Course Category:
Department Requirement
Topics covered in this course include set theory, relative frequency and probability, joint probability and independent events, random variables, distribution functions, density functions, Gaussian random variables, random processes and spectral characteristics, multiple-random variables, joint-distribution functions, joint-density functions, conditional distribution functions, central limit theorem, random processes, stationary, independence, correlation functions, covariance, power density spectrum, cross-power spectrum, relation between correlation functions and power density spectra.
