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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 analysis • 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.

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