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EEE301 Communication Theory

Probability and Random Variables


DR. THILINI RAJAKARUNA

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Why Probability/Random Process?
• Probability is the core mathematical tool for communication theory.
• Stochastic or random model is widely used in the study of communication
systems.

Eg: Radio communication system where the received signal is a random process:
– Message is random
– Interference is random
– Noise is a random process

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Sample Space and Probability
• Random experiment: Outcome cannot be predicted with certainty
Examples: Flipping a coin, receive one bit of data
 Sample space: The set of all possible outcomes, denoted by 𝑆 or Ω.
Out comes are denoted by 𝜔 and 𝜔 ∈ Ω.
A sample space can be discrete or continuous

 Events: Subsets of the sample space for which measures of their occurrence,
probability can be defined and determined

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Three Axioms of Probability

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Properties

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Conditional Probability
Probability of event E2 occurring given that event E1 occurred.

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Random Variables
 A random variable is a mathematical function that maps the outcomes of a
random experiment to a number.

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Cumulative Distribution Function (cdf)
cdf describe the probability distribution of a random variable.

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Cumulative Distribution Function (cdf)
Examples:

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Probability Density Function (pdf)

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Expectation of Random Variables

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Bernoulli Random Variable

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Uniform Random Variable

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Gaussian (or Normal) Random Variable

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