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Prerequisite
EE207
Syllabus
[download]
Textbook
Peebles, P. Z. “Probability, Random Variables,
and Random Signal Principles”, McGraw-Hill, 4th Edition, 2001.
References
Leon-Garcia, A. “Probability and Random Processes
for EE”, Addison Wesley, 2nd Edition, 1994.
Ross, S. . “A
First Course in Probability”, Prentice Hall, Fifth Edition, 1998.
Helstrom, C.W. “Probability and Stochastic Processes for
Engineers”, Addison-Wesley, 2nd Edition, 1992.
Walpole,
R.E., Myers, R.H. and Myers, S. L., “Probability and Statistics for
Engineers and Scientists”, Prentice Hall, Sixth Edition, 1998.
Grading Policy
Class Work: 15%
Project: 10%
Major
1: 20%
Major 2: 20%
Final Exam: 35%
Class
work: Homework: 5%,
Quizzes: 8%,
Attendance and Class
Participation: 2%
Major 1: 26 March 2011 7:00-9:00 PM
Coverage up to Section 3.1
Major 2: 11 May 2011 7:00-9:00 PM
Coverage up to Section 6.4
Homework
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HW # 1
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1.1-5,
1.2-3, 1.3-7, 1.3-11, 1.4-5, 1.4-11, 15-6, 1.7-1
Due Date:
28/02/2011;
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HW # 2
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2.1-1,
2.1-7, 2.1-11, 2.2-5, 2.3-2, 2.3-15, 2.4-1, 2.4-6, 2.4-14,
Due Date:
14/03/2011;
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HW # 3
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2.5-3,
2.6-3, 3.1-11, 3.1-15, 3.2.-23, 3.2-24,
3.4-2, 3.4-10,
Due Date:
04/04/2011;
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HW # 4
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4.2-8,
4.2-11, 4.3-8, 4.3-11,
Due Date:
18/04/2011;
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HW # 5
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4.4-3,
4.5-7, 4.6-10, 5.1-4, 5.1-12, 5.1-19, 5.1-34, 5.3-4, 5.4-1,
Due Date:
02/05/2011
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HW # 6
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6.3-1,
6.3-2, 6.3-3, 6.3-5, 6.3-8,6.3-23
Due Date:
16/05/2011
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HW # 7
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7.1-12,
7.1-16, 7.1-22, 7.2-3, 7.2-10,
Due Date:
23/05/2011
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HW # 8
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8.2-18,
8.4-8, 8.4-10, 8.4-11,
Due Date:
30/05/2011
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Homework is due during class time.
Only slected homework problems will be
graded.
Additional external homework may be
assigned during the semester.
Homework and Quiz Solutions
Homework 1 Solution [pdf]
Homework 2 Solution [pdf]
Homework 3 Solution [pdf]
Homework 4 Solution [pdf]
Homework 5 Solution [pdf]
Quiz 1 Solution [pdf]
Quiz 2 Solution [pdf]
Quiz 3 Solution [pdf]
Major 1 Solution [pdf]
Major 2 Solution [pdf]
Course Breakdown
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Week
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Topics
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Sections
from textbook
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1
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Probability
Set
definitions and set operations
Axioms
of probability
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1.1-1.2
1.3
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2
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Joint
and conditional probability
Independent
events
Combined experiments
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1.4
1.5
1.6
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3
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Bernoulli trials
Random Variables
The
random variable (r.v.) concept
CDF
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1.7
2.1
2.2
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4
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PDF
Some
Important r. v.’s
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2.3
2.4
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5
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Some
Important r. v.’s
Conditional distribution and density functions
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2.5
2.6
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6
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Expectation
Moments
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3.1
3.2
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7
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Characteristic function
Transformations of a r.v.
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3.3
3.4
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8
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Multiple
random variables
Pairs of
r.v.’s
Properties of joint distribution and joint density
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4.1
4.2-4.3
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9
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Conditional distribution and density
Statistical Independence
Distribution and density of a sum of r.v.’s
Central Limit Theorem
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4.4
4.5
4.6
4.7
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10
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Expected
value of a function of r. v.’s
Joint
characteristic functions
Jointly
Gaussian r. v.’s
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5.1
5.2
5.3
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11
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Transformations of multiple r.v.’s
Linear
transformations of Gaussian r.v.’s
Sampling and some limit theorems
Random Processes –Temporal
Characteristics
Concept of a random process
Stationarity and independence
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5.4
5.5
5.7
6.1
6.2
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12
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Correlation functions and their properties
Gaussian
random process
Poisson
random process
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6.3-6.4
6.5
6.6 (Up
to (6.6-4))
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13
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Random
Processes – Spectral Characteristic
Power
Spectral Density and its properties
Relationship between PSD and autocorrelation
function
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7.1
7.2
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14
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Linear
systems with random inputs
Random
signal response of linear systems
Spectral
characteristics of system response
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8.2-8.3
8-4
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15
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REVIEW
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