Introduction to Probability, Statistics, and Random Processes
Offered By: University of Massachusetts Amherst via Independent
Course Description
Overview
This site is the homepage of the textbook Introduction to Probability, Statistics, and Random Processes by Hossein Pishro-Nik. It is an open access peer-reviewed textbook intended for undergraduate as well as first-year graduate level courses on the subject. It can be used by both students and practitioners in engineering, mathematics, finance, and other related fields.
The site includes:
- The entire textbook
- Short video lectures that aid in learning the material
- Online calculators for important functions and distributions
- A solutions manual for instructors
NOTE: Videos are only availaible for chapter 1-4
Syllabus
The book covers:
- Basic concepts such as random experiments, probability axioms, conditional probability, and counting methods
- Single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities
- Limit theorems and convergence
- Introduction to Bayesian and classical statistics
- Random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion
- Simulation using MATLAB and R
Taught by
Hossein Pishro-Nik
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