At the end of this course, the students; 1) Learn the basic concepts of probability. 2) Learn the basic concepts of continuous and discrete random variables. 3) Understand the Functions of Continuous and Discrete Probability Random Variables. 4) Learn the find of the expected value and variance of the random variables. 5) Learn the find the new probability distribution is defined as function of one or two random variable. 6) Learn and to classify of random processes.
MODE OF DELIVERY
Face to face
PRE-REQUISITES OF THE COURSE
No
RECOMMENDED OPTIONAL PROGRAMME COMPONENT
It is recommended for the student to take MAT 222 Differential Equations course before.
COURSE DEFINITION
In this course, basic principles of probability, definition and basic theorems of probability, concept of a random variable, probability distributions, mathematical expectation, moments, some discrete and continuous distributions, transformations of a random variable, joint probability distributions, transformations of multiple random variables are discussed. Then, in the processes part of the course, the random process concept, classification of processes stationarity and independence, correlation functions, Gaussian random processes, Poisson random processes and spectral characteristics of random processes are studied.
COURSE CONTENTS
WEEK
TOPICS
1st Week
Basic Concepts of Probability
2nd Week
Definition of probability, conditional probability, Bayes' Theorem and Independent Events
3rd Week
Concept of Random Variable, Discrete and Continuous Random Variables
4th Week
Probability Functions of Random Variables
5th Week
Joint Probability Distributions, Statistical Independence
6th Week
Mathematical Expected Value and Variance
7th Week
Special Continuous and Discrete Distributions
8th Week
Midterm Exam
9th Week
Transformations of Random Variables
10th Week
Probability Distributions for One or Two Random Variable Function
11th Week
Random Process Concept, Classification of Processes
12th Week
Stationarity and Independence
13th Week
Correlation Functions
14th Week
Gaussian and Poisson Stochastic Processes
RECOMENDED OR REQUIRED READING
Peebles, Peyton Jr. Probability and Random Variables and Random Signal Principles Mc-Graw Hill. Walpole, Ronald E. Myers, Raymond H.; Myers, Sharon L. "Probability and Statistics for Engineers and Scientists, Prentice-Hall, (1998). Leon-Garcia A., Probability and Random Processes for Electrical Engineering, Second Edition, Addison Wesley, (1994)
PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
Lecture,Questions/Answers
ASSESSMENT METHODS AND CRITERIA
Quantity
Percentage(%)
Mid-term
1
30
Assignment
1
10
Quiz
2
20
Attendance
1
5
Total(%)
65
Contribution of In-term Studies to Overall Grade(%)
65
Contribution of Final Examination to Overall Grade(%)
35
Total(%)
100
ECTS WORKLOAD
Activities
Number
Hours
Workload
Midterm exam
1
2
2
Preparation for Quiz
2
4
8
Individual or group work
13
4
52
Preparation for Final exam
1
16
16
Course hours
14
4
56
Preparation for Midterm exam
1
12
12
Laboratory (including preparation)
0
0
0
Final exam
1
2
2
Homework
0
0
0
Quiz
2
1
2
Total Workload
150
Total Workload / 30
5
ECTS Credits of the Course
5
LANGUAGE OF INSTRUCTION
English
WORK PLACEMENT(S)
No
KEY LEARNING OUTCOMES (KLO) / MATRIX OF LEARNING OUTCOMES (LO)