Instructor
Thinh Nguyen,
Assistant Professor.
Office hours: TR 3.30 - 4.30 p.m.
3115 Kelley Engineering Center
E-mail: thinhq@eecs.oregonstate.edu
Teaching Assistant
Panupat Poocharoen
Office hours: MW 3.30-4.30 p.m.
Help sesssion: W 6.00-7.00 p.m.
KEC1130 (Computer lab)
E-mail: poocharp@onid.orst.edu
Eduado Alban
Office hours : T 3.30-4.30 p.m.
Help sesssion: T 8.00-9.00 p.m.
KEC1130 (Computer lab)
E-mail: albane@onid.orst.edu
Class schedule
TR 2.00-3.20 p.m. , KEC1001
Textbook
Abraham H. Haddad, Probabilistics Systems and Random Signals, Pearson Prentice Hall, 2006. ISBN 0-13-009455-2
Topics
This course introduces the probability theory and its applications. We will cover the following material.
- Chapter 1 - Introduction
- Chapter 2 - Basic Probability
- Set Theory and Events
- Axioms of Probability
- Conditional Probability and Independence
- Total Probability and Bayes's Rule
- Chapter 3 - Basic Probability
- Set Theory and Events
- Axioms of Probability
- Conditional Probability and Independence
- Total Probability and Bayes's Rule
- Chapter 4 - Function of a Random Variable and Expectations
- Function of a Random Variable
- Expectations
- Moments, Mean, and Variance
- Chapter 5 - Two Random Variables
- Joint Distribution Function
- Joint Probability Mass Function
- Joint Probability Density Function
- Indepedence
- Gaussian Random Variables
- Chapter 6 - Expectations and Functions
- Expectations of Two Random Variables
- Linear Estimation
- Chapter 12 - Expectations and Functions
- Introduction to Random Processes
- Distributions of Random Processes
- Mean and Autocorrelation Function
- Cross-Correlations