Fundamentals of probability theory: single and two discrete and continuous random variables. Probability density function. Gaussian and other distributions. Functions of one and two random variables. Joint and conditional probabilities. Moments and statistical averages. Central limit theorem. Introduction to random processes. Concept of stationarity. Correlation function. Power spectrum density. Responses of linear systems to random signals. Introduction to statistics. Point and interval estimations. Hypothesis testing.

Pre-requisites: EE207