Basic to the Concept of Probability
Conditional Probability
Total Probability Theorem and Bayes' Rule
Discrete, continuous random variables and their statistical properties
Important random variables and their applications
Functions of random variables
Properties of random processes: Stationarity
​Correlation function
Power spectral
density
Spectral analysis
Probability Distributions (Gaussian, Poisson)
Measure of Dispersion (variance, standard, deviation and its applications)
Overview of detection and estimation theory
Examples of applications from signal processing (Wiener filter) and digital communications (simulation of coded digital communication system).