Probability and Statistics for Engineers (Part 1 of 8): set theory, events, axioms of probability

Author: Prof. Bruno Clerckx

Part 1: introduction to probability and statistics, set theory, events, axioms of probability.

0:00 Introduction
5:07 what is probability? What is statistics?
10:15 Sets
15:58 Union of sets
19:11 Intersection of sets
24:44 Disjoint sets
26:54 Partition
29:16 Complement of set
32:06 Difference of sets
35:53 Disjoint union
42:14 De Morgan’s law
54:36 Sample space and events
1:04:08 Axioms of probability
1:09:28 Probability of union

Probability and Statistics for Engineers: sets, events, axioms of probability, random variables, probability mass function, probability density function, cumulative distribution function, expectation and variance, single discrete or continuous random variable, systems and component reliability, multiple discrete or continuous random variables, jointly distributed random variables, change of variables, moments, moment generating function, conditional probability, conditional expectation, conditional variance, law of large numbers, central limit theorem, basic properties of estimators, method of moments, and maximum likelihood estimators.

Module given at Imperial College London to second year undergraduate students in electrical and electronic engineering.

Lecture notes available

#Probability #Statistics

Video source Youtube

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