Advanced Mathematics for Electrical Engineers B -- fall semester 2013

PRE-EXAM QUESTION AND ANSWER SESSION: you are welcome to come and ask on Monday, the 13th of January at 13:00, room H663.

Here are the results of the homeworks and the midterm. The results are preliminary. You can have a look at your midterms and complain at some time we agree on. I suggest Friday, the 15-th on November 2013, around 12:00 in room H663.

This was the midterm, and here are the solutions. Of course, there can be errors in the solutions.

Homeworks here.

Exercise sheets for the tutorial by Tamás Kói here.

Exercise sheets and midters exams from earlier years here.

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Subject code: BMETE90MX38
Course code for the lecture: A0
Course code for the tutorial: A1
Official data sheet of the course: TE90MX38
Lectures: Monday 12:15-14:00, room IB144 and Friday 10:15-12:00, room E402
Tutorial: Wednesday 14:15-16:00, room IB144
Lecturer: Imre Péter Tóth for the first half of the semester (weeks 1-7), after that Dávid Szeszlér.
Tutor: Tamás Kói for the first half of the semester (weeks 1.-7. hét), after that ??
This web page is ONLY about the first half of the semester, taught by Imre Péter Tóth and Gusztáv Morvai, named "Stochastics 2".
Schedule (planned), "Stochastics 2" part:

week #	when	topic	remark
week 1	2013.09.09-13	Repetition
week 2	2013.09.16-20	Generating functions and their applications	no lecture on Monday (sports day)
week 3	2013.09.23-27	Large deviations
week 4	2013.09.30-10.04	Markov chains in discrete time
week 5	2013.10.07-11	Markov chains in continuous time	no lecture on Friday (Schönherz Cup)
week 6	2013.10.14-18	Basics of Statistics, I
week 7	2013.10.21-25	Basics of Statistics, II	no tutorial on Wednesday (national holiday)

Midterm exams:
Midterm: 2012.10.30. Wednesday 16.00 - 18.00, room EIB
Midterm resit: 2012.12.13. Friday "during class (??)"

Grading rules:
50-50 points can be reached from each half-course. Within this, from the "Stochastics 2" half-course

• the 5 weekly hand-in homeworks are worth 5 points,
• the midterm exam is worth 20 points,
• the final exam is worth 25 points.

Handing in the homeworks is not compulsory, but strongly recommended. Those who have a signature from an earlier semester, can choose if they wish to write the midterm (which they may fail), or not to write it, so the signature is counted as 8 points. The condition for getting a signature is

• reaching at least 40% (8 points) on the midterm, and
• reaching at least 40% (10 points) from the midterm and the homeworks together, and
• reaching the minimum requirements of the other half-course.

To pass the course, one needs to get at least 40% of the points from each half-course separately (20-20 points).

After this, the final grade is calculated from the total score (out of 100) as follows:

0-39 points	1
40-54 points	2
55-69 points	3
70-84 points	4
85-100 points	5

During the midterm, students may use

• a not too clever calculator,
• formula sheet of statistical tests,
• table of normal, Student t and Chi-square distributions,
• (initially empty) paper, pens, food and drink,
• an ID with photo,
• nothing else.

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Detailed list of topics:

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Week 1: Repetition

• conditional probability, independence, law of total probability
• One-dimensional random variables, weight function (= discrete probability distribution), density function, distribution function
• important distributions: discrete uniform, Bernoulli, binomial, geometric, Poisson, uniform on an interval, exponential, normal
• expectation, variance
• multi-dimensional random variables
• conditional distribution, law of total expectation
• expectation vector, covariance matrix, correlation

Recommended reading: Sheldon Ross: Introduction to probability models (Academic Press, Elsevier 2006) Chapter 1 and sections 2.1-2.5
Recommended practice exercises from last year here (from Balázs Székely).

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