Probstat

This is a course web page for the course Probability and Statistics for Computer and Software Engineers.

• Facebook Group

Materials

Many of the exercises are taken from various sources, listed here: FCP = Ross, A First Course in Probability, Macmillan, 1984. SPS = Spiegel, Schiller, Srinivasan, Schaum's outlines Probability and Statistics Fourth Edition. Mc-Graw-Hill, 2013

• Week1
  • Introduction VDO: youtube
  • Coin Toss Experiments
  • Fun with statistics 1
  • Basic concepts
    • Part 1: Outcomes, Sample Spaces, and Events
    • Part 2: Conditional probability (1)
  • Random word practice 1

• Week2
  • Basic concepts
    • Part 3: Conditional probability (2) -- The clip contains errors at the end. Please see the annotations.
  • Counting
    • Part 1: Basic principles of counting
    • Part 2: Permutations and Combinations Part 2.1, Part 2.2, Part 2.3
  • Week2 Practice 1
  • Axioms of probability: youtube
  • Conditional probability: part3

• Week3
  • Class cancelled: Tuesday 9/2.
  • Conditional probability (revisited):
    • Independent events: youtube
    • Bayes' formula: part 1, part 2
  • Homework 1

• Week4
  • Random variables:
    • Part 1
    • Part 2.1 - Expectations, balls and bins experiment
    • Part 2.2 - Warm-up problems
    • Part 2.3 - First Trial to Compute the Expectation
    • Part 2.4 - The expected number of empty bins
  • Week4 Practice 1

Topics

• Course introduction
• Probability theory
  • Introduction to various concepts in probability theory
  • Elements of probability: axioms of probability, conditional probability, independence, Bayes' formula
  • Discrete random variables and expectations: random variables, expected values, variances, jointly distributed random variables
  • Tail bounds and analysis of randomized algorithms
  • Continuous random variables
• Statistics
  • Sampling
  • Parameter estimation
  • Hypothesis testing
  • Regression
  • Analysis of Variance

Administrative information

• Score breakdown: in-class activities 19%, projects 27%, midterm exam 27%, final exam 27%