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Probability Foundations for Electrical engineers

Indian Institute of Technology Madras via NPTEL

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Overview

This course will introduce the basic foundational aspects of probability theory primarily to an electrical engineering audience. In communications, signal processing and networking applications, probability theory and models play a vital role in design and implementation. This course will prepare a student to take courses such as Digital/Wireless Communications, Adaptive Signal Processing and Communication Networks.

Syllabus

WEEK 1: Probability space: Experiments, sample space, events
WEEK 2: Conditional probability: Baye’s rule
WEEK 3: Independence: Independent and dependent events, conditional independence
WEEK 4: Discrete random variables: PMF, important discrete distributions
WEEK 5: Continuous random variables: PDF, CDF, important continuous distributions
WEEK 6: Multiple random variables: Joint distribution, independence
WEEK 7: Transformation of random variables: CDF method, PDF method
WEEK 8: Expectations: mean, variance, correlation, covariance

Taught by

R Aravind and Andrew Thangaraj

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