620-005 Probability for Electrical Engineers

Note

This subject is not available to BSc students and does not count for Science points in any combined Science/Engineering course. Students may not gain credit for any of 620-131, 620-140, 620-160 after having completed 620-005.

Credit Points

Coordinator

Semester

Contact

Subject Description

This subject is intended to introduce the fundamental concepts of probability and probability modelling, so that students develop the ability to use simple probability models in applications to standard situations. It demonstrates the breadth of application and usefulness of probability modelling and the application of computer software in simulation and probability calculations, and covers the following topics.

Basic probability theory. Simple probability models (including Bernoulli trials, Poisson processes, sampling models, the simpler stochastic processes and Markov chains). 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.

Assessment

Assignments up to a maximum of 50 pages (20%) and a three-hour end-of semester written examination (80%).