2023–24–B
Dr. Guy Landsman
Course topics
Basic combinatorics
- Sample space and events. Probability mass function
- Conditional probability. Law of total probability. Bayes? formula
- Independence
- Useful discrete distributions: uniform, binomial, geometric, Poisson, hypergeometric, negative binomial.
- Expectation, variance, median, percentile
- Functions of a random variable
- Two dimensional distributions: joint distribution, marginal distribution, covariance, conditioning on marginals
- Markov, Chebychev and Jensen inequalities
- Normal distribution
- Sequences of random variables: law of large numbers and central limit theorem