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EE5110/EE3110 Probability Foundations for Electrical Engineers
Hypothesis Testing: Bayesian hypothesis testing, Minimax hypothesis testing, Neyman-Pearson hypothesis testing, Composite hypothesis testing
Signal Detection: Deterministic signals in independent noise, Deterministic signals in (non-i.i.d.) Gaussian noise, Detection of signals with random parameters, Performance
Sequential detection: Sequential Probability Ratio Test
Nonparametric Detection, Robust detection
 H. V. Poor, "An Introduction to Signal Detection and Estimation," Springer, Second Edition, 1998.
 S. M. Kay, "Fundamentals of Statistical Signal Processing: Detection Theory," Prentice Hall, 1998.
 P. Moulin, V. V. Veeravalli, "Statistical Inference for Engineers and Data Scientists," Cambridge University Press, 2019.
 H. L. Van Trees, "Detection, Estimation, and Modulation Theory, Part I," John Wiley, 1968.
2018 Lecture Notes
Lecture Summary (10%)
Quiz 1 (20%)
Quiz 2 (20%)