Designation: Professor
Email: arifulhoque@eee.buet.ac.bd
Cell phone: 01687 129593 (text only)
COURSE DESCRIPTION:
Introduction to probabilistic techniques for modeling random phenomena and making estimates,
inferences, predictions, and engineering decisions in the presence of chance and uncertainty.
Probability measures, classical probability and combinatorics, countable and uncountable sample
spaces, random variables, probability mass functions, probability density functions, cumulative
distribution functions, important discrete and continuous distributions, functions of random
variables including moments, independence and correlation, conditional probability, Total
Probability and Bayes rule with application to random system response to random signals,
characteristic functions and sums of random variables, the multivariate Normal distribution,
maximum likelihood and maximum a posteriori estimation, Markov processes, Simulation
technique, Applications in communications, networking, circuit design, device modeling, and
computer engineering.
LEARNING OBJECTIVES:
The objectives of this course are to:
DISTRIBUTION OF WEIGHTAGE:
Remarks
Final Exam
Mid Term
Six Class Tests
Term Paper (Individual) including Presentation
Assignments & Case Studies (Individual/Group) including Presentation
Regular Class Participation and Presentation
Class Attendance
Attitude/Conduct/Manner
Total
Distribution
35%
15%
12%
10%
10%
5%
10%
3%
100
GRADING:
Numerical Grade
80% and above
75% to < 80%
70% to < 75%
65% to < 70%
60% to < 65%
55% to < 60%
50% to < 55%
45% to < 50%
40% to < 45%
< 40%

A+
A
AB+
B
BC+
C
D
F
I
W
Letter Grade
(A Plus)
(A Regular)
(A Minus)
(B Plus)
(B Regular)
(B Minus)
(C Plus)
(C Regular)

Grade Point
4.00
3.75
3.50
3.25
3.00
2.75
2.50
2.25
2.00
0.00
Incomplete
Withdrawal/Withdrawn
REFERENCES:
Text and Reference Books:
1. Probability and Random Processes, Wiley, second edition, by V. Krishnan
2. Probability and Random Processes, Academic Press, second edition, by Scott and Donald
3. Probability, Statistics, and Random Processes For Electrical Engineering (3rd Edition) by Alberto
LeonGarcia
4. Probability, Statistics and Random Processes, Pearson, by P Kousalya
5. Probability, Random variables and Random Signal principles, Tata McGrawHill, 4 th edition by
Peebles
6.
Lecture Plan
Wee
k
Lectur
e
Lec 1
Topics
1.
2.
3.
4.
Lec 2
1.
2.
3.
4.
Lec 3
1.
2.
3.
4.
5.
Lec 4
6.
7.
8.
Lec 5
1.
2.
3.
Lec 6
1.
2.
Lec 7
3.
4.
1.
2.
3.
4.
Lec 8
1.
2.
3.
Syllabus
Course outline
Course objective
Applications: Speech
recognition, radar system,
communication network
Experiments, Sample Spaces,
and Events
Axioms of Probability
Assigning Probabilities
Joint and Conditional
Probabilities
Basic Combinatorics
Bayess Theorem
Independence
Discrete Random Variables
Engineering ApplicationAn
Optical Communication
System
The Cumulative Distribution
Function
The Probability Density
Function
The Gaussian Random
Variable
Other Important Random
Variables
Conditional Distribution and
Density Functions
Engineering Application:
Reliability and Failure Rates
Expected Value of a Random
Variable
Expected Values of Functions
of Random Variables
Moments
Central Moments
Conditional Expected Values
Transformations of Random
Variables
Characteristic Functions
ProbabilityGenerating
Functions
MomentGenerating Functions
Evaluating Tail Probabilities
Engineering Application
Lec 9
Lec 10
Lec 11
Lec 12
Lec 13
Lec 14
Lec 15
Lec 16
Random Processes
Scalar Quantization
4. Engineering Application
Entropy and Source Coding
1. Joint Cumulative Distribution
Functions
2. Joint Probability Density
Functions
3. Joint Probability Mass
Functions
4. Conditional Distribution,
Density, and Mass Functions
1. Expected Values Involving
Pairs of Random Variables
2. Independent Random Variables
3. Jointly Gaussian Random
Variables
4. Joint Characteristic and
Related Functions
1. Transformations of Pairs of
Random Variables
2. Complex Random Variables
3. Engineering Application:
Mutual Information, Channel
Capacity, and Channel Coding
1. Joint and Conditional PMFs,
CDFs, and PDFs
2. Expectations Involving
Multiple Random Variables
3. Gaussian Random Variables in
Multiple Dimensions
1. Transformations Involving
Multiple Random Variables
2. Estimation and Detection
3. Engineering Application:
Linear Prediction of Speech
1. Independent and Identically
Distributed Random Variables
2. Convergence Modes of
Random Sequences
3. The Law of Large Numbers
4. The Central Limit Theorem
1. Confidence Intervals
2. Random Sums of Random
Variables
3. Engineering Application: A
Radar System
1. Definition and Classification
of Processes
Lec 17
Random Processes
Lec 18
Markov Processes
Lec 19
Markov Processes
Lec 20
10
12
Lec 23
Lec 24
Simulation Techniques
Processes
Simulation Techniques
13
Lec 25
Lec 26
Lec 27
14
Lec 28
Review class
Presentation
Term paper
Presentation
Term paper
Conclusion:
In this course, a balanced approach and coverage is maintained for problems and applications on the one
hand and mathematical and analytical models and methods on the other. Engineering applications are
chosen from areas such as communications, signal processing, electronics fabrication, and computer
engineering. At the end of the course, the students be able to recognize random phenomena in ECE
applications, select appropriate mathematical models for them, and solve those models by exploiting
mathematical structure and statistical tools.
     Signature of the Concerned Dept. Chairman