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Unformatted text preview: ay require MATLAB toolbox commands that are not available in Octave, and not all code is
directly compatible S-4
– Athanasios Papoulis and S. Unnikrishna Pillai, Probability, Random Variables and
Stochastic Processes, McGraw Hill, 4th ed., 2002 (ISBN 0-07-112256-7) 18. Course Outline:
• Probability spaces and axioms of probability
• Combinatorial (counting) analysis • Conditional probability, total probability and Baye’s rule
• Statistical independence
• Sequential experiments • Single random variables and types of random variables
• Important random variables • Distribution and density functions
• Functions of one random variable • Expected value of a random variable • Mean, variance, standard deviation, Nth moment, Nth central moment
• Markov and Chebyshev inequalities • Transform methods: Characteristic and generating functions, Laplace transform
• Generating random variables
• Multiple random variables • Joint and marginal distribution and density functions
• Functions of several random variables • Decorrelating/whitening random variables and application to principal components
• Joint moments and joint characteristic functions
• Conditional expected value
• MMSE estimation • Laws of large numbers and the central limit theorem
• Random processes • Mean, autocorrel...
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This note was uploaded on 01/15/2014 for the course EEL 5544 taught by Professor Wong during the Fall '08 term at University of Florida.
- Fall '08