Probability and Stochastic Processes for Engineers, 2nd edition, C. W. Helstrom, Macmillan Publishing, 1991
Probability and Statistics, A. Papoulis, Prentice Hall, 1990
|Chap 1||The meaning of probability|
|Chap 2||The Axioms of Probability:
|Chap 3||Repeated Trials:
|Chap 4||Random Variable:
Distribution Function and Density Function
|Chap 5||Function of One Random Variable g(X):
Mean and Variance
|Chap 6||Two Random Variables:
Functions of Two Random Variables
|Chap 7||Moments and Conditional Distributions:
Mean Square Estimation
|Chap 8||Sequences of Random Variables:
Stochastic Convergence and Limit Theorems
Test1: 25% (Feb 19, 1998)
Final: 40% (May 5, Tuesday, 11-1pm)
are assigned weekly, and are due one week after assigned.
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