ABOUT THE COURSE:This course provides axiomatic definition of probability, random variable, distributions, moments, modes of convergences, descriptive statistics, sampling distribution, point and interval estimations, hypothesis testing and analysis of correlation and regression. It explains the concepts of probability theory and statistics which are needed for handling various real-world problems.PREREQUISITES: A basic course on Linear Algebra and CalculusINDUSTRY SUPPORT: Goldman Sachs, Morgan Stanley, RBS, Quant, Futures First, Towers and other finance companies
Introduction to Probability Theory and Statistics
Indian Institute of Technology Delhi and NPTEL via Swayam
Overview
Syllabus
Week 1: Basics of Probability
Week 2:Random Variable
Week 3:Moments and Inequalities
Week 4:Standard Distributions
Week 5:Higher Dimensional Distributions
Week 6:Functions of Several Random Variables
Week 7:Cross Moments
Week 8:Limiting Distributions
Week 9:Descriptive Statistics and Sampling Distributions
Week 10:Point and Interval Estimations
Week 11:Testing of Hypothesis
Week 12:Analysis of Correlation and Regression
Taught by
Prof. S Dharmaraja
