2024 Probability for Industrial Engineering and Economics

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Academic unit or major
Undergraduate major in Industrial Engineering and Economics
Instructor(s)
Ichise Ryutaro 
Class Format
Lecture    (Face-to-face)
Media-enhanced courses
Day/Period(Room No.)
Tue3-4(W9-324(W933))  Fri3-4(W9-324(W933))  
Group
-
Course number
IEE.A204
Credits
2
Academic year
2024
Offered quarter
1Q
Syllabus updated
2024/3/14
Lecture notes updated
-
Language used
Japanese
Access Index

Course description and aims

 This lecture will introduce probability models and analysis and reasoning methods to handle phenomena involving uncertainty appropriately. First, mathematical formulations of probability distributions will be presented based on the calculation methods of probability learned in high school. Next, we will discuss what kind of probability models can be used to describe uncertain phenomena found in nature and society. Furthermore, probabilistic reasoning, which uses probability to make inferences from occurring phenomena, will also be explained.

 In problems such as business analysis and decision-making, it is necessary to handle uncertain phenomena appropriately. This lecture aims to acquire the basic knowledge to analyze and make inferences using probability theory for such problems.

Student learning outcomes

By taking this course, students will be able to acquire the following skills.
(1) Basic knowledge of probability, probability distributions, and probabilistic reasoning.
(2) To be able to utilize probabilistic analysis and reasoning to solve engineering problems.
(3) To be able to apply probabilistic views and ideas to real-world problems.

Keywords

random variables, probability distribution, conditional probability, binomial distribution, stochastic process, probabilistic reasoning, Naïve Bayes, Bayesian networks

Competencies that will be developed

Specialist skills Intercultural skills Communication skills Critical thinking skills Practical and/or problem-solving skills

Class flow

Give a lecture and give some exercise problems. Solutions for the exercise problems are also reviewed

Course schedule/Required learning

  Course schedule Required learning
Class 1 Probability (1) Understand sets and numbers, permutations, and combinations
Class 2 Probability (2) Understand axiomatic probabilities
Class 3 Probability (3) Understand Conditional Probability
Class 4 Probability density function and moments Understand probability density function and moments
Class 5 Probability distributions (1) Understand basic probability distributions
Class 6 Probability distributions (2) Understand various probability distributions
Class 7 Joint probability distribution Understand Joint probability distribution
Class 8 Representation of events and probability Understand representation method of events and probability in AI
Class 9 Probabilistic Reasoning (1) Understand basic idea of probabilistic reasoning
Class 10 Probabilistic Reasoning (2) Understand Naïve Bays
Class 11 Probabilistic Reasoning (3) Understand Bayesian Networks
Class 12 Stochastic process (1) Understand basic idea of stochastic process
Class 13 Stochastic process (2) Understand advanced idea of stochastic process
Class 14 Conclusion Understand how to apply probabilistic models to engineering problems

Out-of-Class Study Time (Preparation and Review)

To enhance effective learning, students are encouraged to spend approximately 100 minutes preparing for class and another 100 minutes reviewing class content afterward (including assignments) for each class.

Textbook(s)

Nobuaki Obata: Probability and Statistics for Data Science, Kyoritsu Shuppan (in Japanese)

Reference books, course materials, etc.

 Stuart Russell, Peter Norvig: Artificial Intelligence: A Modern Approach, Pearson
 Kazunori Matsumoto, Tetsuhiro Miyahara, Yasuo Nagai, Ryutaro Ichise: Artificial Intelligence, Ohm Sha (in Japanese)
 Provide handouts when needed.

Assessment criteria and methods

Exercise problems and Final exam.

Related courses

  • IEE.A205 : Statistics for Industrial Engineering and Economics
  • IEE.A331 : OR and Modeling
  • IEE.C302 : Quality Management

Prerequisites (i.e., required knowledge, skills, courses, etc.)

Nothing in particular.

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