
Copyright Information: John Tsitsiklis. 6.041 Probabilistic Systems Analysis and Applied Probability, Fall 2010. (Massachusetts Institute of Technology: MIT OpenCourseWare), http://ocw.mit.edu (Accessed 31 Jan, 2015). License: Creative Commons BY-NC-SA
Lecture Description
In this lecture, the professor discussed classical inference, simple binary hypothesis testing, and composite hypotheses testing.
Course Index
- Probability Models and Axioms
- Conditioning and Bayes' Rule
- Independence
- Counting
- Discrete Random Variables I
- Discrete Random Variables II
- Discrete Random Variables III
- Continuous Random Variables
- Multiple Continuous Random Variables
- Continuous Bayes' Rule; Derived Distributions
- Derived Distributions (ctd.); Covariance
- Iterated Expectations
- Bernoulli Process
- Poisson Process I
- Poisson Process II
- Markov Chains I
- Markov Chains II
- Markov Chains III
- Weak Law of Large Numbers
- Central Limit Theorem
- Bayesian Statistical Inference I
- Bayesian Statistical Inference II
- Classical Statistical Inference I
- Classical Inference II
- Classical Inference III
Course Description
An subject on the modeling and analysis of random phenomena and processes, including the basics of statistical inference. Nowadays, there is broad consensus that the ability to think probabilistically is a fundamental component of scientific literacy.
The aim of this class is to introduce the relevant models, skills, and tools, by combining mathematics with conceptual understanding and intuition.
This course is suitable to both undergraduate and graduate students.
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