Introduction to Probability and Statistics
Table of Contents
- Pre Requisites
- Reference Textbook
- Notes
- Chapter 2: Outcomes, Events and Probability
- Chapter 3: Conditional Probability 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
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