Learn · Probability and Random Processes
Lecture 4 of 40Probability and Random Processes
Introduction to Random Variables
Prof. Mrityunjoy Chakraborty · IIT Kharagpur
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- Probability and Random Processes, IIT Kharagpur (at NPTEL)
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- CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
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All the lectures
- Introduction to the Theory of Probability
- Axioms of Probability
- Axioms of Probability (Contd.)
- Introduction to Random Variables
- Probability Distributions and Density Functions
- Conditional Distribution and Density Functions
- Function of a Random Variable
- Function of a Random Variable (Contd.)
- Mean and Variance of a Random Variable
- Moments
- Characteristic Function
- Two Random Variables
- Function of Two Random Variables
- Function of Two Random Variables (Contd.)
- Correlation Covariance and Related Innver
- Vector Space of Random Variables
- Joint Moments
- Joint Characteristic Functions
- Joint Conditional Densities
- Joint Conditional Densities (Contd.)
- Sequences of Random Variables
- Sequences of Random Variables (Contd.)
- Correlation Matrices and their Properties
- Correlation Matrices and their Properties
- Conditional Densities of Random Vectors
- Characteristic Functions and Normality
- Tchebycheff Inequality and Estimation of an Unknown Parameter
- Central Limit Theorem
- Introduction to Stochastic Process
- Stationary Processes
- Cyclostationary Processes
- System with Random Process at Input
- Ergodic Processes
- Introduction to Spectral Analysis
- Spectral Analysis Contd.
- Spectrum Estimation - Non Parametric Methods
- Spectrum Estimation - Parametric Methods
- Autoregressive Modeling and Linear Prediction
- Linear Mean Square Estimation - Wiener (FIR)
- Adaptive Filtering - LMS Algorithm