
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
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
Lecture 10
Probability distribution functions, continuous random variables
Lecture 11
The Gaussian random variable, Q function
Lecture 12
Expectations of a random variable
Lecture 13
Functions of a random variable; inequalities
Lecture 14
Two random variables (discrete)
Lecture 15
Two random variables (continuous); independence
Lecture 16
Joint expectations, correlation, covariance
Lecture 17
Conditional PDFs; Bayesian and maximum likelihood estimation
Lecture 18
Lecture 19
Conditional expectations
Lecture 20
Sums of random variables
Lecture 21
Central limit theorem; confidence intervals
Lecture 22
MAP, ML, and MMSE estimation
Lecture 23
Hypothesis testing
Lecture 24
Testing the fit of a distribution; generating random samples
Lecture 25
TBD
Lecture 26
TBD