everything.study
ECE 203

Probability Theory and Statistics 1

Undergraduate

Fall 2022 · Probability and Statistics 1

Topics

  • Probability axioms and sample spaces
  • Independence and conditional probability
  • Bayes’ theorem
  • Random variables and probability distributions
  • Expectation and moments
  • Joint and conditional distributions
  • Moment-generating and characteristic functions
  • Probability inequalities
  • Central limit theorem and weak law of large numbers

Readings

  • A First Course in Probability
    Sheldon Ross · 10th · recommended
    Pearson/Prentice-Hall, 2019. Obtaining the book is voluntary but recommended.
  • Introduction to Probability
    D. P. Bertsekas and J. N. Tsitsiklis · recommended
    Athena Scientific, 2002
  • Probability and Random Processes for Electrical Engineering
    Albert Leon-Garcia · recommended
    Pearson, 2007 as cited in outline
  • Probability, Random Variables and Stochastic Processes
    A. Papoulis and S. U. Pillai · 4th · recommended
    McGraw-Hill, 2002
  • Lecture slides and additional material: https://www.ece.uwaterloo.ca/~ece203
    unspecified
Sources