Syllabus
Module I
Review of probability concepts – conditional probability- Bayes theorem.
Random Variable and Distributions: Introduction to random variable – discrete and continuous random variables and its distribution functions- mathematical expectations – moment generating function and characteristic function.
Module II
Binomial, Poisson, Geometric, Uniform, Exponential, Normal distribution functions (moment generating function, mean, variance and simple problems) – Chebyshev’s theorem.
Module III
Stochastic Processes:
General concepts and definitions – stationary in random processes – strict sense and wide sense stationary processes – autocorrelation and properties- special processes – Poisson points, Poisson and Gaussian processes and properties- systems with stochastic inputs – power spectrum- spectrum estimation, ergodicity –Markov process and Markov chain, transition probabilities, Chapman Kolmogrov theorem, limiting distributions classification of states. Markov decision process