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encs6161 - expectation correlation and covariance jointly...

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Department of Electrical and Computer Engineering Concordia University ENCS6161 - Probability and Stochastic Processes COURSE OUTLINE Instructor: Dr. Dongyu Qiu, Office: EV5.241, Tel: 848-2424 ext 3097 e-mail: [email protected] Office Hours: Mondays 3:00-4:30PM Class Time and Location: Mondays 5:45-8:15PM FG-B070 Textbook: Alberto Leon-Garcia, Probability, Statistics, and Random Processes For Electrical Engineering , 3rd. Ed. Prentice Hall, 2008. Course Website: http://www.ece.concordia.ca/~dongyu/ENCS6161/ Course Material: o Probability: Random experiments, axioms of probability, conditional probability and statistical independence. o Random Variables: CDF and PDF, functions of random variables, expected value of random variables, Chebyshev inequality, characteristic function, probability generating function, entropy. o Multiple random variables: joint PDF, conditional probability and conditional
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