Probstat
This is a course web page for the course Probability and Statistics for Computer and Software Engineers.
Materials
Many of the exercises are taken from various sources, listed here: FCP = Ross, A First Course in Probability, Macmillan, 1984,
- 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
- Basic concepts
- Week3
- Class cancelled: Tuesday 9/2.
- Independent events: youtube
- Bayes' formula: part 1, part 2
- Homework 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%