**Course description:** This course covers probability, random variables, discrete and continuous distributions, transformation of random variables, expectation, generating functions, statistical inference, hypothesis testing, estimation, random processes, stationarity, and applications.

**Prerequisite:** Credit or concurrent registration in ECE 310.

**Instructor:** Natasha Devroye devroye@uic.edu Science and Engineering Offices (SEO) room 1039 Website Office hours: Tuesday 8:30-10am, Wednesday after class 1:50-3pm

**Teaching Assistant:** Diana Maamari dmaama2@uic.edu Office hours: Monday 2-3:30, Thursday 2-3:30, SEO 900

**Lecture: **MWF 1-1:50pm, Douglas Hall 210

**Topics:**

- Probability
- Random Variables
- Discrete and Continuous Distributions
- Joint and Conditional Densities
- Transformation of Random Variables
- Expected Values and Moment Generating Functions
- Hypothesis Testing
- Estimation in Communications
- Gaussian Random Variables
- Random Processes, Gaussian and Poisson Arrival Process
- Autocorrelation and Stationarity
- Applications

- Amplitude limiting (mixed discrete and continuous random variables)
- Amplitude quantization, signal-to-noise power ratio
- Basic information theory, entropy of a discrete random variable
- Huffman coding, efficiency of a binary code
- Sample mean, biased and unbiased estimators
- Bit-rate-error analysis of a noisy communication channel
- Correlation coefficient, linear estimation
- Estimating PDF: histogram method, moment generating function method
- Estimating PSD: autocorrelation method
- Linear filtering stationary random processes

**Grading: **(grades will be posted on Blackboard)

- Class participation 3%
- Homework and Matlab (weekly) 17%
- Random in-class quizzes (will give 5 over the semester, will drop the 1 lowest score) 10%
- Midterm 1 20% = max(Midterm 1, Midterm 2, Final) (may bring one 8.5x11 inch double-sided cheat sheet) 02.06.2012
- Midterm 2 20% = max(Midterm 2, Final) (may bring two 8.5x11 inch double-sided cheat sheets) 03.16.2012
- Final 30% (may bring three 8.5x11 inch double-sided cheat sheets).

**Textbook chapters (subject to change):** Chapters 1-5

Chapter 6 (§6.1-6.7)

Chapter 7

Chapter 9 (§9.1-9.2)

Chapter 10 (§10.1-10.3,10.8-10.11)

Chapter 11 (§11.1, 11.5, 11.7, 11.8)

**Textbook:** “Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers” by Roy D. Yates and David J. Goodman. John Wiley & Sons; 2nd edition, 2004

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ISBN-10: 0471272140, ISBN-13: 9780471272144

** WARNING: **It is urgent that you read the "A Message to Students from the Authors" on pages xi-xii of the textbook.

This topic: ECE341s12 > WebHome > Syllabus

Topic revision: r8 - 2012-04-03 - 15:13:23 - Main.devroye

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