23ECE213-
Communication Theory
PROBABILITY
AND
RANDOM
PROCESSES
SAMPLE SPACE ,EVENTS & PROBABILITY
• Random experiment-Any experiment whose outcome cannot be predicted with certainty.
• Eg: Flipping a coin, throwing a die, drawing a card from a deck of cards
• Outcome - the end result of an experiment
• The set of all possible outcomes of a random experiment is called sample space and is
denoted by' Ω' and the outcomes are denoted by 'ω' ie, ω Є Ω
• Sample space can be discrete or non-discrete
• Discrete sample space-if the number of its elements are finite or countably infinite
• Non -discrete sample space- un countable and [Link]: nos. between 0&1
• Events (E) are subset of sample space, ie, it is an outcome or collection of outcomes
• Events are disjoint or mutually exclusive if their intersection is empty
• Union of events A and B is the set of all outcomes which belong to A or B or
both
• Intersection of two events A &B are the outcomes which belong to both A and
[Link], joint event of A and B
• Null event-Event with no sample points
• 0 ≤ P(E) ≤ 1 for all events
• P(Ω) =1
• P(Ec)=1-P(E) . Ec denote complement of E
• P(φ)= 0
• P(E1U E2) = P(E1)+P(E2) –P(E1Π E2 )
CONDITIONAL PROBABILITY
• If two events E1 and E2 have probabilities P(E1)and P(E2), and if the event E2
occurred,then the probability that event E1 will occur is defined as
• For independent events
TOTAL PROBABILITY THEOREM&
BAYES'S RULE
• Total probability theorem
• Bayes's rule
QUESTION