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Probability And Random Variables Instructor: Elif Uysal-Bykolu

Added: 21 February 2011

Topic 1
Introduction to probability theory; Review of set theory Lecture1

Topic 2
Probability Spaces; Axioms and properties or probability Lecture 2 Week 2 | Hour 1 [Video]

Topic 3
Discrete and Continuous Probability Laws, Conditional Probability Week 2 | Hour 2 [Video] Week 2 | Hour 3 [Video] Lecture 3 Lecture 3 -single page per sheet

Topic 4
Total Probability Theorem, Bayes's Rule

Week 3 | Hour 1 [Video] lecture 4 lecture 4-single page per sheet

Topic 5
Independence, Conditional Independence Week 3 | Hour 2 [Video] Week 3 | Hour 3 [Video] lecture 5 lecture 5-single page per sheet

Topic 6
Independent Trials, Counting lecture 6 lecture 6-single page per sheet Week 4 - Hour 1 [Video]

Topic 7
Discrete Random Variables lecture 7 lecture 7-single page per sheet Week 4 - Hour 2 [Video] Week 4 - Hour 3 [Video]

Topic 8
Expectation and Variance lecture 8 lecture 8-single page per sheet Week 5 - Hour 1 [Video]

Topic 9

Properties of Expectation and Variance, Joint PMFs

lecture 9 lecture 9-single page per sheet Week 5 - Hour 2 [Video] Week 5 - Hour 3 [Video]

Topic 10
Conditional PMFs lecture 10 Week 6 - Hour 1 [Video]

Topic 11
Conditioning one Random Variable on another; conditional expectation

lecture 11 lecture 11-single page per sheet Week 6 - Hour 2 [Video] Week 6 - Hour 3 [Video]

Topic 12
Iterated Expectation; Independence of a random variable from an event

Week 7 - Hour 1 [Video] lecture 12 lecture 12-single page per sheet

Topic 13
Independence of Random Variables

Week 7 - Hour 2 [Video] Week 7 - Hour 3 [Video] lecture 13

Lecture 13 -single page per sheet

Topic 14
Continuous Random Variables

Week 8 - Hour 1 [Video] lecture 14 Lecture 14 - single page per sheet

Topic 15
Expectation and the Cumulative Distribution Function

Week 8 - Hour 2 [Video] Week 8 - Hour 3 [Video] Lecture 15 - single page per sheet Lecture 15

Topic 16
The Gaussian CDF

lecture 16 Lecture 16 -single page per sheet Week 9 - Hour 1 [Video]

Topic 17
Conditional PDFs, Joint PDFs

Lecture 17 -single page per sheet Lecture 17 Week 9 - Hour 2 [Video] Week 9 - Hour 3 [Video]

Topic 18
Conditioning one random variable on another

Lecture 18 -single page per sheet Lecture 18 Week 10 - Hour 1 [Video]

Topic 19
Independence, Continuous Bayes's Rule; Derived Distributions

Lecture 19 -single page per sheet Lecture 19 Week 10 - Hour 2 [Video] Week 10 - Hour 3 [Video]

Topic 20
Derived Distributions

Lecture 20 Lecture 20 -single page per sheet Week 11 - Hour 1 [Video]

Topic 21
Functions of Two Random Variables; Correlation and Covariance

Lecture 21 Lecture 21 -single page per sheet Week 11 - Hour 2 [Video] Week 11 - Hour 3 [Video]

Topic 22
Applications of Covariance

Lecture 22 Week 12 - Hour 1 [Video]

Topic 23
Transforms (Moment Generating Functions)

Lecture 23 Lecture 23- single page per sheet Week 12 - Hour 2 [Video] Week 12 - Hour 3 [Video]

Topic 24
Markov and Chebychev Inequalities, Convergence In Probability

Lecture 24 Lecture 24-single page per sheet Week 13 - Hour 1 [Video]

Topic 25
The Weak Law of Large Numbers

Week 13 - Hour 2 [Video] Lecture 25- single page per sheet Lecture 25

Topic 26
The Central Limit Theorem

Week 13 - Hour 3 [Part 1] [Video] Week 13 - Hour 3 [Part 2] [Video] Lecture 26- single page per sheet Lecture 26

Topic 27
The Bernoulli Process

Week 14 - Hour 1 [Video]

Lecture 27 Lecture 27- single page per sheet

Topic 28
The Poisson Process

Week 14 - Hour 2 [Video] Week 14 - Hour 3 [Video] Lecture 28 Lecture 28- single page per sheet

Topic 29

Topic 30

COURSE CONTENT
Axiomatic definition of probability spaces. Combinatorial methods. Conditional probability; product spaces. Random variables; distribution and density functions; multivariate distribution; conditional distributions and densities; independent random variables. Functions of random variables; expected value, moments and characteristic functions.

SPRING 2011 LECTURE NOTES

Lecture Notes of Spring 2011 term are available here.

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