619-005 Probability for Electrical Engineers

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Objectives:

Students completing this course should:

Comprehend:

• the fundamental concepts of probability and probability modelling.

Have developed the skills:

• to use simple probability models in applications to standard situations.

Appreciate:

• the breadth of application and usefulness of probability modelling;

• the application of computer software in simulation and probability calculations.

Content:

Basic probability theory. Simple probability models (including Bernoulli trials, Poisson processes, sampling models); random variables and descriptions of their probability distributions; simple distribution theory, including binomial, Poisson and normal distributions. Simulations of probability models. Bivariate random variables and the bivariate normal distribution. Covariances and correlation coefficients. The central limit theorem and something of its rationale. Extensions to multivariate distributions. The simpler stochastic processes and Markov chains.

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