Revised: January 9, 2016

ECE 651 - Statistical Analysis and Simulation

Old Dominion University
Department of Electrical and Computer Engineering
Spring Semester 2016

Instructor
W. Steven Gray
Office: Kaufman Hall, Room 231K
Phone/Fax: 757-683-4671/3220
Email: sgray@odu.edu
Instructors Office Hours
Time: Tuesday & Thursday, 13:30-15:00
(other times by appointment)
Lectures
Time: Monday 16:20-19:00
Location: Gornto Hall, Room 204 (televised)
Prerequisites/Corequisites
ECE 304 or its equivalent
Textbook

Probability, Random Variables, and Stochastic Processes, 4th Edition, A. Papoulis and S. U. Pillai, McGraw-Hill, Inc., 2002.
Note: This edition is significantly different from previous editions.
So do not use previous editions.

Course Webpage
http://www.ece.odu.edu/gray/classes/ece651
References
1. Introduction to Probability and Statistics for Engineers and Scientists, 2nd Edition,
S. M. Ross, Harcourt/Academic Press, 2000.
2. Probability and Statistics for Engineering and the Sciences, J. L. Devore, Duxbury
Press, 1999.
3. Schaums Outline of Probability, Random Variables, and Random Processes, H. P. Hsu,
McGraw-Hill, Inc, 1996.
4. Probability and Measure Theory, 2nd Edition, R. B. Ash and C. A. Dolans-Dade,
Harcourt/Academic Press, 1999.
5. An Introduction to Probability Theory and Its Application, 3rd Edition, W. Feller, John
Wiley & Sons, 1968.
Course Objectives
The main objective of the course is to review the basic theory of probability including
random variables, random processes and linear systems with stochastic inputs. A wide
variety of applications are considered. The course has a simulation component that
is directly integrated into the homework assignments. The use of MatLab/Simulink
simulation software (or some equivalent) is required.
Grading Policy
Homework - 10 % (weekly)
Midterm Exam 1 - 25 % (Monday, February 15, 2016, 17:30-19:00)
Midterm Exam 2 - 25 % (Monday, March 21, 2016, 17:30-19:00)
Final Exam - 40 % (Monday, May 2, 2016, 15:45-18:45)
Course Policies
1. The course webpage is the clearinghouse for all information concerning the course. It
will be updated frequently, so check it first when you have any question or concern
about the course. Blackboard will not be used.
2. The text is an integral part of the course. You are responsible for the topics in the
chapters cited in the course outline below. It will not be possible to cover every topic
in detail in lecture. Therefore, you should be reading the text concurrently with the
presentation of the material in lecture.

3. On average homework will be assigned once a week and collected the following week.
All homework must be submitted in person at the beginning of class. Late homework
will not be accepted since solutions will be posted on the course webpage shortly
after the homework is collected. See your instructor in advance in case of extenuating
circumstances.
4. MatLab software will be used in a few homework assignments. The software is currently available on most department laboratory machines including the machines in
Kaufman Hall, Rooms 228, 229 and 230. You can remotely access the software using
MoVE.odu.edu (https://move.odu.edu/). You may also consider purchasing the Student Edition of MatLab at a modest price directly from MathWorks (www.mathworks.
com).
Honor System
The Honor System at Old Dominion University is based on individual integrity. In
registering for ECE 302, you have agreed to adhere to the following Honor Pledge:
I pledge to support the Honor System at Old Dominion University. I will refrain from any form of academic dishonesty or deception, such as cheating or
plagiarism. I am aware that as a member of the academic community it is my
responsibility to turn in all suspected violators of the Honor Code. I will report to
an Honor Council hearing if summoned.
Educational Accessibility
The Old Dominion Universitys educational accessibility policy is:
Students are encouraged to self-disclose disabilities that have been verified by the
Office of Educational Accessibility by providing Accommodation Letters to their
instructors early in the semester in order to start receiving accommodations. Accommodations will not be made until the Accommodation Letters are provided to
instructors each semester.
Course Outline
1. The Meaning of Probability - Chapter 1
Definitions of probability: classical, relative frequency, axiomatic
2. Fundamental Concepts in Probability - Chapter 2
Set theory
The probability space
Conditional probability and independence
3. Repeated Trials - Chapter 3 and Section 4.5

Combined experiments/Bernoulli trials

Asymptotic theorems
Law of large numbers
Rare events: Poisson theorem/random points

4. The Concept of a Random Variable - Chapter 4

Distribution and density functions
Conditional distributions and density functions
Total probability and Bayes theorem
5. Functions of One Random Variable - Chapter 5
Functions of a random variable
Mean, variance and general moments
Characteristic functions
6. Two Random Variables - Chapter 6

Joint and marginal statistics

Functions of two random variables
Joint moments and characteristic functions
Conditional distributions and expected values

7. Sequences of Random Variables - Chapter 7

Transformations
Mean and covariance
Conditional densities and characteristic functions
The central limit theorem

8. Random Processes - Chapter 9 and Section 12.1

Statistics of random processes

The independent increments property
Stationary processes: strict-sense and wide-sense
Systems with stochastic inputs
The power spectrum
Ergodicity