Lecture Notes of Andrew E. Yagle for EECS 501

TOPIC	TOPICS LIST
Basics of Probabil- ity theory	Probability: Mapping
	Countable/uncountabl
	Condition probability
Random variables	RVs & Combinations
Random variables	pmfs; joint pdfs+pmfs
Derived distribs	The method of events
Derived distribs	The Jacobian method
Random variable function	Means and Variances
	Covariance Matrices
	Multidimen Gaussian
	Central limit theorem

TOPIC	TOPICS LIST
Random sequences	Discrete processes
	Convergence of RP
	Bernoulli & Poisson
Contin- uous-time random processes	Random processes
	Sample functions
	Random sinusoid
	II+Markov process
mle,map,ls estimators	Their computation
mle,map,ls estimators	Their performance
Power spectra	PSD thru LTI(8 pg)
Power spectra	Ergodic+strong law

PROB	#1	#2	#3	#4	#5	#6	#7	#8	#9	#10	EXAM	#1	#2	#3
SOLN	#1	#2	#3	#4	#5	#6	#7	#8	#9	#10	SOLN	#1	#2	#3

Click here for EECS 501 home page for Fall 2001.