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Probability & Random Signals: Course Outline

This document outlines a probability and random signals course. It covers topics like probability models, basic probability theory concepts, discrete and continuous random variables, pairs of random variables, and random processes. It also discusses using mathematical models for analysis and design. Deterministic models give exact outcomes while probability models account for variation in random experiments. The document defines key probability concepts like outcomes, events, statistical regularity, and the axiomatic approach to probability theory.

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26 views

Probability & Random Signals: Course Outline

This document outlines a probability and random signals course. It covers topics like probability models, basic probability theory concepts, discrete and continuous random variables, pairs of random variables, and random processes. It also discusses using mathematical models for analysis and design. Deterministic models give exact outcomes while probability models account for variation in random experiments. The document defines key probability concepts like outcomes, events, statistical regularity, and the axiomatic approach to probability theory.

Uploaded by

abd sy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Probability & Random Signals

Course Outline :
1. Probability Models in Electrical and Computer Eng
2. Basic Concepts of Probability Theory
3. Discrete Random Variables
4. One Random Variables
5. Pairs of Random Variables
6. Random Processes
Textbook
Probability Models in Electrical and
Computer Eng.

• In this chapter:
1.Models as tools in Analysis and Design
2.Deterministic Models.
3.Probability Models.
Mathematical Models as tools in
Analysis and design
• Design: making choices from different
alternatives.
• Designer needs criteria.
• Criteria evaluation:
– Experimentation.
– Estimation using models.
Mathematical Models as tools in
Analysis and design
• Model:
– Approximate representation of a physical system.
– Explains observed behavior.
– Prediction of experiment results.
• Mathematical Model:
– When observation phenomenon are measurable.
– Mathematical relations between parameters.
Deterministic Models
• Deterministic mathematical models: Solution
of mathematical equations gives the exact
outcome of the experiment.
• Examples?
• If the experiment is repeated under the same
conditions, observations are (almost) the
same.
Probability Models
• Random experiment: The outcomes vary (in
an unpredictable way) when the experiment is
repeated under the same conditions.
• Example: Ball selected from an urn.
– 3 identical balls, labeled 0, 1 and 2.
– The outcome of the experiment is an element of
the set S = {0, 1, 2}.
Statistical Regularity
• Example: Ball selected from an urn.
• n: Number of trials (repetitions).
• Nk(n): numbers of times in witch the outcome
is equal to k.
• fk(n): relative frequency of
N k  n
outcome k.
f k  n 
n
• Statistical regularity: nlim f k  n   pk


• pk: probability of outcome k.


Properties of relative frequency
• Random experiment with K possible
outcomes.
• S = {1,2,…,K}
• Since 0  N k  n   n for k  1, 2,..., K then
0  f k  n  1 for k  1, 2,..., K

K K

• Since N  n  n
k 1
k then f  n  1
k 1
k
Properties of relative frequency
• Consider “events” associated with outcomes.
• C: “A or B occurs”, where A and B cannot
occur simultaneously,
NC  n  N A  n N B  n
fC  n  f A  n f B  n
The axiomatic approach to a
theory of probability
1. A random experiment is defined; S is the set
of all possible outcomes.
2. Events (a class of subsets of S) are specified.
3. A number, P[A], is assigned to each event A
such as:
1. 0 ≤ P[A] ≤ 1
2. P[S] = 1
3. If A and B cannot occur simultaneously
P[A or B] = P[A] + P[B]

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