MS-A0503 - First Course in Probability and Statistics, 11.01.2021-24.02.2021
Kurssiasetusten perusteella kurssi on päättynyt 24.02.2021 Etsi kursseja: MS-A0503
Osion kuvaus
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The first lecture is on Monday, January 11, at 10.15-12.00 @Zoom: https://aalto.zoom.us/j/68747144792
Recommended: use the Zoom client to follow the lectures. You can also use your web browser but then you probably cannot participate the online polls.
Lectures are online, and there will be interactive elements (mostly: online polls) during the lectures. We will also try to record the lectures and publish the recordings here.
There are 12 lectures (2 per week). The lecture slides are updated here as the course progresses (see the "Lecture slides updated" column). Until updated, previous years's slides are available.
Please read the textbook independently. Consult the table below to find relevant sections of the textbook.
Note that Ross's book has very small coverage of Bayesian inference, which is an important modern approach. Read/listen lectures 5A & 5B to learn its basics.
Lecture plan Lecture Topic Chapters in
Ross's bookLecture slides
updatedVideo
/ other stuff1A Probability: Concept and basic rules 3 11.1. recording 1B Random variables and distributions 4.1 - 4.3 16.1. recording 2A Expected value and transformations 4.4 - 4.5 18.1. recording 2B Standard deviation and correlation 4.6-4.7, 4.9 22.1. recording,
example code3A Normal approximation 5.1, 5.5, 6.1-6.3 25.1. recording,
code1, code23B Statistical datasets 1, 2 29.1. recording,
code1, code24A Parameter estimation 7.1-7.2 1.2. recording,
code4B Confidence intervals 7.3, 7.5 5.2. recording,
extra slides5A Bayesian inference 7.8, 14.3.4 8.2. recording,
code1, code2, code35B More Bayesian inference 7.8, 14.3.4 12.2. recording 6A Hypothesis testing 8.1-8.3, 8.6 15.2. recording 6B Various topics - 19.2. recording,
code