Probability Theory


Fundamentals of probability: Definition of sample space, axiomatic and relative frequency definitions of probability, Probability theorems, compound and conditional probability, independence of events, Bayes theorem, Random variables, probability density and distribution functions, expected value and variance, Gaussian distribution and its properties. Multivariate random variables, marginal distributions, conditional distributions, correlation, correlation coefficient, functions of one and many random variables, Moments, moment function, characteristic function. Laws of large numbers, central limit theorem.

Objectives

Prerequisites

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COURSE DETAILS

Level:

Type:

Undergraduate

(A-)

Instructors: Konstantinos Blekas
Department: Department of Computer Science & Engineering
Institution: University of Ioannina
Subject: Computer and Electronic Engineering
Rights: BY-SA

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