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)

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