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probability course outline (2017)

Probablity

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Remedan Kelil
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3 views

probability course outline (2017)

Probablity

Uploaded by

Remedan Kelil
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Dire Dawa University Institute of Technology

School of Electrical and Computer Engineering


Course Outline
(2017 E.C)

Program Regular
Course Course title Course code
Information
Probability and random process ECEG-2041
Instructor Name Address Mobile
Information
-- Block --
35
Credit points
Course Weight Lecture hours Tutorial hours ECTS Lab hours Home study
2 3 5 - 3
Pre-requisites Applied Mathematics I (Math-1041)

Status of Course Compulsory

Course Objectives & Competences Acquired


To introduce students to the basic mathematical models and their implication, and the role of
Probability in various areas of Electrical Engineering.
To enable students can analyze the basics of one and two random variables and their cumulative
distribution and density functions.
To enable the student to the various statistical parameters of the random processes and their
implication.
Course Contents
Week 1,2 & 3 Chapter 1: Basic Concepts of Probability Theory
 Specifying random experiments
 Axiomatic approaches to a probability
 Conditional probability and Bayes' Rule
 Independence of events
 Sequential experiments: Sequences of independent experiments, The
Binomial probability law, The multinomial probability law, The geometric probability
laws, Sequences of dependent experiments.

1
Week 4, 5 & 6 Chapter 2: Random Variables and their Distribution
 The notion of a random variable
 Cumulative distribution functions(CDFs)
 Continuous random variables and probability density function(PDF)
 Moments and central moments of a random variable: Expected values and
variance
 Discrete random variables and probability mass functions (PMF)
 Special distribution function
 Markov and Chebyshev inequalities

Week 7, 8 & 9 Chapter 3 : Multiple Random Variable and Joint Probability Distribution
 Bivariate discrete random variables and their distribution (PMF and
CDF)
 Bivariate continuous random variables and their distribution (pdf and
cdf)
 Independence of two random variables
 Conditional distribution functions
 Conditional probability and conditional expectation: Expected values,
variance, covariance and correlation
 Conditional mean and variance, expected values, covariance and
correlation
 Function of random variable
 Expectation of a function of one and two random variables
Characteristic functions and joint characteristic function

Week 10, 11 &12 Chapter 4: Introduction to Random Processes


 Specifying random process: Mean, Autocorrelation, Auto-covariance
functions, cross-correlation and cross-covariance
 Stationary random process: SSS and WSS
 Ergodic process
 Properties of correlation functions and power spectral densities
 Representation of random process (Random process in linear systems)

Week 13 Chapter 5: Introduction to Parameter Estimation


 Linear mean square estimation

[1] Peebles JR., P.Z., Probability, Random Variables and Random Signal
principles,
References McGraw Hill Inc., (1993)
[2] Ochi.M.K. Applied probabilityand Stochasticprocesses, John Wiley & Sons
(1992).

Classroom 85% of class attendance is mandatory!


policies Any late coming will not be toleratedat all.
Active participation in the class is essential and it willhave its own value.
Late submissionof assignments will not be acceptedat all!

2
Assessment Method

Assessment type Weight Week of Date of assessment Feedback


assessment
Quiz 5% Unknown Unknown Unknown
Mid exam 30% Based on schedule Based on schedule A week after exam
Assignment 15% Unknown Unknown A day after submission
(Individual+group)
Final Exam 50% Based on schedule Unknown

Departmental Quality Assurance Committee Approval


# Name Signature Date
1
2

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