Lecture Notes

The calendar section shows when each of these topics was discussed in class.

1 Events and their probability (PDF)
2 Random variables: discrete distributions (PDF)
3 Random variables: continuous distributions (PDF)
4 Random vectors (PDF)
5 Functions of random variables and vectors (PDF)
6 Second-moment characterization of random variables and vectors; second-moment (SM) and first-order second-moment (FOSM) propagation of uncertainty (PDF)
7 Conditional second-moment analysis (PDF)
8 Selected distribution models (PDF)
9 Point and interval estimation of distribution parameters (PDF)