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Course10810318585 lectures

Probability and Random Processes (प्रायिकता एवं यादृच्छिक प्रक्रियाएँ)

Prof Rohit Sinha Prof. Ribhu · IIT Guwahati

Start with lecture 1 At NPTEL

Lectures

week-01

  1. Lec 1: Introduction Video
  2. Lec 2: Algebra of Events Video
  3. Lec 3: Axioms of Probability Video
  4. Lec 4: Example 1 Video
  5. Lec 5: Example 2 Video
  6. Lec 6: Example 3 Video
  7. Lec 7: Example 4 Video
  8. Lec 8: Example 5 Video

week-02

  1. Lec 9: Conditional Probability Video
  2. Lec 10: Bayes Theorem 1 Video
  3. Lec 11: Bayes Theorem 2 Video
  4. Lec 12: A Brief Review Video
  5. Lec 13: Example 1 Video
  6. Lec 14: Example 2 Video
  7. Lec 15: Example 3 Video
  8. Lec 16: Example 4 Video
  9. Lec 17: Example 5 Video

week-03

  1. Lec 18: Independent Events Video
  2. Lec 19: A Brief Review Video
  3. Lec 20: Example 1 Video
  4. Lec 21: Example 2 Video
  5. Lec 22: Example 3 Video
  6. Lec 23: Example 4 Video
  7. Lec 24: Discrete Random Variables Video

week-04

  1. Lec 25: Expectation Video
  2. Lec 26: Moments Video
  3. Lec 27: Variance Video
  4. Lec 28: Binomial Random Variables Video
  5. Lec 29: Poisson Random Variables Video

week-05

  1. Lec 30: More on Poission Random Variables Video
  2. Lec 31: Properties of the CDF Video
  3. Lec 32: A Brief Review I Video
  4. Lec 33: A Brief Review II Video
  5. Lec 34: Example 1 Video
  6. Lec 35: Example 2 Video
  7. Lec 36: Example 3 Video
  8. Lec 37: Example 4 Video
  9. Lec 38: Example 5 Video
  10. Lec 39: Example 6 Video

week-06

  1. Lec 40: Example 7 Video
  2. Lec 41: Example 8 Video
  3. Lec 42: Example 9 Video
  4. Lec 43: Continuous Random Variables Video
  5. Lec 44: Expectation of Continuous random variables Video
  6. Lec 45: The uniform and the Gaussian Random variables Video
  7. Lec 46: The mean and variance of a Gaussian Random Variable Video
  8. Lec 47: The exponential random variable and other continuous distributions Video
  9. Lec 48: A Brief Review Video

week-07

  1. Lec 49: Example 1 Video
  2. Lec 50: Example 2 Video
  3. Lec 51: Example 3 Video
  4. Lec 52: Example 4 Video
  5. Lec 53: Example 5 Video
  6. Lec 54: Functions of a random varible Video
  7. Lec 55: Functions of a random varible Video
  8. Lec 56: The moment generating function Video
  9. Lec 57: Conditional Distributions Video
  10. Lec 58: Bivariate Distributions Video

week-08

  1. Lec 59: Independence of Random Varibles Video
  2. Lec 60: Jointly Gaussian Random Varibales and Circular symmetry Video
  3. Lec 61: Jointly Discrete Random Variables Video
  4. Lec 62: One Function of two random variables Video
  5. Lec 63: Order Statistics Video
  6. Lec 64: Two functions of two random variables Video
  7. Lec 65: Joint Moments Video

week-09

  1. Lec 66: Joint Charactristic Functions Video
  2. Lec 67: Conditional Distributions for multiple random variables Video
  3. Lec 68: Conditional Expectations Video
  4. Lec 69: Examples Video
  5. Lec 70: Random Vectors Video
  6. Lec 71: Independence of Random Varibles Video
  7. Lec 72: Complex Random Varibales Video
  8. Lec 73: Covariance Matrices Video
  9. Lec 74: Conditional Densities Video
  10. Lec 75: Gaussianity Video

week-10

  1. Lec 76: Chi Squared Densities Video
  2. Lec 77: Examples Video
  3. Lec 78: Estimation Theory Video

week-11

  1. Lec 79: Measurements Video
  2. Lec 80: Sequences of Random Variables Video
  3. Lec 81: Laws of large numbers Video
  4. Lec 82: Random processes Video
  5. Lec 83: Stationarity, Cyclostationarity, Ergodicity Video

week-12

  1. Lec 84: Random Processes as Signals (PSD and LTI Response) Video
  2. Lec 85: White and Gaussian Processes Noise Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Guwahati
Department
Electrical Engineering
Teacher
Prof Rohit Sinha Prof. Ribhu
Level
Undergraduate
Language
English
Subjects
Engineering
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
Who can watch
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