4EC5-RANDOM VARIABLES & STOCHASTIC PROCESSES |
Units: I-PROBABILITY : |
Definitions, sample, space & events, joint & conditional
probability,dependent events.
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Units: II-RANDOM VARIABLES : |
Introduction, distribution & density functions, discrete & continuous
random variables, special distributions : binominal, poisson, uniform, exponential, normal, rayleigh.
conditional distribution & density functions. |
Units: III-MULTIPLE RANDOM VARIABLES : |
Vector random variable, joint distribution functions, joint probability density function, conditional
distribution & density functions. Statistical independence, distribution & density function of sum of
random variable, one function of one random variable ,one function of two random variable, two
function of two random variable.
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Units: IV-OPERATION ON SINGLE & MULTIPLE RANDOM VARIABLES : |
Mean & variance, moments, chebyshev’s inequality, Central limit theorem, characteristic functions &
moment generating function, covariance & correlation coefficient of multiple random variable.
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Units: V-STOCHASTIC PROCESSES : |
Introduction, random process concept, stationary & independence, ergodicity, correlation, functions.
Gaussion Random Process, Transmission of Random process through linear systems. Power
spectral Density, Cross Spectral density,
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