IIT Madras Probability and Statistics Lectures
MA310157 lectures4 weeks
Weeks
- Week 15 lecturesConditional distribution of one random variable given another · Examples on joint, marginal and conditional probabilities · Joint PMF of more than two discrete random variables · Marginal PMF of multiple discrete random variables · Conditioning with multiple discrete random variables
- Week 211 lecturesIndependence of two random variables · Independence of multiple random variables · Visualizing functions of one random variable, one-to-one functions · Visualizing functions of one random variable, many-to-one functions · Examples on functions of one random variable | probability mass function · Introduction to functions of two random variables · Sum of two random variables | probability mass function explained with dice example · Maximum of two random variables · Functions of random variables | PMF convolution & key distributions · Minimum & maximum of two random variables · Mutiple random variables : Visualizing functions of two random variables
- Week 109 lecturesIntroduction to 2D Gaussian · Probability of Events : 1D intervals and 2D rectangles · Probability of events : 2D rectangular · Linear Combination of Two independent Gaussians · Square of Gaussian and Rectangular to Polar · Multicariate Gaussians : Independent case · Bivariate Gaussians : Simple Case · Bivariate Gaussians : General Case · Multivariate Gaussians : General Case
- Week 126 lecturesIntroduction to MMSE Estimation · Conditional Expectation · MMSE Estimation · Introduction to MAP Detection · Minimising Average Probability of Error in Detection Scenario · More examples on Detetction
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