Ali Tajer
Associate Professor
Electrical, Computer, and Systems Engineering
Rensselaer Polytechnic Institute
(518) 276-8237
6040 Jonsson Engineering Center, 110 8th Street
Troy, NY 12180
Engineering Probability
Fall 2021
Title | Topic |
---|---|
Lecture 1 | Experiments, sample space, events |
Lecture 2 | Axioms, probabilistic models, counting methods |
Lecture 3 | Conditional probability |
Lecture 4 | Baye's rule, independence, Bernoulli trials |
Lecture 5 | Discrete random variables
|
Lecture 6 | Expected value and moments |
Lecture 7 | Conditional probability mass functions |
Lecture 8 | Cumulative distribution functions |
Lecture 9 | Probability distribution functions, continuous random variables |
Lecture 10 | The Gaussian random variable, Q function |
Lecture 11 | Expectations of a random variable |
Lecture 12 | Functions of a random variable; inequalities |
Lecture 13 | Two random variables (discrete) |
Lecture 14 | Two random variables (continuous); independence |
Lecture 15 | Joint expectations, correlation, covariance |
Lecture 16 | Conditional PDFs; Bayesian and maximum likelihood estimation |
Lecture 17 | Conditional expectations |
Lecture 18 | Sums of random variables |
Lecture 19 | Sums of random variables |
Lecture 20 | Central limit theorem; confidence intervals |
Lecture 21 | MAP, ML, and MMSE estimation |
Lecture 22 | Hypothesis testing |
Lecture 23 | Testing the fitness of a distribution; generating random samples |