LECTURE NOTES OF ANDREW E. YAGLE FOR EECS 501
Each of these is 1-2 pages long, unless otherwise indicated.
TOPIC
TOPICS LIST
Basics of
Probabil-
ity theory
Probability: Mapping
Countable/uncountabl
Condition probability
Random
variables
RVs & Combinations
pmfs; joint pdfs+pmfs
Derived
distribs
The method of events
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
Their performance
Power
spectra
PSD thru LTI(8 pg)
Ergodic+strong law
PROB
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EXAM
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SOLN
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SOLN
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here
for EECS 501 home page for Fall 2001.