**Prerequisites:**
Calculus and linear algebra.

**Time and place: **1:00 pm -2:50
pm, Tuesday-Thursday, NH
109

**Textbook:
**. Alberto Leon-Garcia, *
Probability and Random Processes for Electrical Engineering*, Third Edition,
Pearson, 2008.

**Additional Reading: **

[1] P. Z. Peebles, *Probability,
Random Variables and Random Signal Principles*, 4th Edition, McGraw-Hill,
2000.

[2] A. Papoulis and S. U. Pillai, *Probability, Random Variables and
Stochastic Processes,* Fourth Edition, McGraw-Hill, 2000.

**Instructor:
**Dr. Ioannis Schizas,
Office: NH 534,
Email: schizas@uta.edu

**Office Hours: **3:00pm-4:00pm, Tuesday-Thursday
or by appointment

**GTA: **
Dheeral Bhole (email: dheeral.bhole@mavs.uta.edu)

**GTA Hours: Wed and Fri,
13:00-16:00, NH 205**

**Grading:
**Homeworks: 15%
Midterm I: 25 %
Midterm II: 25 %
Final: 35%

**CourseMaterial:
**-Introduction to basic probability concepts and
combinatorics. (Lecture notes: #1,#2,#3)

-Conditional probability, independence, sequential experiments. (Lecture notes:
#1)

-Binomial
and multinomial distributions. (Lecture
notes:
#1)

-Discrete random variables, probability mass functions, mean and variance;
Important discrete random variables in engineering applications. (Lecture
notes:
#1)

-Continuous random variables, probability density function,
expected value and variance; The Gaussian distribution and engineering
applications. (Lecture
notes:
#1,#2)

-Functions of random variables, conditional probability density functions;
Markov and Chebyshev inequalities. (Lectures notes: #1)

-Two random variables, joint and marginal cumulative density function and
probability density function; Discrete and continuous cases. (Lectures notes:
#1)

-Joint moments; Correlation, covariance and conditional expectation. (Lectures
notes: #1)

-Functions of two random variables and jointly Gaussian random variables.
(Lectures notes: #1,#2)

-Vector random variables.
(Lectures notes:
#1)

-Expected value and covariance matrices of random vectors.
-Introduction to parameter estimation.
-Law of Large Numbers and Central Limit Theorem in engineering. (Lecture
Notes: #1)
-Random processes basics. (Lecture Notes: #1)

**Homework Assignments**

Homework Assignment | Assigned | Due date |

Assignment 1: (pdf) |
06/08/2017 | 06/15/2017 |

Assignment 2: (pdf) |
06/15/2017 | 06/22/2017 |

Assignment 3: (pdf) |
06/22/2017 | 06/29/2017 |

Assignment 4: (pdf) |
07/06/2017 | 07/18 /2017 |

Assignment 5: (pdf) |
07/17/2017 | 07/24 /2017 |

Assignment 6: (pdf) |
08/1/2017 | 08/10 /2017 |