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Er. Santosh Kumar Baral Er. Suraj Basant Tulachan: Communications and Knowledge Engineering

This document contains an outline for a course on probability theory and random variables. It discusses key concepts like joint probabilities, conditional probability, random variables, probability distributions, independence, moments, and common probability distributions like binomial, uniform, and Gaussian. Examples are provided on joint probabilities for coin tosses and dice rolls. Transformations of random variables and properties of independent and orthogonal random variables are also covered. Recommended textbooks on digital communications and communication systems are listed.

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Biplove Pokhrel
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29 views44 pages

Er. Santosh Kumar Baral Er. Suraj Basant Tulachan: Communications and Knowledge Engineering

This document contains an outline for a course on probability theory and random variables. It discusses key concepts like joint probabilities, conditional probability, random variables, probability distributions, independence, moments, and common probability distributions like binomial, uniform, and Gaussian. Examples are provided on joint probabilities for coin tosses and dice rolls. Transformations of random variables and properties of independent and orthogonal random variables are also covered. Recommended textbooks on digital communications and communication systems are listed.

Uploaded by

Biplove Pokhrel
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
Download as pdf or txt
Download as pdf or txt
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Communications and Knowledge Engineering

Institute of Engineering
Paschimanchal Campus
Lamachour , Pokhara

Er. Santosh Kumar Baral


Er. Suraj Basant Tulachan
 Probability Theory
◦ Joint events and joint probabilities
◦ Conditional probability
◦ Statistical Independence
 Random Variables Probability Distributions
and Probability Densities
◦ Multiple Random Variables
◦ Joint Probability Distributions
◦ Joint Probability Densities
 Random Experiment
◦ Experiment depending on chance or probability
 Sample Space
◦ All possible distinct outcomes of a random experiment
◦ Sample space is not unique and its construction depends
upon the point of view as well as questions to be
answered
◦ can be classified as acceptable or non acceptable
 Sample Point
◦ Each possible outcome of random experiment
 Event
◦ A subset of the sample space having one or more
sample points as its elements
 Given a random experiment, a finite
probability measure of event A, P(A) is
assigned to every event in the sample space S
of all possible events
 Axiom 1: Non Negativity : 0≤P(A) ≤ 1
 Axiom 2: Normed : P(S)=1
 Axiom 3 : Additive
◦ For a countable collection of mutually exclusive
events A1, A2, A3 in S,
…..Eqn 2.1
 When two experiments are performed
simultaneously or single event repeated we call
them joint events and the probability of
combined outcomes evaluated are the joint
probabilities
 Example:
◦ Two tosses of a single coin or Single Toss of Two coins
◦ Sample Space=4 outcomes of tupples with probability of
¼ each
◦ Throwing of single dice twice or Two dice at a time
◦ Sample Space=36 outcome tupples with probability 1/36
each
…Eqn 2.2

…Eqn 2.3

…Eqn 2.4

…Eqn 2.5
 Multiple random variables arise during
Combined experiments or repeated trials of a
single experiment
 Multiple random variables are basically
multidimensional functions defined on a
sample space of a combined experiment
 Let us consider two random variables, X1 and
X2, each of which may be continuous,
discrete or mixed type
 HW:Transformation :Y=aX3 +b , a>0
=E(X2 )-[E(X)]2
 1. When two random variables are statistically
independent, then E(X1,X2)= E(X1 ) * E(X2 ) and
covariance , µij =0
 2. When covariance µij =0 is zero does not
necessarily mean that the random variables are
statistically independent
 3. When E(X1, X2 )=0 , then the random variables
are orthogonal
 When uncorrelated
 When either Statistical mean of Either Variable is
Zero
 1. We can find the nth central moment of the
functions by finding first nth derivatives
 2. We can find the pdf of a random varialble
expressed sum of other statistically
independent Random variables
 First find the characteristic function from Fourier
transform
 Then find the inverse Fourier transform
 1. Binomial Distribution
 2. Uniform Distribution
 3. Gaussian Distribution
 1. John G Proakis , Digital Communications, Fifth Edition, Tata
MCGraw-Hill companies, Inc-2008
 2. John G Proakis and Masoud Salehi, Communication System
Engineering, Second Edition, Prentice Hall- 2002

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