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chap01slides - Introduction ECSE 305: Probability and...

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Introduction ECSE 305: Probability and Random Signals 1 Yannis Psaromiligkos (lecture slides are based in part on the notes by Prof. B. Champagne)
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Determinism Until now: Deterministic viewpoint Provided sufficient information is available Future behavior can be predicted exactly. Example: Circuit analysis If values of resistors, voltages, etc., are known we can analyze (predict) the behavior of the circuit precisely. What if we are not certain about some values?
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Randomness In ‘’real-life” we cannot do exact predictions regarding a physical phenomenon or system, e.g., games of chance. Two basic reasons: 1 Insufficient knowledge; 2 Fundamental physical limitations, e.g., uncertainty principle in quantum physics. We refer to such phenomena or systems as random
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Random experiment Random phenomena or systems: There is uncertainty about their future behavior A particular result or situation may or may not occur. The observation of specific quantities derived from such a random system or phenomenon is often referred to as a random experiment.
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Random experiment Random Experiment: An experiment whose outcome is not certain but all of its possible outcomes are known in advance. Example: Roll of a die Uncertain about the outcome Know all possible outcomes (1, 2, 3, 4, 5, 6) in advance Depending on the observed outcome an event happens or not.
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chap01slides - Introduction ECSE 305: Probability and...

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