131A_1_Monday1_3_31_08

131A_1_Monday1_3_31_08 - EE 131A Probability Professor Kung...

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UCLA EE131A (KY) 1 EE 131A Probability Professor Kung Yao Electrical Engineering Department University of California, Los Angeles Introductions/Movtivations Monday March 31, 2007
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UCLA EE131A (KY) 2 Why study probability? About half of EE technical fields (e.g., communication, computer/comm networks, signal processing, control, optimization, etc.) need probabilistic concepts for basic understanding, analysis, and design of various modern systems (e.g., cellular phone engineering, internet traffic modeling, digital comm system analysis, MPEG/JPEG data compression and coding, etc.)
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UCLA EE131A (KY) 3 History of probability Greece – Believed in the notation of chance; but did not believe random events can be quantified; knowledge was to be obtained by reasoning (e.g., Euclidean geometry) and not obtained by experiments China, India, and Arab – Not much contrib. to prob. Renaissance – Interest in probability through “game of chance”; concepts of outcomes of dice and cards and “expected returns” all depended on probability Famous scientists/mathematicians like Bernoulli, Pascal, Huygen, et al all contributed to discrete prob.
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UCLA EE131A (KY) 4 More recent contributions to probability 19 th century – Laplace in France, Gauss in Germany, and Chebychev in Russia all made major contributions 20 th century – Modern set theory, real-variable analys., measure theory in mathematics (Kolmogorov 1920’s) provided a rigorous foundation for probability Statistical concepts (based on probabilistic concepts) were introduced and used in science and engineering Starting in 1950’s – Communication and signal processing were first called “statistical communication” and “statistical signal processing”
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UCLA EE131A (KY) 5 Determistic vs. probabalistic model (1)
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This note was uploaded on 02/09/2011 for the course EE 131A taught by Professor Lorenzelli during the Spring '08 term at UCLA.

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131A_1_Monday1_3_31_08 - EE 131A Probability Professor Kung...

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