Archived Versions

Lecture Notes

LEC # TOPICS LECTURE NOTES
1 Probability models and axioms (PDF)
2 Conditioning and Bayes' rule (PDF)
3 Independence (PDF)
4 Counting (PDF)
5 Discrete random variables; probability mass functions; expectations (PDF)
6 Discrete random variable examples; joint PMFs (PDF)
7 Multiple discrete random variables: expectations, conditioning, independence (PDF)
8 Continuous random variables (PDF)
9 Multiple continuous random variables (PDF)
10 Continuous Bayes rule; derived distributions (PDF)
11 Derived distributions; convolution; covariance and correlation (PDF)
12 Iterated expectations; sum of a random number of random variables (PDF)
13 Bernoulli process (PDF)
14 Poisson process - I (PDF)
15 Poisson process - II (PDF)
16 Markov chains - I (PDF)
17 Markov chains - II (PDF)
18 Markov chains - III (PDF)
19 Weak law of large numbers (PDF)
20 Central limit theorem (PDF)
21 Bayesian statistical inference - I (PDF)
22 Bayesian statistical inference - II (PDF)
23 Classical statistical inference - I (PDF)
24 Classical inference - II (PDF)
25 Classical inference - III; course overview (PDF)