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Course Co-ordinated by IIT Madras
Coordinators
 

 
Prof. R.Aravind EE
IIT Madras

 

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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.

Week

Topics

1.

Probability space: Experiments, sample space, events

2.

Conditional probability: Bayes' rule

3.

Independence: Independent and dependent events, conditional independence

4.

Discrete random variables: PMF, important discrete distributions

5.

Continuous random variables: PDF, CDF, important continuous distributions

6.

Multiple random variables: Joint distribution, independence

7.

Transformation of random variables: CDF method, PDF method

8.

Expectations: mean, variance, correlation, covariance

Basic calculus


1. Introduction to Probability by Dimitri P. Bertsekas and John N. Tsitsiklis
2. Probability, Random Variables and Stochastic Processes by Athanasios Papoulis, S. Unnikrishna Pillai


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