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ECE 60000 - Random Variables

Description
P: ECE 30200 and graduate standing. Engineering applications of probability theory. Problems on events, independence, random variables, distribution and density functions, expectations, and characteristic functions. Dependence, correlation, and regression; multi-variate Gaussian distribution. Stochastic processes, stationarity, ergodicity, correlation functions, spectral densities, random inputs to linear systems; Gaussian processes.
Credits
3
Attributes
Course Differential Fee
Recent Professors
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Recent Semesters
Spring 2020, Spring 2018
Offered
F, Tu
Avg. Class Size
22
Avg. Sections
1