503 syllabus.pdf

# Required textbooks 1 dimitri p bertsekas and john n

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Required Textbooks: 1. Dimitri P. Bertsekas and John N. Tsitsiklis, Introduction to Probability , 2nd edition, by Athena Scientific, 2008. (B&T) 2. J. A. Gubner, Probability and Random Processes for Electrical and Computer Engineers , Cambridge University Press, 2006. (Gubner) Recommended Textbooks: 1. A. Leon-Garcia, Probability, Statistics, and Random Processes for Electrical Engineering , 3rd Edition, Addison Wesley, 2008.

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3 Course Outline Lecture No. Topic Source Chapter, Section (approximate) (textbook) (or page numbers) 1 Motivation B&T pages 2-3 Example applications of probability Gubner pages 1-6 2 Set operations and inverse image Gubner Section 1.2 Probability models Gubner Section 1.3 3 Axioms and properties of a probability measure Gubner Section 1.4 Conditional probability B&T Section 1.3 4 Total probability theorem & Bayes’ rule B&T Section 1.4 Independence B&T Section 1.5 5 Computing probabilities through counting B&T Section 1.6 Probability space, σ -algebra Gubner page 43 6 Discrete random variables: pmf, examples, B&T Chapter 2 Functions of a RV, expectation and variance B&T Chapter 2 7 Joint pmf of 2 RVs; functions of 2 RVs; B&T Chapter 2 8 Conditional pmf, total probability theorem, B&T Chapter 2 9 Independence of discrete RVs B&T
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• Winter '14
• Electrical Engineering, Probability theory, Electrical and Computer Engineers, J. A. Gubner, Syllabus- Kumar Vijay, P. Vijay Kumar

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