ABH103 : 확률론(Probability Theory)
담당교수 : 장 재신, 장영실관 (E동) 515호, T.3520, icjoseph@inje.ac.kr
담당조교 :
강의시간 :
Office Hours :
강의주제 : Random variable, Random function, Random processes, Probability theory
선수 권유 과목 : ABH163(공업수학1), ABH164(공업수학2)
교재 : Oliver C. Ibe, Fundamentals of Applied Probabilities and Random Processes, AP
Chapter 별 강의내용 :
Chapter 1 : Basic Probability Concepts
Sample space, Events, Properties of probability, Conditional probability, Independent events.
Chapter 2 : Random Variables
Definition of random variables, Discrete random variables, Continuous random variables.
Chapter 3 : Moments of Random Variables
Expectation, Moments, Conditional expectations, Various inequalities
Chapter 4 : Special Probability Distributions
Fourier Bernoulli distribution, Binomial distribution, Geometric distribution, Pascal distribution, Hypergeometric distribution, Poisson distribution, Erlang distribution, Uniform distribution, Normal distribution.
Chapter 5 : Multiple Random Variables
Fourier Joint CDFs of bivariate random variables, Covariance and Correlation, Multinomial distribution.
Chapter 6 : Functions of Random Variables
Fourier Functions of one random variable, Sums of independent random variables, Minimum (or Maximum) of two independent random variables, Two functions of two random variables, Central limit theorem.
Chapter 8 : Introduction to Random Processes
Fourier Classification of random processes, Characterizing a random processes, Crosscorrelation and Crosscovariance functions, Stationary random processes, Erogodic random processes. Power spectral density.
Homeworks : 매 Chapter 별 선별된 연습문제,
평가방법 : 출석(5%), 과제물(10%), 수업참여도(Quiz 포함)(5%), 중간고사(40%), 기말고사(40%)
기타 주의사항 :
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