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RIPHAH INTERNATIONAL UNIVERSITY

FACULTY OF ENGINEERING AND APPLIED SCIENCES COURSE PLAN SEMESTER-V MS-322 Probability and Stochastic Processes
Instructor: Abu Bakr Khan Khitran

Lectures:

As per Schedule

Required Text: Probability and Random Processes for Engineers by Leon Garcia.

References: 1. Probability, Random Variables and Stochastic Processes by Athanasios Popoulis & S. Unnikrishna Pillai. 2. Probability Random Variable and Random Signal Principles by Peyton Z. Peebles Jr. 3. Introductory Statistics - Neil A Weiss Prerequisite: None

Course Aim: The course aims to provide the thorough Analysis techniques of signal processing and control system using probability and statistics.

Objectives

Informally, a stochastic process sis a random quantity that evolves over time.

Examples of this phenomenon is widely found in electrical engineering in variety of applications like channel equalization and noise cancellation etc. The objective of this course is to introduce basic ideas and tools of the theory of stochastic processes. This course will cover the basics of probability theory and build the foundation for processing of discrete and continuous time stochastic process by Linear Time Invariant Systems.

RIPHAH INTERNATIONAL UNIVERSITY


FACULTY OF ENGINEERING AND APPLIED SCIENCES SCHEDULE OF STUDY SEMESTER-V MS-322 Probability and Stochastic Processes

Introduction to Statistics (Weiss: 1.1) Classification of Statistical Studies (Weiss: 1.2) Sampling Procedures (Weiss: 1.6-1.7)

Week 1
9 Aug-13 Aug

Descriptive Statistics: Variables and Data (Weiss: 2.1) Grouping Data (Weiss: 2.2) Graphs and Charts (Weiss: 2.3) Distribution Shapes (Symmetry and Skewness) (Weiss: 2.5).

Descriptive Measures:

Week 2
16 Aug-20 Aug

Mean (Weiss: 3.1-3.2) Variance, Standard Deviation, Interpretation of standard deviation, z-scores. (Weiss: 3.3-3.5). The five number summary (Box Plots) (Weiss: 3.7)

Probability:

Week 3
23 Aug-27 Aug

Classical Probability (Weiss: 4.1) Introduction to Probability (Garcia: 1.3). Random Experiment, Sample Space, Events. (Garcia: 2.1). Assignment I

Week4
30 Aug-3 Sep

Axioms of Probability (Garcia: 2.2). Counting Rules (Weiss: 4.8) (Garcia: 2.3). One Hour Test I

Week 5
6 Sep 10 Sep

Conditional Probability, Bayes Rule (Garcia: 2.4). Independence of Events (Garcia: 2.5). Sequential Experiment (Garcia: 2.6).

Week6
13 Sep 17 Sep
Random Variable

Concept of a Random Variable (Garcia: 3.1). Conditions for a function to be a Random Variable, Discrete and Continuous Random Variable, Mixed Random Variable (Peebles: 2.1). Cumulative Density Function (cdf) Definition (Garcia: 3.2), Properties of cdf (Peebles: 2.2).

Week 7
20 Sep 24 Sep

Probability Density function (pdf) Definition, Properties of pdf, Conditional cdf and pdf. (Garcia: 3.3)

Some important Random Variables

Week 8
27 Sep-1 Oct

Discrete and Continuous Random Variables, Binomial Random Variable, Posisson Random Variable, Geometrical Random Variable, Gaussian Random Variable, Uniform Random Variable, Exponential Random Variable (Garcia: 3.4) Assignment II

Week 9
4 Oct 8 Oct

Continued from the previous week One Hour Test II.

The Expected value of Random Variable.

Week 10
11 Oct 15 Oct

Expected value of X, Expected value of function of X (Garcia: 3.5) , Moments, Central moments, Moments about the mean, Variance of X (Peebles: 2.1). Markov and Chebychev inequalities. (Peebles: 2.2). Testing the fit of distribution of data (Garcia: 3.8)

Week 11
18 Oct 22 Oct

Transform Methods Characteristic Function, The probability Generating function, The Laplace Transform of the pdf (Garcia:3.9)

Multiple Random Variables

Week 12
25 Oct 29 Oct

Vector Random Variable, Events and probabilities, Independence (Garcia: 4.1) Multiple Random Variable. Joint Distribution, Independence (Garcia: 4.5)

Functions of several Random Variables.

Week 13
1 Nov5 Nov

One function of several Random Variables, Transformation of Random Vectors, Pdf of linear Transformation (Populis: Ch 7).

Week 14
8 Nov 12 Nov

Pdf of general Transformation, Expected value of Functions of Random Variables (Populis: Ch 7). Assignment III

Week 15
15 Nov-19 Nov

The Correlation and Covariance of Random Variables, Jointly Gaussian Random Variables, n jointly Gaussian Random Variables, Linear Transformation of Gaussian Random Variables. (Populis: Ch 7). One Hour Test III

Week 16
22 Nov 26 Nov

Revision and Problem Solving. a. Introductory Statistics - Neil A Weiss b. Probability, Random Variables and Stochastic Processes Athanasios Popoulis & S. Unnikrishna Pillai. c. Probability Random Variable and Random Signal Principles Peyton Z. Peebles Jr. d. Probability and Random Processes for Electrical Engineering Alberto Leon-Garcia

Books