National University

OF COMPUTER AND EMERGING SCIENCES

COURSE OUTLINE Probability and Random Processes

Code Credit Hours Course Objective EE313 3 Title Probability and Random Processes Semester

This course provides students with introduction to basic concepts of Probability, Random Variables and Random Processes and their applications in Signal Processing and Communication Systems. Understanding of the basic concepts and physical meaning of the mathematical results will be emphasized throughout.

Instructor

Engr. Khalil Ullah

Email

khalil.ullah@nu.edu.pk

Suggested Book (s) Engineering

Probability and Random Processes for Electrical

2nd Edition, By Alberto Leon-Garcia

Reference Book (s)

Probability and Random Processes for Electrical Engineers by John A. Gubnar Probability and Random Processes, By Scott L. Miller and Donald G.
Childers, 2004, Elsevier Academic Press

Probability and Random Processes, Schaum Outline

Web Resource (s)
Class Policy
1. 2. http://freevideolectures.com/Course/2324/Probability-and-Random-Processes http://www.ece.uah.edu/courses/ee420-500/

1.

Students must reach the class-room in time. Attendance shall be marked at the start of the class. Late-comers may join the class, but are not entitled to be marked as present. 2. Students failing to secure 80% attendance shall not be allowed to sit in the Final Examination. 3. Assignment submission dead-line must be observed. In case of late submission, 10% marks per day may be deducted after due date. 4. Mobile phones must be switched-off in the class-room. 5. At final lecture at each 2nd week there will be a presentation by group of students related to applications of probability in E.E. Pre-Final Evaluation Mid-Term Exam 1 Mid-Term Exam 2 Quizzes = 50 Marks Final Exam =15 Marks =15 Marks = 50 Marks

Evaluation Criteria

Assignments+ Presentations =10Marks

= 10 Marks

Semester Weight

= 100 Marks

Week

Topics to be Covered
Introduction to probability and random process Why probability for Electrical Engineers??? The Modeling Process a) Deterministic model b) Probabilistic model Experiment, Random experiment, Event, Set operation, Sample space and its types. Different approaches to Probability a) Classical approach to probability b) Empirical approach to probability c) Axiomatic approach to probability

Quizzes and Assignments

1.

2.

3.

4.

5.

6.

7.

8.

Computing probability using counting techniques a) Rule of multiplication b) Rule of permutation c) Rule of combination Laws of probability a) Complementation law b) Additional law of probability c) Conditional law of probability Laws of probability d) Multiplication law of probability e) Total law of probability f) Bayes law of probability Independent and Dependent events The concept of random variable Types of random variables a) Discrete random variable b) Continuous random variable The probability function The probability density function The probability distribution Conditional pdf and conditional cdf Important Discrete random variables Binomial random variable b) Geometric random variable Important Continuous random variables a) Exponential random variable b) Gamma random variable MATLAB Exercise 1st Mid Term Examination Important Continuous random variables c) Uniform random variable d) Normal random variable MATLAB Exercise The Expected value of a random variable The Expected value of a function of a random variable Mean and Variance of a) Binomial random variable b) Poisson random variable c) Geometric random variable d) Exponential random variable e) Uniform random variable f) Gamma random variable g) Normal random variable Application of the expected value of a random variable Transform Methods a) Moment generating function technique b) Characteristic function technique c) Laplace transform d) Fourier transform The Markov and Chebyshev inequalities Reliability Calculations

Presentation 1 Assignment 1

Quiz 1 Assignment2 Presentation 2

Presentation 3 Assignment 3

Presentation 4

Quiz 2

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13 14 15 16

The concept of multiple random variable The joint probability function The joint probability density function The joint cumulative probability distribution The joint probability distribution Marginal probability density function of X and Y Expected value of a function of two random variables The covariance of two random variables The Correlation of two random variables Application of correlation and covariance of random variables Definition of a random process Specifying a random process 2nd Mid Term Examination The Joint density function of time sample The joint distribution of time sample Mean Auto covariance and Autocorrelation of a random process Discrete time random process Continuous time random process Stationary random process Analysis and processing of a random signal Power spectral density function Response of linear system to random signal Markov Processes Discrete time Markov chain Continuous time Markov chain

Presentation 4

Quiz 3

Assignment 4 Presentation 5

Presentation 6

Course Instructor Engr. Khalil Ullah

Date: 28/08/2011