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Table Of Contents

1.1 Probability models
1.1.1 The sample space of a probability model
1.1.2 Assigning probabilities for finite sample spaces
1.2. THE AXIOMS OF PROBABILITY THEORY 5
1.2 The axioms of probability theory
1.2.1 Axioms for events
1.2.2 Axioms of probability
1.3 Probability review
1.3.1 Conditional probabilities and statistical independence
1.3.2 Repeated idealized experiments
1.3.3 Random variables
1.3.4 Multiple random variables and conditional probabilities
1.3.5 Stochastic processes
1.3.6 The Bernoulli process
1.3.7 Expectation
1.3.8 Random variables as functions of other random variables
1.3.10 Typical values of rv’s; mean and median
1.3.11 Indicator random variables
1.3.12 Moment generating functions and other transforms
1.4 Basic inequalities
1.4.1 The Markov inequality
1.4.2 The Chebyshev inequality
1.4.3 Cherno↵ bounds
1.5. THE LAWS OF LARGE NUMBERS 37
1.5 The laws of large numbers
1.5.1 Weak law of large numbers with a finite variance
1.5.2 Relative frequency
1.5.3 The central limit theorem
1.5.4 Weak law with an infinite variance
1.5.5 Convergence of random variables
1.5.6 Convergence with probability 1
1.6. RELATION OF PROBABILITY MODELS TO THE REAL WORLD 51
1.6 Relation of probability models to the real world
1.6.1 Relative frequencies in a probability model
1.6.2 Relative frequencies in the real world
1.6.3 Statistical independence of real-world experiments
1.6.4 Limitations of relative frequencies
1.6.5 Subjective probability
1.7 Summary
1.8 Exercises
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probability course

probability course

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Published by Gasser Alaa Eldien
Basics of probability and Random variables
Basics of probability and Random variables

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Categories:Types, Research
Published by: Gasser Alaa Eldien on Feb 01, 2013
Copyright:Attribution Non-commercial

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