Lesson Plan
Lesson Plan
NRIIT/7.5.1/RC 04
LESSON PLAN
Department: ECE Semester / Year: II/II B-SEC
Name of faculty: T.SUMALATHA Designation: ASST. PROFESSOR
Name of the subject: RANDOM VARIABLES & STOCHASTIC PROCESSES
No of
NRI INSTITUTE OF TECHNOLOGY No of
S.NO TOPIC Cumulative
(Approved by AICTE, New Delhi: Affiliated to JNTUK, Kakinada)
Classes
Classes
POTHAVARAPPADU (V), (via) Nunna, Agiripalli (M), Krishna District, A.P., PIN: 521 212, Ph: 08656-324999
I UNIT Website:
1: THE nrigroupofcolleges.com
RANDOM VARIABLE e-mail: [email protected]
DEPARTMENT OF ELECTRONICS AND COMMUNICATION ENGINEERING
1.1 Introduction 1 1
Definition of a Random Variable, Conditions for a Function to be a
1.2 1 2
Random Variable
1.3 Discrete and Continuous, Mixed Random Variables 1 3
1.4 Distribution function and its Properties, Problems 1 4
1.5 Density functions and its Properties, Problems 1 5
1.6 Binomial, Poisson Distribution and Density functions 1 6
1.7 Uniform ,Exponential, Rayleigh Distribution and Density functions 1 7
Gaussian Random Variable, Problems on Gaussian Random
1.8 1 8
Variables
1.9 Conditional Distribution, Conditional Density and its Properties 1 9
1.10 PREVIOUS PROBLEMS 1 10
UNIT 2: OPERATION ON ONE RANDOM VARIABLE
II
EXPECTATIONS
2.1 Introduction, Expected Value of a Random Variable 1 11
Function of a Random Variable, Moments about the Origin and
2.2 1 12
Problems
2.3 Central Moments, Problems on Central Moments, 1 13
2.4 Variance and Skew, Problems on Variance and Skew 1 14
2.5 Chebychevs Inequality 1 15
2.6 Characteristic Function and its Properties 1 16
2.7 Moment Generating Function and its Properties 1 17
Transformations of a Random Variable: Monotonic
2.8 1 18
Transformations for a Continuous Random Variable
Non Monotonic Transformations for a Continuous Random
2.9 1 19
Variable
2.10 PREVIOUS PROBLEMS 1 20
TEXT BOOKS:
Probability, Random Variables & Random Signal Principles - Peyton Z. Peebles, TMH, 4 th Edition, 2001.
Probability, Random Variables and Stochastic Processes Athanasios Papoulis and S. Unnikrishna Pillai,
PHI, 4th Edition, 2002.
REFERENCES:
Probability Theory and Stochastic Process B Prabhakara Rao, Oxford University Press.
Probability and Random Processes with Application to Signal Processing Henry Stark and John W. Woods,
Pearson Education, 3rd Edition.
Probability Methods of Signal and System Analysis. George R. Cooper, Clave D. MC Gillem, Oxford, 3rd
Edition, 1999.
Statistical Theory of Communication - S.P. Eugene Xavier, New Age Publications, 2003.