Introduction to probability, random processes and basic statistical methods to address the random nature of signals and systems that engineers analyze, characterize and apply in their designs. It ...

Upper bounds are derived for the probability that the sum S of n independent random variables exceeds its mean ES by a positive number nt. It is assumed that the range of each summand of S is bounded ...

Sample space, Field and Probability Measure. Axiomatic definition of Probability. Bayes' theorem. Repeated trials. Continuous and discrete random variables and their probability distribution and ...

French mathematician and astronomer, Pierre-Simon Laplace brought forth the first major treatise on probability that combined calculus and probability theory in 1812. A single roll of the dice can be ...

This note suggests that expressing a distribution function as a mixture of suitably chosen distribution functions leads to improved methods for generating random variables in a computer. The idea is ...

Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...

This course is available on the BSc in Accounting and Finance. This course is available as an outside option to students on other programmes where regulations permit and to General Course students.