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ELEC_ENG 395: Probabilistic Systems


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Prerequisites

MATH 234

Description

This course builds a rigorous foundation of probability. Topics covered include: basic concepts of probability theory and statistics, counting, axioms of probability, independence, Bayes rule, continuous and discrete random variables, moments, multiple random variables, conditional distributions, correlation and applications to engineering systems.

This class is an introductory class on probability. Students with some background in probability and may want to consider ELEC_ENG/COMP_ENG 395: Probability in Electrical Engineering and Computer Science instead.

RECOMMENDED TEXT: Sheldon Ross, A first course in probability, 2012, 9th Edition (Pearson, ISBN-10: 9332519072)

COURSE INSTRUCTOR: Prof. Ermin Wei

COURSE COORDINATOR: Prof. Ermin Wei

COURSE GOALS: To teach students the basic concepts of probability theory and statistics, random variables, conditional distributions, and correlation as they arise in engineering signal and systems models.

COMPUTER USAGE: Matlab Assignments

LABORATORY PROJECTS: None

COURSE OBJECTIVES: When a student completes this course, s/he should be able to:

• Understand the basic concepts of probability and how they arise in engineering systems.

• Analyze systems involving uncertainties using random variable models.

• Understand the concepts of distributions, correlation, and other averaging properties.

• Design simple reliable engineering systems in the presence of errors and failures.

• Understand the basic elements of statistics and analysis of data.

ABET CONTENT CATEGORY: 50% Math and Basic Science, 50% Engineering.