## Topic outline

Lecturer:  Jukka Kohonen. Head assistant:  Hoa Ngo. In questions relating to the exercise sessions, contact the head assistant or the assistant of your exercise group.

This MyCourses page will host lecture slides (updated as the course progresses), exercise assignments, and solutions.

The reading materials for the course are:

Notice.

Feb 19 exam points are in the Results section.

Re-exam information. A re-exam for courses MS-A050x (x=1,2,3,4) is held on 29.5. at 9-13 as a remote exam in MyCourses. (Note that the exam is 1 hour longer than Oodi says.) Registration in WebOodi by 22.5. Read the exam instructions in advance from the exam page. To access the exam page, you need a key that will be sent by e-mail to all who have registered to the exam. Exercise points are valid from periods III and IV.

• ### Lectures

The first lecture is on Wednesday, January 7, at 8.15-10.00   @   Room C   (Undergraduate Centre, Otakaari 1).

There are 12 lectures (2 per week). The lecture slides are updated here as the course progresses (see the "Lecture slides updated" column).

Please read the textbook independently. Consult the table below to find relevant sections of the textbook.

Lecture plan
Lecture
Topic
Chapters in
Ross's book
Lecture slides
updated
1A
Probability: Concept and basic rules

3
Jan 8
1B Random variables and distributions

4.1 - 4.3Jan 10
2A Expected value and transformations

4.4 - 4.5Jan 15
2B Standard deviation and correlation

4.6-4.7, 4.9Jan 16
3A Normal approximation

5.1, 5.5, 6.1-6.3
Jan 22
3B Statistical datasets

1, 2Jan 24
4A Parameter estimation

7.1-7.2--    (Refer to "Old lectures, week 4", slides 1--22)
4B Confidence intervals

7.3, 7.5Jan 31
5A Bayesian inference

7.8Feb 5
5B Bayesian estimates (point and interval)

7.8Feb 7
6A Statistical hypothesis testing

8.1-8.3, 8.6Feb 12
6B Wrap-up;
multinomial demo code,
chi2 demo code

-Feb 14  (some fixes after lecture)

• ### Exercises

Note that the first exercise session (1A) is already before the first lecture, for most groups. It is therefore highly advisable to consult the reading material before session (i.e. Ross's textbook, chapter 3).

• ### Stack-exercises

The course has 5 rounds of STACK-exercises  (one for each week except the last week) and student solve them independently. Each round opens every Tuesday at 8:00 am on that week, and it is open till next Tuesday at 23:55. Each round has 3 exercises and student can get 2 points for each of them. Each wrong attempt will reduce 0.1 point.

• ### Materials

#### Course book

S M Ross. Introduction to Probability and Statistics for Engineers and Scientists.
Academic Press 2014. Available as e-book (access inside the Aalto network or by logging in with your Aalto account):
http://www.sciencedirect.com.libproxy.aalto.fi/science/book/9780123948113

#### Tables

When a computer is not available, the cumulative distribution functions and quantile functions of the most important probability distributions can be determined with the help of the table(s) below.

Introduction to Probability and Statistics by Grinstead and Snell
MIT lecture notes