Probstat

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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; SPS = Spiegel, Schiller, Srinivasan, Schaum's outlines Probability and Statistics Fourth Edition. Mc-Graw-Hill, 2013; IPSES = Ross, Introduction of Probability and Statistics for Engineers and Scientists, Wiley, 1987.

Homework

Class activities / project

Week1

Week2

Week3

Week4

Week5

Week6

Week7

Week8

Week9

Week10

Week11

  • Jointly distributed random variables
  • Sample means and sample variances. notes
  • Week11 practice 2 -- Sample means, sample variances, confidence interval

Week12

  • More on sample distributions and confidence intervals: notes

Week13

  • Estimations: method of moment estimations, maximum likelihood estimators
  • Hypothesis testing

Week14

Week15

Lecture notes

These notes are meant to be used in complement to the video lectures. They only contain summary of the materials discussed in the video. Don't use them to avoid watching the clips please.

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%