Author: Prof. Bruno Clerckx

Part 1: introduction to probability and statistics, set theory, events, axioms of probability.

0:00 Introduction

5:07 what is probability? What is statistics?

10:15 Sets

15:58 Union of sets

19:11 Intersection of sets

24:44 Disjoint sets

26:54 Partition

29:16 Complement of set

32:06 Difference of sets

35:53 Disjoint union

42:14 De Morgan’s law

54:36 Sample space and events

1:04:08 Axioms of probability

1:09:28 Probability of union

Probability and Statistics for Engineers: sets, events, axioms of probability, random variables, probability mass function, probability density function, cumulative distribution function, expectation and variance, single discrete or continuous random variable, systems and component reliability, multiple discrete or continuous random variables, jointly distributed random variables, change of variables, moments, moment generating function, conditional probability, conditional expectation, conditional variance, law of large numbers, central limit theorem, basic properties of estimators, method of moments, and maximum likelihood estimators.

Module given at Imperial College London to second year undergraduate students in electrical and electronic engineering.

Lecture notes available http://www.ee.ic.ac.uk/bruno.clerckx/EE_fitted.pdf

#Probability #Statistics

Video source Youtube