BBF 201E - Probability and Statistics

Course Objectives

Understanding the fundamentals of Probability and Statistics. Probability Theory, Random variables, Continuous and Discrete Random Variables, Distributions, Limit Theorems, Statistical Analysis, Applications.

Course Description

Sample Space and Probability, Probabilistic Models, Bayes Theorem, Independence, Discrete Random Variables, Mean and Variance, Continuous Random Variables, Probability Distributions, Normal Random Variables, Covariance and Correlation, Markov and Chebyshev Inequalities, Large Number Theorem, Central Limit Theorem, Random Processes, Markov Chains, Bayesian and Frequentist Statistics, Hypothesis Testing, Parameter Estimation, Linear Models, Least Squares Analysis, Applications in Data Science.