Electrical & Computer Engin 697SR - ST-IntroToProcesses/StatIntfrc

This is a combined course on stochastic processes and statistical inference with emphasis on applications. Topics include: Brief review of probability and introduction to simulation, introduction to random process: Renewal and Poisson processes, Markov chains, Martingales, Random walks, and Brownian motion, introduction to statistical inference: Estimation and confidence intervals, hypothesis testing, linear regression.

Prerequisite is an undergraduate course in probability such as ECE314, or Stat515

Open to Graduate students only.