Faculty of

Engineering

Course Outline
ECSE 205
Course Title: Probability and Statistics for Engineers
Credits: 3
Contact Hours: (3-2-4)
Course Prerequisite(s): N/A
Course Corequisite(s): N/A
Course Description: Probability: basic probability model, conditional probability, Bayes' rule, random variables
and vectors, distribution and density functions, common distributions in engineering,
expectation, moments, independence, laws of large numbers, central limit theorem.
Statistics: descriptive measures of engineering data, sampling distributions, estimation of
mean and variance, confidence intervals, hypothesis testing, linear regression.

Canadian Engineering Accreditation Board (CEAB) Curriculum Content

CEAB curriculum
Number of AU's Description
category content

Mathematics include appropriate elements of linear algebra, differential and integral calculus,
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differential equations, probability, statistics, numerical analysis, and discrete mathematics.

Natural science includes elements of physics and chemistry, as well as life sciences and
Natural science 0 earth sciences. The subjects are intended to impart an understanding of natural phenomena
and relationships through the use of analytical and/or experimental techniques.

Complementary studies include the following areas of study to complement the technical
content of the curriculum: engineering economics and project management; the impact of
Complementary technology on society; subject matter that deals with the arts, humanities and social
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studies sciences; management; oral and written communications; health and safety;
professionalism, ethics, equity and law; and sustainable development and environmental
stewardship.

Engineering science involves the application of mathematics and natural science to practical
problems. They may involve the development of mathematical or numerical techniques,
Engineering modeling, simulation, and experimental procedures. Such subjects include, among others,
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science applied aspects of strength of materials, fluid mechanics, thermodynamics, electrical and
electronic circuits, soil mechanics, automatic control, aerodynamics, transport phenomena,
elements of materials science, geoscience, computer science, and environmental science.

Engineering design integrates mathematics, natural sciences, engineering sciences, and

complementary studies in order to develop elements, systems, and processes to meet
Engineering specific needs. It is a creative, iterative, and open-ended process, subject to constraints
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design which may be governed by standards or legislation to varying degrees depending upon the
discipline. These constraints may also relate to economic, health, safety, environmental,
societal or other interdisciplinary factors.

Accreditation units (AU's) are defined on an hourly basis for an activity which is granted academic credit and for which the associated
number of hours corresponds to the actual contact time: one hour of lecture (corresponding to 50 minutes of activity) = 1 AU; one hour of
laboratory or scheduled tutorial = 0.5 AU. Classes of other than the nominal 50-minute duration are treated proportionally. In assessing the
time assigned to determine the AU's of various components of the curriculum, the actual instruction time exclusive of final examinations is
used.

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Graduate Attributes
This course contributes to the acquisition of graduate attributes as follows:

Graduate attribute KB PA IN DE ET IT CS PR IE EE EP LL

Level descriptor I I

I = Introduced; D = Developed; A = Applied

KB - Knowledge Base for Engineering: Demonstrated competence in university level mathematics, natural sciences, engineering
fundamentals, and specialized engineering knowledge appropriate to the program.
PA - Problem Analysis: An ability to use appropriate knowledge and skills to identify, formulate, analyze, and solve complex engineering
problems in order to reach substantiated conclusions.
IN - Investigation: An ability to conduct investigations of complex problems by methods that include appropriate experiments, analysis and
interpretation of data, and synthesis of information in order to reach valid conclusions.
DE - Design: An ability to design solutions for complex, open-ended engineering problems and to design systems, components or processes
that meet specified needs with appropriate attention to health and safety risks, applicable standards, economic, environmental, cultural and
societal considerations.
ET - Use of Engineering Tools: An ability to create, select, adapt, and extend appropriate techniques, resources, and modern engineering
tools to a range of engineering activities, from simple to complex, with an understanding of the associated limitations.
IT - Individual and Team Work: An ability to work effectively as a member and leader in teams, preferably in a multi-disciplinary setting.
CS - Communication Skills: An ability to communicate complex engineering concepts within the profession and with society at large. Such
abilities include reading, writing, speaking and listening, and the ability to comprehend and write effective reports and design documentation,
and to give and effectively respond to clear instructions.
PR - Professionalism: An understanding of the roles and responsibilities of the professional engineer in society, especially the primary role
of protection of the public and the public interest.
IE - Impact of Engineering on Society and the Environment: An ability to analyse social and environmental aspects of engineering activities.
Such abilities include an understanding of the interactions that engineering has with the economic, social, health, safety, legal, and cultural
aspects of society; the uncertainties in the prediction of such interactions; and the concepts of sustainable design and development and
environmental stewardship.
EE - Ethics and Equity: An ability to apply professional ethics, accountability, and equity.
EP - Economics and Project Management: An ability to appropriately incorporate economics and business practices including project, risk
and change management into the practice of engineering, and to understand their limitations.
LL - Life-Long Learning: An ability to identify and to address their own educational needs in a changing world, sufficiently to maintain their
competence and contribute to the advancement of knowledge.

Policies
Academic Integrity
McGill University values academic integrity. Therefore, all students must understand the meaning and consequences of cheating,
plagiarism and other academic offences under the Code of Student Conduct and Disciplinary Procedures.
(see www.mcgill.ca/students/srr/honest/ for more information).
(approved by Senate on 29 January 2003)

In accord with McGill University's Charter of Students' Rights, students in this course have the right to submit in English or in
French any written work that is to be graded.
(approved by Senate on 21 January 2009)

Grading Policy
In the Faculty of Engineering, letter grades are assigned according to the grading scheme adopted by the professor in charge of a
particular course. This may not correspond to practices in other Faculty and Schools in the University.

