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126 Notes

126 Notes

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Published by Kiran K Gowda

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Published by: Kiran K Gowda on Mar 01, 2012
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Lecture Notes on Probability Theoryand Random Processes
Jean WalrandDepartment of Electrical Engineering and Computer SciencesUniversity of CaliforniaBerkeley, CA 94720August 25, 2004
 
2
 
Table of Contents
Table of Contents 3Abstract 9Introduction 11 Modelling Uncertainty 3
1.1 Models and Physical Reality . . . . . . . . . . . . . . . . . . . . . . . . . . . 31.2 Concepts and Calculations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.3 Function of Hidden Variable . . . . . . . . . . . . . . . . . . . . . . . . . . . 41.4 A Look Back . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51.5 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2 Probability Space 13
2.1 Choosing At Random . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132.2 Events . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152.3 Countable Additivity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162.4 Probability Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172.5 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172.5.1 Choosing uniformly in
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. . . . . . . . . . . . . . . . . . . . . . 182.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182.6.1 Stars and Bars Method . . . . . . . . . . . . . . . . . . . . . . . . . 192.7 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3 Conditional Probability and Independence 27
3.1 Conditional Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273.2 Remark . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283.3 BayesRule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283.4 Independence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293

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