Course taught during Spring 2008 and then  Fall of 2024.

The course is based on excerpts of well known textbook Intuitive Theory of Probability and Random Processes by Steven M Kay. The key components of this course include

1. Review of Set Theory
2. Algebra of Events
3. Axioms of Probability
4. Conditional Probability
5. Law of Total Probability, Chain Rule of Probability
6. Baye’s Theorem
7. Independent Variables (Properties)
8. Counting of events (Permutation and Combinatorics)
9. Properties of Distributions Functions (CDF, PDF, Expected Value, Variance)
10. Discrete Random Variables (Bernoulli, Binomial and Poisson Distribution )
11. Continuous Random Variables (Uniform, Exponential and Gaussian Distribution )
12. Evaluation of Probability through Table Lookup

 

Course Materials

Course Outline

Course Handouts

Exercise Sheets