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TOPICS
OUTLINE
1.0 ELEMENTS OF SET THEORY
1.1
Definition of set & Venn diagram
1.2 Operations with sets
1.3 De Morgan’s rule
1.4 Examples
2.0
ELEMENTS OF COMBINATORICS
2.1
Permutations: n! factorial
2.2 Combinations: the binomial & multinomial
coefficients
2.3 Stirling formula
2.4 Examples
3.0
PROBABILITY THEORY
3.1
Sample space and events
3.2 Kolmogorov theory: basic axioms of probability
3.3 Addition theorem
3.4 Conditional probability
3.5 Stochastic independence
3.6 Theorem of total probability
3.7 Bayes’s theorem
3.8 Examples
3.8.1 Throwing dices
3.8.2 Tossing coins
3.8.3 Dealing
decks of cards
3.8.4 System
reliability : failure of series and parallel systems
3.8.5 Birthday
problem
4.0
UNIVARIATE RANDOM VARIABLES
4.1
Discrete & continuous sample spaces
4.2 Moments: mean, variance, skewness and kurtosis
4.3 Characteristic function of a random variable
4.4 Tchebycheff's theorem
4.5 Useful probability distributions in engineering
4.5.1 Uniform distribution
4.5.2 Gaussian
distribution
4.5.3 Binomial
distribution
4.5.4 Poisson
distribution
4.6 Transformation of random variables
5.0
MULTIVARIATE RANDOM VARIABLES
5.1 Joint,
marginal and conditional pdf
5.2 Moments and covariances
5.3 Sum of random variables: the chi-square
distribution
5.4 Products and quotients of random variables : T-student distribution
6.0
THE CENTRAL LIMIT THEOREM
6.1 A
simple proof and applications
7.0
THE BUFFON’s NEEDLE PROBLEM
8.0
THE BERTRAND’s PARADOX
9.0
INFERENTIAL STATISTICS
9.1
Statistical population and random samples
9.2 Parameter estimation
9.2.1 Statistics of the estimator
9.2.2 Unbiasedness, sufficiency and ergodicity of an
estimator
9.3 Estimator of the mean
9.4 Estimator of the variance
9.5 The method of maximum likelihood
9.6 Interval estimation of the mean
9.6.1 confidence interval with known variance
9.6.2 confidence
interval with unknown variance
9.7 Interval estimation of the variance
9.8 The Buffon’s needle problem revisited: an
estimator for pi
10.0
REGRESSION ANALYSIS
10.1 The
least square principles ( LSP)
10.2 Linear regression by LSP
10.3 Linear regression interpreted in terms of
conditional probability
10.4 Multivariate linear regression
10.5 Nonlinear regression
11.0
STOCHASTIC PROCESSES
11.1
Definitions and sample space
11.2 The simple random walk
11.3 The Poisson process
11.4 The Gaussian process
12.0
SIMULATIONS AND EXPERIMENTS WITH MATLAB
12.1
Numerical proof of ergodicity for the estimator of the mean
12.2 The Buffon’s needle problem: : estimators
for and
12.3 2D The random walk
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