Overview:

This repo is a compliation of my personal notes and attempts at problem sets taken from Steven Kay's book Intuitive Probability and Random Processes using MATLAB. The errata of the book can be found here. I've taken the liberty of translating most of the in-text code to Python and will write out simulations in Python as well. All typos and errors that may be found in these notebooks are my own.

Contents:

Foundational Concepts

• 1: Introduction
• 2: Computer Simulation
• 3: Basic Probability
• 4: Conditional Probability

Discrete

• 5: Discrete Random Variables
• 6: Expected Values for Discrete Random Variables
• 7: Multiple Discrete Random Variables
• 8: Conditional Probability Mass Functions
• 9: Discrete N-Dimensional Random Variables

Continuous

• 10: Continuous Random Variables
• 11: Expected Values for Continuous Random Variables
• 12: Multiple Continuous Random Variables
• 13: Conditional Probability Density Functions
• 14: Continuous N-Dimensional Random Variables
• 15: Probability and Moment Approximations Using Limit Theorems

Random Processes

• 16: Basic Random Processes
• 17: Wide Sense Stationary Random Processes
• 18: Linear Systems and Wide Sense Stationary Random Processes
• 19: Multiple Wide Sense Stationary Random Processes
• 20: Guassian Random Processes
• 21: Poisson Random Processes
• 22: Markov Chains

Breakdown

Chapter	Problems	Chapter	Problems	Chapter	Problems	Chapter	Problems
Ch1	16	Ch2	16	Ch3	50	Ch4	43
Ch5	31	Ch6	32	Ch7	51	Ch8	32
Ch9	36	Ch10	62	Ch11	47	Ch12	56
Ch13	25	Ch14	27	Ch15	26	Ch16	34
Ch17	52	Ch18	34	Ch19	28	Ch20	31
Ch21	25	Ch22	30			Total:	784