Introduction to Probability and Statistics

Table of Contents

Pre Requisites

The only requirement is a course on Calculus, Set Theory and Logic.

Reference Textbook

The textbook referenced in this course was A Modern Introduction to Probability and Statistics: Understanding Why and How (Springer Texts in Statistics).

Note: The chapter numbers follow the relevant chapter numbers in the textbook for easy reference.

Notes

Chapter 2: Outcomes, Events and Probability

This chapter is very important. It introduces the Axioms probability and various concepts such as events, sample spaces etc.

Chapter 3: Conditional Probability and Independence

This chapter introduces conditional probability, multiplication rule, Law of Total Probability, Bayes Theorem and Independence.

Chapter 4: Discrete Random Variables

Chapter 5: Continuous Random Variables

Chapter 7: Expectation and Variance

Chapter 8: Computations with Random Variables

Chapter 9: Joint Probability Distributions

Chapter 10: Covariance and Correlation

Chapter 13: Law of Large Numbers

Chapter 14: Central Limit Theorem

Chapter 17: Statistical Models

Chapter 19: Unbiased Estimators

Chapter 21: Maximum Likelihood

Chapter 22: Simple Linear Regression

Chapter 23: Confidence Intervals for the Mean

TODO

  • Add some minor additions to Confidence Intervals for the Mean

Author: Akash Gopinath

Created: 2024-03-27 Wed 21:28