Lecture Notes
The calendar section shows when each of these topics was discussed in class.
| NOTES | TOPICS |
|---|---|
| 1 | Events and their probability (PDF) |
| 2 | Random variables: discrete distributions (PDF) |
| 3 | Random variables: continuous distributions (PDF) |
| 4 | Random vectors (PDF) |
| 5 | Functions of random variables and vectors (PDF) |
| 6 | Second-moment characterization of random variables and vectors; second-moment (SM) and first-order second-moment (FOSM) propagation of uncertainty (PDF) |
| 7 | Conditional second-moment analysis (PDF) |
| 8 | Selected distribution models (PDF) |
| 9 | Point and interval estimation of distribution parameters (PDF) |
