ELEE 3070U – Probability and Random Signals

Basic concepts of probability theory: the axioms of probability, conditional probability, Bayes’ theorem, mutually exclusive and independent events. Single random variable: discrete and continuous random variables, probability mass and density functions; mean, median, mode, variance, and functions of a random variable; Markov and Chebyshev inequalities; reliability of series and parallel components, mean time to failure and failure rate functions. Multiple random variables; joint cumulative distribution and probability density functions, independence, covariance correlation, and linear transformations; joints Gaussian random variables; sum of random variables, law of large numbers and central limit theorem. Statistics: sampling estimation, confidence intervals and hypothesis testing. Random processes; wide-sense staionarity autocorrelation function and power spectral density. Gaussian processes, White noise and noise equivalent bandwidth.
Credit hours: 3
Lecture hours: 3
Tutorial hours: 1.5
Prerequisite(s): ELEE 3110U