MTH263 Lecture 1

MTH263 ProbabilityandRandomVariables
Lecture1 Dr.Sobia Baig ElectricalEngineeringDepartment COMSATSInstituteofInformationTechnology,Lahore
Contents
Probability and Random Variablesbrief ProbabilityandRandomVariables brief introduction/motivation Mathematical Models as tools in Analysis and MathematicalModelsastoolsinAnalysisand Design
D t DeterministicModels i i ti M d l ProbabilityModels
Examples
ProbabilityandRandomVariables,Lecture1,byDr.SobiaBaig
ATypicalCommunicationSystem A Typical Communication System
Probabilisticmethodsinmakingdecisions / g aboutthetransmitted/receivedmessage
DigitalCommunicationwith ProbabilityofError b bl f
Probability/UncertaintyElementin Systems
Wirelesscommunicationnetworksprovidevoice e ess co u cat o et o s p o de o ce anddatacommunicationstomobileusersin severeinterferenceenvironments. Thevastmajorityofmediasignals,voice,audio, images,andvideoareprocesseddigitally. Thesystemsthedesignersbuildare unprecedentedinscaleandthechaotic environmentsinwhichtheymustoperateare environments in which they must operate are untrodden terrritory. So there is Uncertainty Sothereis Uncertainty
ProbabilityandRandomVariables,Lecture1,byDr.SobiaBaig 5
ProbabilityModels Probability Models

Probability models are one of the tools that Probabilitymodelsareoneofthetoolsthat enablethedesignertomakesenseoutofthe chaosandtosuccessfullybuildsystemsthat chaos and to successfully build systems that areefficient,reliable,andcosteffective
MATHEMATICALMODELSASTOOLSINANALYSIS ANDDESIGN AND DESIGN

Experiments:Costlywayoftestingadesignorsolvea problem. Model:Approximaterepresentationofaphysicalsituation. Useful Model: Able to explain all relevant aspects of a given UsefulModel:Abletoexplainallrelevantaspectsofagiven phenomenon. MathematicalModels:Ifobservationalphenomenonhas measurablepropertiesthenamathematicalmodel measurable properties then a mathematical model consistingofasetofassumptionsaboutthesystemis employed Conditions under which an experiment is performed and a Conditionsunderwhichanexperimentisperformedanda modelisassumedareverycritical.Changetheassumptions thenagoodmodelcanbeagreatfailure.
ComputerSimulations&Deterministic Models d l
ComputerSimulationModels:Theymimicor p y simulatethedynamicsofasystem DeterministicModels:Labandtextbookcases, conditionsdetermineoutcome conditions determine outcome 1.CircuitTheory 2 Ohms Law 2.Ohm sLaw 3.KirchoffsLaws 4 Transforms: FFT; Laplace Transforms 4.Transforms:FFT;LaplaceTransforms 5.Convolution:Input/outputbehaviorofsystems withwelldefinedcoefficients
ProbabilityModels Probability Models

Probabilistic (Stochastic Random) Models: Probabilistic(Stochastic,Random)Models: involvephenomenathatexhibitunpredictable variationandrandomness. variation and randomness
Ex:Urnwiththreeballs;(0,1,2 h h b ll ( marked) Outcome:Anumberfromtheset { , , } {0,1,2} SampleSpace:Allpossible outcomesofanexperiment:S= {0,1,2}
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StatisticalRegularity Statistical Regularity

Relative Frequency: RelativeFrequency:
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PropertiesofRelativeFrequency Properties of Relative Frequency

Suppose a random experiment has K possible SupposearandomexperimenthasKpossible outcomes:S={1,2,,K}.Theninntrialswe have have
Ex:Considerthe3ballurnexperiment A:even={0,2}then,
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Disjoint (mutually exclusive) events: If A or B Disjoint(mutuallyexclusive)events:IfAorB canoccurbutnotboth,then Relativefrequencyoftwodisjointeventsis thesumoftheirindividualrelativefrequency. h f h i i di id l l i f
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AxiomsofProbability Axioms of Probability

