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Probability & Stochastic Processes

Probability & Stochastic Processes. CH 2 Discrete Random Variables. CH 2.1 Definitions. Ex : S= { H, T }, random variable X. CH 2.1 Definitions. CH 2.1 Definitions. CH 2.2 Probability Mass Function (PMF). CH 2.2 Probability Mass Function (PMF).

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Probability & Stochastic Processes

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  1. Probability &Stochastic Processes CH 2 Discrete Random Variables

  2. CH 2.1 Definitions Ex : S={H, T}, random variable X

  3. CH 2.1 Definitions

  4. CH 2.1 Definitions

  5. CH 2.2 Probability Mass Function (PMF)

  6. CH 2.2 Probability Mass Function (PMF) Ex 2.7 : Basketballtwo free draws, each shot good or bad equally likely S={gg, gb, bg, bb} Define random variable X be the point of the two shots.

  7. CH 2.2 Probability Mass Function (PMF)

  8. CH 2.2 Probability Mass Function (PMF)

  9. CH 2.3 Families of Discrete Random Variables Ex 2.8 : Consider 3 experiments. 1) Tossing a coin: H or T → RV X = 0, 1 2) A phone number:Odd or Even → RV X = 0, 1 3) Modem bits: 0, 1 → RV X = 0, 1 … Very useful RV X with

  10. CH 2.3 Families of Discrete Random Variables Ex 2.9,10,11 : IC test reject prob.p; RV X = 1 (success) accept prob.1-p; RV X = 0 (fail) Let RV Y: # of tests until first reject(success)

  11. CH 2.3 Families of Discrete Random Variables • S or F test, S with prob. p, # of S in ntests

  12. CH 2.3 Families of Discrete Random Variables • S or F test, S with prob. p, # of tests if we stop at the k-thS

  13. CH 2.3 Families of Discrete Random Variables

  14. CH 2.3 Families of Discrete Random Variables

  15. CH 2.3 Families of Discrete Random Variables • QZ 2.3 : A modem transmits bits (0 or1). Prob. of error bit isp, 0<p<1. • Transmission continues until the firsterror; • Let RV X be the # of transmitted bits.

  16. CH 2.3 Families of Discrete Random Variables

  17. CH 2.4 Cumulative Distribution Function (CDF)

  18. CH 2.4 Cumulative Distribution Function (CDF)

  19. CH 2.4 Cumulative Distribution Function (CDF)

  20. CH 2.4 Cumulative Distribution Function (CDF)

  21. CH 2.4 Cumulative Distribution Function (CDF)

  22. CH 2.4 Cumulative Distribution Function (CDF)

  23. CH 2.5 Averages • 3 definitions of statistical average

  24. CH 2.5 Averages

  25. CH 2.5 Averages

  26. CH 2.5 Averages

  27. CH 2.5 Averages

  28. CH 2.5 Averages

  29. CH 2.5 Averages

  30. CH 2.5 Averages

  31. CH 2.5 Averages

  32. HW #1(Do not submit ! But prepare the midterm exam.) • Textbook Problems: p44-46 • 1.5.2, 1.5.5., 1.6.3, 1.7.7 • Textbook Problems: p93-96 • 2.2.3, 2.2.6, 2.3.4, 2.3.6, 2.4.2, 2.5.4 Oh-Jin Kwon, EE dept., Sejong Univ., Seoul, Korea: http://dasan.sejong.ac.kr/~ojkwon/

  33. CH 2.6 Functions of Random Variable Ex 2.27 : faxing, RV X : page #/ faxing r.v. Y : cost, 1-st page10 cent 2-nd page9 cent … 5-th page 6 cent 6~10-th page 50 cent reject more than 10 pages

  34. CH 2.6 Functions of Random Variable

  35. CH 2.6 Functions of Random Variable

  36. CH 2.6 Functions of Random Variable

  37. CH 2.7 Expected Value of a Derived R.V.

  38. CH 2.7 Expected Value of a Derived R.V.

  39. CH 2.7 Expected Value of a Derived R.V.

  40. CH 2.8 Variance & Standard Deviation

  41. CH 2.8 Variance & Standard Deviation

  42. CH 2.8 Variance & Standard Deviation

  43. CH 2.8 Variance & Standard Deviation

  44. CH 2.8 Variance & Standard Deviation

  45. CH 2.8 Variance & Standard Deviation

  46. CH 2.8 Variance & Standard Deviation

  47. CH 2.8 Variance & Standard Deviation

  48. CH 2.8 Variance & Standard Deviation

  49. CH 2.8 Variance & Standard Deviation

  50. CH 2.9 Conditional PMF ← Thrm 1.10 Law of Large Numbers

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