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Comprehensive Probability and Statistics Course

The document outlines a comprehensive course on probability and statistics, covering topics such as axiomatic probability, random variables, distributions, and hypothesis testing. It includes definitions, theorems, and problem sets related to each topic, as well as optimization techniques. Key concepts such as Bayes' theorem, the Central Limit Theorem, and various distributions are emphasized throughout the course.

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gamerarena098
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23 views2 pages

Comprehensive Probability and Statistics Course

The document outlines a comprehensive course on probability and statistics, covering topics such as axiomatic probability, random variables, distributions, and hypothesis testing. It includes definitions, theorems, and problem sets related to each topic, as well as optimization techniques. Key concepts such as Bayes' theorem, the Central Limit Theorem, and various distributions are emphasized throughout the course.

Uploaded by

gamerarena098
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

0 Introduction to the course

1 Axiomatic definition of probability, sum and


product rule.
2 conditional probability and related Problems.
3 Baye’s theorem and problems
4 Tutorial/Problems
5 One-dimensional random variable: discrete and
continuous random variables.
6 CDF, Mean and variance, Moment generating
function.
7 Two-dimensional random variable and related
problems.
8 Problems
9 Covariance and correlation coefficient-problems.
10 Special random variables: Binomial and Poison
random variable.
11 Problems on binomial and Poison distributions
12 Gamma, Exponential and Chi-Square
Distributions
13 Problems.
14 Normal distribution.
15 Functions of one -dimensional random variables

16 Functions of two -dimensional random variables

17 F-distribution and t-distribution (Definition only)


Problems on functions of one- and two-
dimensional random variables
18 Markov chain, Transition matrix.
19 Problems
20 Introduction to Sampling Theory, Central limit
theorem

21 Problems on Central limit theorem

22 Point estimation, Maximum Likelihood estimator


(MLE) , problems.
23 Interval estimation
24 Significance level, critical region and power of
the test, Problems

25 Testing of hypothesis, problems

26 Chi-square test, problems


27 Gradient of vector valued functions
28 Identities involving the Gradients
29 Backpropagation and automatic differentiation
30 Problems
31 Optimization: Basic solution, Convex sets and
function.
32 Simplex method.
33 Problems
34 Optimization Using Gradient Descent.
35 Constrained Optimization and Lagrange
Multipliers.
36 Problems

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