ECE 342 - Probability for Electrical and Computer Engineers

3 units (fi 8)(EITH/SP/SU, 3-1S-0)

Faculty of Engineering

Deterministic and probabilistic models. Basics of probability theory: random experiments, axioms of probability, conditional probability and independence. Discrete and continuous random variables: cumulative distribution and probability density functions, functions of a random variable, expected values, transform methods. Pairs of random variables: independence, joint cdf and pdf, conditional probability and expectation, functions of a pair of random variables, jointly Gaussian random variables. Sums of random variables: the central limit theorem; basic types of random processes, wide sense stationary processes, autocorrelation and crosscorrelation, power spectrum, white noise. Prerequisite: MATH 209. Credit may be obtained in only one of ECE 342 or E E 387.