Statistics 110: Introduction to Probability - Download free content from Harvard Univer... - 0 views
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John Burk on 16 Jan 12This is the complete set of lectures online as a downloadable podcast in itunes Statistics 110 (Introduction to Probability), taught at Harvard University by Joe Blitzstein in Fall 2011. Lecture videos, homework, review material, practice exams, and a large collection of practice problems with detailed solutions are provided. This course is an introduction to probability as a language and set of tools for understanding statistics, science, risk, and randomness. The ideas and methods are useful in statistics, science, philosophy, engineering, economics, finance, and everyday life. Topics include the following. Basics: sample spaces and events, conditional probability, Bayes' Theorem. Random variables and their distributions: cumulative distribution functions, moment generating functions, expectation, variance, covariance, correlation, conditional expectation. Univariate distributions: Normal, t, Binomial, Negative Binomial, Poisson, Beta, Gamma. Multivariate distributions: joint, conditional, and marginal distributions, independence, transformations, Multinomial, Multivariate Normal. Limit theorems: law of large numbers, central limit theorem. Markov chains: transition probabilities, stationary distributions, reversibility, convergence.