Basic probability concepts, conditional probability, Bayes' theorem
Random variable, probability density function, cumulative distribution function
Specific random variable discrete as well as continuous
Moments and moment generating function
Law of large numbers
Basic statistical concepts, samples and sampling distributions
Parameter estimation, hypothesis testing and curve fitting
After completion of the course students will be able to achieve axiomatic foundations of probability theory, random variables, distributions, and densities, functions of one and several random variables, moment generating functions, random vectors, sequences, convergence, random process, stationarity and second moment theory.
Course Learning Outcomes
1. EXPLAIN basic probability concepts and their use in different problems
2. COMPARE different types of random variables and their usage in science and engineering
3. APPLY basic statistical techniques such as regression, curve fitting to engineering data
Book Title : Probability and Random Processes for Electrical Engineering
Author : Alberto Leon-Garcia
Edition : 3rd ed. 2008.
Publisher : Prentice Hall, Inc. New Jersey