SI 417 – Introduction to Probability Theory

Instructor

Prof. Baskar S

Motivation

Interest in probability, statistics and data science

Prerequisites

None

Course Content and Structure

Axioms of Probability, Conditional Prob-ability and Independence, Random variables and distribution functions, Random vectors and joint distributions, Functions of random vectors.Expectation, moment generating functions and characteristic functions, Conditional expectation and distribution. Modes of convergence, Weak and strong laws of large numbers, Central limit theorem.

Weightage

60% quizzes + 20% midsem + 20% endsem

Feedback on lectures, tutorials and exams

lectures were informative, exams were open book and open internet. mostly questions came from tutorial and lectures. Overall lectures were good and Baskar sir’s teaching style was great. Topics can seem tough at start but in the end everything makes sense.
This course further helps a lot in CL202 another course in chemical department

Attendance

Not mandatory

Difficulty level

4

Grading Stats

AA 23
AB 28
BB 20
BC 12
CC 4
CD 1
DD 1
II 3
Total 92

References

P. Billingsley, Probability and Measure, Anniversary Edition, John Wiley & Sons (SEA) Pvt. Ltd., February 2.P.G. Hoel, S.C. Port and C.J. Stone, Introduction to Probability, Universal Book Stall, New Delhi, 1998.J.S. Rosenthal, A First Look at Rigorous Probability Theory, 2nd Editon World Scientific. 2006.M. Woodroofe, Probability with Applica-tions, McGraw-Hill Kogakusha Ltd., Tokyo, 1975.

We thank Raghav Gupta for this review

Leave a comment