E0 232 Probability and Statistics (Aug-Dec 2014)

Announcements

• Problem sheet 5 has been uploaded. Tutorial on Nov 3 (Mon) and Nov 5 (Wed) from 5.30pm (Venue: 252).
• Problem sheet 4 has been uploaded. Tutorial on Oct 12 from 11.30am (Venue: 252).
• Problem sheet 3 has been uploaded. Tutorial on Sep 18 from 5.30pm (Venue will be announced later).
• Syllabus of mid-term has been announced.
• Problem sheet 2 has been uploaded. Tutorial on Sep 13 at CSA-117 from 11.30am.
• First mid-term on Sep 20 from 11.00 am in CSA 117.
• Problem sheet 1 has been uploaded.
• Introductory lecture is on Aug 12 (Tuesday) in CSA 117 at 5.00 pm

Course Description

This course serves as a foundational course for students who enter computer science department for graduate studies. Most of the engineering students, in their under graduation, do not get formal exposure to probability. This course is designed to fill this gap. This course also emphasizes rigorous reasoning which is essential for graduate studies in computer science.

Syllabus
Probability spaces, random variables and expectation, moment inequalities, multivariate random variables, sequence of random variables and different modes of convergence, law of large numbers, Markov chains, maximum likelihood estimators, statistical hypothesis testing, Neyman-Pearson lemma, exponential models.

References

• An Introduction to Probability and Statistics by Vijay K. Rohatgi, A. K. Md. Ehsanes Saleh, Wiley, 2nd edition 2000.
• An Intermediate course in Probability by Allen Gut, Springer, 2008.
• Introduction to Probability Models by Sheldon Ross, Academic Press, 10th Edition, 2010.
• Introduction to Probability by Dimitri P. Bertsekas and John N. Tsitsiklis, Athena Scientific, 2nd Edition, 2008.

Problem Sheets and Exam papers

• Problem sheet 1
• Problem sheet 2
• Problem sheet 3
• Problem sheet 4
• Problem sheet 5

Examinations

• 20 SEP (Sat): First mid-term examination (weightage 25%)
  Syllabus: • Chapters 1, 2 and Sections 3.2, 4.2 of Rohatgi's book
                  • Lecture notes
  Venue: CSA 117 (11.00am--12.30pm)

• 8 NOV (Sat): Second mid-term examination (weightage 25%)
  Syllabus: • Lecture notes (till law of large number and Borel-Cantelli)
                  • Rohatgi's book: Chapter 3, 4 (except 4.7), 5, 6 (material related to a.s convergence, convergence in probability, convergence in rth mean, weak law of large numbers, Borel-Cantelli Lemma)
  Venue: CSA 117

• 3 DEC (Wed): End-term examination (weightage 50%)