Kolmogorovs axiomstoformaTheoryofProbability: Assumptions: 1.Randomexperimenthasbeendefinedandthesample spaceShasbeenidentified. 2.AclassofsubsetsofShasbeenspecified. 3.EacheventAhasbeenassignedanumberP(A)suchthat,
1 0 P(A) 1 1.0P(A)1 2.P(S)=1 3.IfAandBaremutuallyexclusiveeventsthen
P(A or B) = P(A) + P(B) P(AorB)=P(A)+P(B)
Kolmogorovs axiomsaresufficienttobuildaconsistent TheoryofProbability. Theory of Probability

Example
Example: Packet Voice Communication Example:PacketVoiceCommunication systemEfficiency Due to silences voice communication is very Duetosilencesvoicecommunicationisvery inefficientondedicatedlines.Itisobserved thatonly1/3ofthetimeactualspeechgoes through.Howtoincreasethisratebyusing prob.approaches??? Solution:Errorvs ratetradeoffindigital information(BCS)transmission/storage
PacketVoiceCommunicationsystem Efficiency(2) ff ( )
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Aistheoutcomeofarandomexperiment,determiningwhich p , g packetscontainactivespeech M<48packetsaretransmittedevery10ms IfAM,thenallpacketsareactive IfA>M,thenAMactivepacketsarediscardedrandomly
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E[A]=48*1/3 E[A]=48 1/3 E[A]=16
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Example
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Example:SignalEnhancementUsing Filters l
Given a signal x(t) corrupted with noise and Givenasignalx(t) corruptedwithnoiseand hasaSignaltoNoiseRatiovalueSNR.Ifyou filterthisnoisysignalwithaproperlydesigned filter this noisy signal with a properly designed adaptivefiltertosuppressnoise,weobtainan enhancedsignal,(smoothedbythefilter.) enhanced signal (smoothed by the filter )
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Example:SignalEnhancementUsing Filters l
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ResourceSharing Resource Sharing

Example: Multi User Systems with Queues: Example:MultiUserSystemswithQueues: Resourcesharing
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MultiUserSystemswithQueues: Resourcesharing h
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SystemReliability:Cascadevs.Parallel Systems
Issues: Need of a clock vs the system delay or Issues:Needofaclockvs.thesystemdelayor throughputrate.
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Problem
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ReadingAssignment Reading Assignment

Text Book Chapter 1 pages 17 34 TextBook,Chapter1,pages17 34
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Summary
MathematicalModels
Relatesystemparametersandvariables Allowsystemdesignerstopredictsystemperformancebyusing equations Experimentation may be too costly Experimentationmaybetoocostly Experimentationmaynotbefeasible
Computersimulationmodelspredictsystemperformance Deterministic models give output of an experiment with an exact Deterministicmodelsgiveoutputofanexperimentwithanexact outcome Probabilitymodelsdetermineprobabilitiesofthepossible outcomes Probabilitiesandaveragesforarandomexperimentcanbefound experimentallybycomputingrelativefrequencies andsample averagesinalargenumberoftrialsofexperiment

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MTH263 ProbabilityandRandomVariables

Lecture1 Dr.Sobia Baig ElectricalEngineeringDepartment COMSATSInstituteofInformationTechnology,Lahore

ATypicalCommunicationSystem A Typical Communication System

ProbabilityModels Probability Models

MATHEMATICALMODELSASTOOLSINANALYSIS ANDDESIGN AND DESIGN

ProbabilityModels Probability Models

StatisticalRegularity Statistical Regularity

StatisticalRegularity Statistical Regularity

StatisticalRegularity Statistical Regularity

PropertiesofRelativeFrequency Properties of Relative Frequency

Disjoint (mutually exclusive) events: If A or B Disjoint(mutuallyexclusive)events:IfAorB canoccurbutnotboth,then Relativefrequencyoftwodisjointeventsis thesumoftheirindividualrelativefrequency. h f h i i di id l l i f

AxiomsofProbability Axioms of Probability

Kolmogorovs axiomsaresufficienttobuildaconsistent TheoryofProbability. Theory of Probability

ResourceSharing Resource Sharing

ReadingAssignment Reading Assignment

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