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Mat303 - Probabilty and Random Processes

This document outlines a course on probability and random processes for students of electrical and computer engineering. The course aims to help students understand probability theory, statistical analysis, and various random processes techniques. It is divided into 4 units that cover topics like probability distributions, hypothesis testing, random processes classifications, and special random processes like Poisson processes and renewal processes. Upon completing the course, students will be able to apply probability, random variables, hypothesis testing, and random processes concepts to solve problems in communication engineering.

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Chandra Prriyan
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119 views3 pages

Mat303 - Probabilty and Random Processes

This document outlines a course on probability and random processes for students of electrical and computer engineering. The course aims to help students understand probability theory, statistical analysis, and various random processes techniques. It is divided into 4 units that cover topics like probability distributions, hypothesis testing, random processes classifications, and special random processes like Poisson processes and renewal processes. Upon completing the course, students will be able to apply probability, random variables, hypothesis testing, and random processes concepts to solve problems in communication engineering.

Uploaded by

Chandra Prriyan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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L T P C

3 0 0 3
Course code: MAT303
Semester: V
PROBABILITY AND RANDOM PROCESSES
(FOR STUDENTS OF ECE)
COURSE OBJECTIVE:
The course aims to train the learner to:
 Understand probability theory and statistics and thereby solve problems relevant to
communication engineering.
 Know the foundations of inferential statistical analysis that are predominantly employed
in varied applications.
 Understand and distinguish among various statistical and random processes techniques.
 Familiarize with a variety of random processes and be able to choose and study their
characteristics.

UNIT – I: Probability and Distributions 15 Periods


Basic concept of probability – Conditional probability and Baye’s Theorem – Concept of a
Random variable – Transformation of random variables – Cumulative Distribution Function
(CDF) – Probability Density Function – Basic Statistical Properties of a Random variable and
Expected Values – Moments – Moment Generating Functions – Binomial, Poisson, Normal and
Erlang Distributions

UNIT – II: Tests of Hypothesis 10 Periods


Introduction to inferential statistics – Procedure for Testing of Hypothesis – Tests of significance
for large samples – Difference between sample proportion and population proportion –
Difference between two sample proportions – Test of significance for small samples – Student’s
t-distribution – Difference between sample mean and population – Difference between two
sample means – F distribution – Chi Square distribution – Goodness of fit – Independence of
Attributes.

UNIT – III: Random Processes 10 Periods


Classification of random processes – Methods of description of a random process – Analytical
representation of a random process – Special classes of random processes – Multiplicative
random process - Average values of random processes – Stationarity – Examples of wide
sense stationary process and strict sense stationary process Autocorrelation function and its
properties – Cross correlation function and its properties – Power Spectral density – Weiner
Khinchin’s Theorem - Linear time invariant systems.

UNIT – IV: Special Classes of Random Processes 10 Periods


Introduction – Poisson Process – Birth and Death Process – Difference Equations – Pure Birth
process – Yule - Furry Process – Renewal Process – Discrete state – Discrete Time renewal
process – Discrete state continuous parameter Renewal Process – Solution to Renewal
equations.
TEXTBOOKS
1. T.Veerarajan, Probability, Statistics and Random Processes, 3rd Edition, McGraw-Hill
Publishing Company Ltd, New Delhi, 2017.
2. Jorge I. Aunon and V. Chandrasekar, Introduction to Probability and Random
Processes, 3rd Edition, McGraw Hill International Editions, New York, 1998.

REFERENCES
1. S. C. Gupta and V. K. Kapoor. Fundamentals of Mathematical Statistics, 11th edition.
New Delhi: Sultan Chand and Sons publications, 2019.
2. George R. Cooper, Clare D. McGillem. Probabilistic Methods of Signal & System
Analysis, 3rd Edition, Oxford Press, 2007.
3. P.Z, Peebles,. Probability Random Variables and Random Signal Principles, 4th Edition,
McGraw Hill, New York, 2005.
4. A. Papoulis, Probability, Random Variables and Stochastic Processes, 4th Edition,
McGraw Hill, New York, 2005.

ONLINE MATERIAL
1. NPTEL – http://www.youtube.com/watch?v=r1sLCDA-kNY.
2. NPTEL- https://nptel.ac.in/courses/117/105/117105085/
3. NPTEL- https://nptel.ac.in/courses/117/104/117104117/
4. NPTEL- https://nptel.ac.in/courses/111/102/111102111
5. NPTEL- https://nptel.ac.in/courses/111/102/111102098/
6. NPTEL- https://nptel.ac.in/courses/111/102/111102014/

UNIT-WISE LEARNING OUTCOMES

Upon completion of each unit, the learner will be able to:

Unit – I Apply the concepts of probability and random variables to problems of


relevance in communication engineering.

Unit – II Apply sampling theory for large and small data samples and perform
hypothesis testing

Unit – III Understand the classification of random processes and concepts such
as wide sense stationary and strict sense stationary processes.

Unit – IV Find the linearity in birth and death processes with the use of Poisson
processes and apply discrete / continuous random processes to solve
problems in communication engineering.
COURSE LEARNING OUTCOMES

After the successful completion of the course, the student will be able to:

Knowledge
CO No. Course Outcome
Level
CO 1. Understand the axiomatic formulation of modern Probability K3
Theory and think of random variables as an intrinsic need for the
analysis of random phenomena..
CO 2. Characterize probability models and function of random variables K3
based on single & multiples random variables
CO 3. Frame appropriate hypothesis for analysing the given data set K3
CO 4. Perform hypothesis testing on small and large data samples using K3
appropriate tests
CO 5. Understand the concept of random processes and determine K3
covariance and spectral density of stationary random processes.
CO 6. find the linearity in birth and death processes with the use of K3
Poisson processes
CO 7. Apply discrete / continuous random processes to solve problems in K3
communication engineering.

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