Pre-requisites: Calculus and Linear Algebra
Outline:
1. Random experiments, Probability spaces, Elementary theorems, Conditional probabilities, Independent events.
2. Probabilistic modeling and random variables, cdf and pdf of random variables; standard discrete and continuous models.
3. MGF and Characteristic functions, multivariate distributions; transformations, Covariance and correlation, Random variable sequences, inequalities.
4. MMS, MLE and linear Estimation, multivariate normal distribution.
5. Sampling distribution; interval Estimation and Tests of hypotheses.
Books:
1. Yannis Viniotis, "Probability and Random Processes for Electrical Engineers", Mc-Graw Hill International Edition, 1998
2. William R. Dillon and Mathew Goldstein, "Multivariate Analysis: Methods and applications", John Wiley and Sons, 1984
