Course Details

Course details of EE3110
Course NoEE3110
Course TitleProbability Foundations for Electrical Engineers
Course Content Introduction to Probability: Sets, Events, Axioms of Probability, Conditional Probability and Independence, Bayes Theorem and MAP Decision Rule Random Variables: Definitions, Cumulative Distribution Functions, mass and density functions, joint and conditional distributions, Functions of Random Variables Expectations: Mean, Variance, Moments, Correlation, Chebychev and Schwarz Inequalities, Moment-generating and Characteristic Functions, Chernoff Bounds, Conditional Expectations Random Vectors: Jointly Gaussian random variables, Covariance Matrices, Linear Transformations, Diagonalization of Covariance Matrices Random Sequences: Sequences of independent random variables, correlation functions, wide-sense stationary sequences, LTI filtering of sequences Law of Large Numbers, Central Limit Theorem
Course Offered this semesterYes