In the event of extraordinary circumstances beyond the University's control, the content and/or evaluation scheme in this course is subject to
change.

ECSE 205 2 of 2
 Department of Electrical and Computer Engineering

ECSE-205 PROBABILITY AND STATISTICS FOR ENGINEERS

Winter 2024
Additional Information
Instructor: Prof. H. Leib, Tel. 398-8938, Room 757 ENGMC
Email: [email protected]
Office hours:. Thursday, 13:00 – 15:00
Course delivery: All lectures and tutorials will be delivered in person.
All the information related to this course will be provided through the course web
page on MyCourses.
Text book: Jay L. Devore, Probability and Statistics for Engineering and the Sciences, 9th ed.,
Cengage Learning (in Canada Nelson Education, Ltd.), 2016
Problem sets: A number of problems will be assigned every 1-2 weeks for training. Problem
sets will not be marked, however the solutions will be posted.
Final mark composition: Based on two midterm tests, and final exam. The midterm tests and the final exam
will be conducted in person, will be closed books and notes. One double sided crib
sheet will be allowed. More detailed instructions will be provided before each
midterm test and the final exam. The final mark will be calculated as follows:
Final_mark= 0.35*max(test1, test2) + 0.15*min(test1, test2) + 0.5*Final_exam
Marking policy: There will not be make-ups for students who miss a midterm test. Students who
miss a midterm test due to a health condition should notify the instructor within
a week of the test, and provide an adequate medical certificate stating the date
and confirming the absence from the test. If the certificate is accepted, the mark of
the missed test will be computed from that obtained in the final exam. Students
who miss a midterm test for unjustified reasons will get a mark of zero.
Any request for re-evaluation of a midterm test must be made in writing to the
instructor, within a week of posting the grades, by clearly stating the reasons for
the need for re-evaluation.
Schedule: Tuesday, Thursday 10:05 AM – 11:25 PM Montreal time.
First class: Thursday, Jan. 4, 2024, 010:05 – 11:25
Term test dates: To be determined
Recommended references: Roland E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, Probability
& Statistics for Engineers & Scientists, 9th ed., Prentice Hall, 2012.
H. Hsu, Schaum’s Outline: Probability, Random Variables, and Random
Processes, 2nd ed., McGraw-Hill, 2010 (coverage of theory is concise, however
it contains many solved problems).
John A. Gubner, Probability and Random Processes for Electrical and Computer
Engineers, Cambridge University Press, 2006 (a more advanced text)
A. Leon-Garcia, Probability and Random Processes for Electrical Engineering,
3rd ed., Addison-Wesley, 2008 (another more advanced text)
Language of submission: In accord with McGill University’s Charter of Students’ Rights, students in this
course have the right to submit in English or in French any written work that is to
be graded. This does not apply to courses in which acquiring proficiency in a
language is one of the objectives
Learning outcomes: KB: Students will acquire competence in the subject of Probability and Statistics
for engineering application. PA: Students will acquire the ability to use probability
and statistics to analyze and solve engineering problems.

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Academic Integrity: McGill University values academic integrity. Therefore, all students must
understand the meaning and consequences of cheating, plagiarism and other
academic offences under the Code of Student Conduct and Disciplinary
Procedures” (see McGill’s guide to academic honesty for more information.
Copyrights: Instructor-generated course materials (e.g., handouts, notes, summaries, exam
questions) are protected by law and may not be copied or distributed in any form
or in any medium without explicit permission of the instructor. Note that
infringements of copyright can be subject to follow up by the University under the
Code of Student Conduct and Disciplinary Procedures.
Preparedness planning: In the event of extraordinary circumstances beyond the University’s control, the
content and/or evaluation scheme in this course is subject to change.
Course Outline
Many engineering systems exhibit a behavior that is affected by randomness. Hence suitable tools have to be
employed for the analysis and design of such systems. The mathematical disciplines that provides tools to cope
with random phenomena, analytically or through computer simulations, is probability theory and statistics. Hence
probability theory and statistics are indispensable subjects in modern engineering.
This is an introductory course in probability theory and statistics. Its objectives are to provide a solid foundation in
this mathematical area, especially for students in electrical, computer and software engineering. This course will
cover the following subjects:
1. Fundamental concepts
1.1) Determinism and randomness.
1.2) Main interpretations of probability.
1.3) Basic concepts of set theory.
1.4) Axiomatic probability model.
1.5) Conditional probability and statistical independence.
1.6) Combinatorial techniques in probability theory
2. Scalar random variables
2.1) The concept of a random variable, and the Cumulative Distribution Function (CDF).
2.2) Discrete random variables, the Probability Mass Function (PMF), and moments.
2.3) Commonly used models for discrete random variables.
2.4) Continuous random variables, the Probability Density Function (PDF), and moments.
2.5) Commonly used models for continuous random variables.
2.6) Transformations of a random variable.
2.7) The Moment Generating Function (MGF), and the Characteristic Function (CF).
3. Multivariate random variables
3.1) Multiple random variables, Joint CDF, and statistical independence.
3.2) Joint PMF and Joint PDF
3.3) Conditional CDF, Conditional PMF and conditional PDF.
3.4) Joint moments and conditional expectation.
3.5) Multivariate Gaussian random variables
3.6) Limit theorems.
4. Statistics
4.1) Application of statistics in science and engineering, and representation of data.
4.2) Random samples, statistics and sampling distribution.
4.3) Point estimation
4.4) Hypotheses testing
4.5) Linear regression , the least-square principle, and some applications in Machine Learning
4.6) Correlation analysis

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