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2024 Faculty Courses School of Engineering Undergraduate major in Industrial Engineering and Economics

Probability for Industrial Engineering and Economics

Academic unit or major
Undergraduate major in Industrial Engineering and Economics
Instructor(s)
Ryutaro Ichise
Class Format
Lecture (Face-to-face)
Media-enhanced courses
-
Day of week/Period
(Classrooms)
3-4 Tue / 3-4 Fri
Class
-
Course Code
IEE.A204
Number of credits
200
Course offered
2024
Offered quarter
1Q
Syllabus updated
Mar 17, 2025
Language
Japanese

Syllabus

Course overview and goals

 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.

Course description and aims

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

  • 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/Objectives

Course schedule Objectives
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

Study advice (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.

Evaluation methods and criteria

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

Nothing in particular.