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Probability in Engineering: Course Contents

Probability and Statistics or also called Statistics and Probability are two related but separate academic disciplines. Statistical analysis often uses probability distributions, and the two topics are often studied together

Course Outline

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).

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