DiscoverIEE 475: Simulating Stochastic SystemsLecture D2 (2025-09-23): Probabilistic Models
Lecture D2 (2025-09-23): Probabilistic Models

Lecture D2 (2025-09-23): Probabilistic Models

Update: 2025-09-23
Share

Description

In this lecture, we review basic probability fundamentals (measure spaces, probability measures, random variables, probability density functions, probability mass functions, cumulative distribution functions, moments, mean/expected value/center of mass, standard deviation, variance), and then we start to build a vocabulary of different probabilistic models that are used in different modeling contexts. These include uniform, triangular, normal, exponential, Erlang-k, Weibull, and Poisson variables. We will finish the discussing next time with the Bernoulli-based discrete variables and Poisson processes.



Comments 
In Channel
loading
00:00
00:00
x

0.5x

0.8x

1.0x

1.25x

1.5x

2.0x

3.0x

Sleep Timer

Off

End of Episode

5 Minutes

10 Minutes

15 Minutes

30 Minutes

45 Minutes

60 Minutes

120 Minutes

Lecture D2 (2025-09-23): Probabilistic Models

Lecture D2 (2025-09-23): Probabilistic Models

Theodore P. Pavlic