Demo Demos
Homework 9
Homework 9
|
Week 10
| Jul 20 |
Lecture 10
Transformed densities. Monte Carlo.
Entropy and information. Mixtures.
Demo Demos
Homework 10
Homework 10
|
Week 11
| Jul 27 |
Lecture 11
Central limit theorem. Confidence
intervals. Queues.
Demo Demos
Homework 11
Homework 11
|
Week 12
| Aug 3 |
Lecture 12
Discrete time Markov processes.
Optimal estimation and least squares.
Demo Demos
Homework 12
Homework 12
|
Final Exam - Monday, August 10, 12:00 - 14:30