Axioms of probability; conditional probability and Bayes' rules; random variables, probability distribution and densities: functions of random variables: weak law of large numbers and central limit theorem. Introduction to random processes; correlation functions, spectral densities, and linear systems. Applications to noise in electrical systems, filtering of signals from noise, estimation, and digital communications.
Prerequisite: Minimum grade of C- in MATH246 and ENEE222; and permission of ENGR-Electrical & Computer Engineering department.
Credit only granted for: DATA400, STAT400 or ENEE324.
Semesters OfferedSpring 2018, Spring 2019, Spring 2021, Spring 2022, Spring 2023