Spring 2015 : MA 2040 Homepage (Probability, Statistics and Stochastic Processes for B.Tech. II)
This was the first course on probability, statistics and stochastic processes. The aim was to broadly cover the following topics :
Basic notions of probability, discrete and continuous random variables, expectation, variance, correlation coefficients, independence, conditional expectations,
common distributions, bernoulli and poisson processes, central limit theorem, laws of large numbers, markov chains, etc.
We used
these notes based on the textbook Introduction to Probability (2nd edition)
by Bertsekas and Tsitsiklis and covered all the topics other than classical inference. The course was taught by 6 instructors and my class mainly consisted of 2nd year B.Tech. students from the
biotechnology, metallurgical and materials, and ocean engineering departments. The class had about 80 students.