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lecture24

# lecture24 - ECE 5510 Random Processes Lecture Notes Fall...

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ECE 5510: Random Processes Lecture Notes Fall 2008 Lecture 24 Today: (1) Topics (2) Questions, Problems Application Assignment 6 due today at 5pm. Final exam: Tue. December 16, 10:30 am - 12:30 pm, in our lecture room. Discussion items. 0.1 Subjects List of Topics from Exam 1 1. Set Theory; Axioms, Properties of Probability 2. Independence of Sets 3. Conditional Probability (incl. Bayes Rule) 4. Law of Total Probability (incl. Partitions, tree problems) 5. Counting (Combinations & Permutations) 6. Distributions (CDFs, pdfs, pmfs, ...) 7. Deriving Distribution of a Function of a random variable (Method of Moments or Jacobian Method) 8. Expectation (mean, of a function, moments, variance) 9. Conditional Distributions (Conditional pdfs and pmfs, condi- tional expectations.) List of Topics From Exam 2 1. Joint / Multivariate distributions 2. Conditional distributions (on events and on other r.v.s) 3. Expectations of multiple r.v.s (a) Covariance and expected values of products of r.v.s

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ECE 5510 Fall 2008 2 (b) Finding Mean and Covariance of linear combinations of
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lecture24 - ECE 5510 Random Processes Lecture Notes Fall...

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