February 16th, 2010.
February 18th, 2010.
Lecture notes:
Scribe notes:
Addendum:
Probabilities:
Discrete probabilities, random variables
Conditional probabilities, independence
Application: the Monty-Hall problem.
Expectation and variance.
Law of large numbers.
Continuous probability distribution.
Probability density.
Normal law, strong law of large numbers.
Confidence intervals
There are lots of competent textbooks discussing
mathematical concepts that are useful for our course.
The following selection is by no means exhaustive.
B. V. Gnedenko, A. Ya. Khinchin: An Elementary Introduction to the Theory of Probability. W. H. Freeman and co., 1961
Translation from a russian standard: this small book covers the bases with a lot of unusual examples.