Probability and Statistics NPTEL

Algebra of sets, introduction to probability, random variables, probability distributions, moments, moment generating function, Markov and Chebyshev inequalities, special discrete and continuous distributions, function of a random variable, joint distributions, bivariate normal distribution, transformation of random vectors, central limit theorem, sampling distributions, point estimation, unbiasedness, consistency, method of moments and maximum likelihood estimation, confidence intervals for parameters in one sample and two sample problems from normal populations, testing of hypotheses, Neyman-Pearson lemma, tests for one sample and two sample problems for normal populations.

Resources: OpenCourseware from NPTEL (India), Sheridan College, MIT, UC Berkeley, Stanford & many other of the World's finest University's.

Language: English

Units: 40