• [[ECE600_F13_notes_mhossain|'''The Comer Lectures on Random Variables and Signals''']] <font size= 3> Topic 8: Functions of Random Variables</font size>
    9 KB (1,723 words) - 12:11, 21 May 2014
  • ...unctions_of_random_variable_mhossain|Previous Topic: Functions of a Random Variable]]<br/> [[ECE600_F13_notes_mhossain|'''The Comer Lectures on Random Variables and Signals''']]
    8 KB (1,474 words) - 12:12, 21 May 2014
  • [[ECE600_F13_notes_mhossain|'''The Comer Lectures on Random Variables and Signals''']] ...pdf f<math>_X</math> of a random variable X is a function of a real valued variable x. It is sometimes useful to work with a "frequency domain" representation
    5 KB (804 words) - 12:12, 21 May 2014
  • [[ECE600_F13_notes_mhossain|'''The Comer Lectures on Random Variables and Signals''']] <font size= 3> Topic 11: Two Random Variables: Joint Distribution</font size>
    8 KB (1,524 words) - 12:12, 21 May 2014
  • [[ECE600_F13_notes_mhossain|'''The Comer Lectures on Random Variables and Signals''']] Given random variables X and Y, let Z = g(X,Y) for some g:'''R'''<math>_2</math>→R. Th
    7 KB (1,307 words) - 12:12, 21 May 2014
  • [[ECE600_F13_notes_mhossain|'''The Comer Lectures on Random Variables and Signals''']] <font size= 3> Topic 15: Conditional Distributions for Two Random Variables</font size>
    6 KB (1,139 words) - 12:12, 21 May 2014
  • [[ECE600_F13_notes_mhossain|'''The Comer Lectures on Random Variables and Signals''']] ...formalize the concept of random process, including both discrete-time and continuous time.
    10 KB (1,690 words) - 12:13, 21 May 2014
  • [[Category:random variables]] Question 1: Probability and Random Processes
    3 KB (449 words) - 21:36, 5 August 2018
  • <font size="4">Question 1: Probability and Random Processes </font> ...our proof, keep in mind that may be either a discrete or continuous random variable.
    6 KB (995 words) - 09:21, 15 August 2014
  • ...cess. 
 A stochastic process { X(t), t∈T } is an ordered collection of random variables, T where T is the index set and if t is a time in the set, X(t) i ...h models that use X1,…,Xn as independently identically distributed (iid) random variables. However, note that states do not necessarily have to be independ
    19 KB (3,004 words) - 09:39, 23 April 2014
  • ...ven value of θ is denoted by p(x|θ ). It should be noted that the random variable X and the parameter θ can be vector-valued. Now we obtain a set of indepen ...s parameter estimation, the parameter θ is viewed as a random variable or random vector following the distribution p(θ ). Then the probability density func
    15 KB (2,273 words) - 10:51, 22 January 2015
  • ...e in Bayersian estimation <math>\theta</math> is considered to be a random variable. ...ew <math>\theta</math> as a random variable. Consider more specifically in continuous case:
    8 KB (1,268 words) - 08:31, 29 April 2014
  • ...tinuous random variables and probability mass function in case of discrete random variables and 'θ' is the parameter being estimated. ...variables) or the probability of the probability mass (in case of discrete random variables)'''
    12 KB (1,986 words) - 10:49, 22 January 2015
  • *The author gives an example of continuous case using Gaussian random variable.
    2 KB (291 words) - 06:39, 5 May 2014
  • The principle of how to generate a Gaussian random variable ...od for pseudo random number sampling first. Then, we will explain Gaussian random sample generation method based on Box Muller transform. Finally, we will in
    8 KB (1,189 words) - 10:39, 22 January 2015
  • [[Category:random variables]] Question 1: Probability and Random Processes
    2 KB (302 words) - 17:38, 13 March 2015
  • [[Category:random variables]] Question 1: Probability and Random Processes
    2 KB (284 words) - 17:39, 13 March 2015
  • [[Category:random variables]] Question 1: Probability and Random Processes
    2 KB (366 words) - 01:36, 10 March 2015
  • [[Category:random variables]] Question 1: Probability and Random Processes
    3 KB (454 words) - 10:25, 10 March 2015
  • ...rate <math>\lambda</math>. Assume that <math>K</math> is a Poisson random variable independent of <math>N_{i}(t)</math> (for all i) and has mean a. Let <math> ...ent: For a given t and T, <math> (N(t+T)-N(t)) </math> is a Poisson random variable with mean <math> a \lambda T </math>. <br/>
    5 KB (910 words) - 03:02, 24 February 2019
  • ...ertain value, usually denoted as <math>P(X=A)</math> where X is the random variable and A is the outcome we are looking for. The integrals of all probability d ...Is used in statistics to represent any unknown parameter of interest. In a continuous probability function, it can be used as the likelihood that event X occurs.
    2 KB (358 words) - 22:58, 6 December 2020

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Alumni Liaison

Ph.D. on Applied Mathematics in Aug 2007. Involved on applications of image super-resolution to electron microscopy

Francisco Blanco-Silva