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Introduction to Probability, Statistics, and Random Processes

University of Massachusetts Amherst via Independent

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Overview

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This site is the homepage of the textbook Introduction to Probability, Statistics, and Random Processes by Hossein Pishro-Nik. It is an open access peer-reviewed textbook intended for undergraduate as well as first-year graduate level courses on the subject. It can be used by both students and practitioners in engineering, mathematics, finance, and other related fields.

The site includes:

  • The entire textbook
  • Short video lectures that aid in learning the material
  • Online calculators for important functions and distributions
  • A solutions manual for instructors

 NOTE: Videos are only availaible for chapter 1-4

Syllabus

The book covers:

  • Basic concepts such as random experiments, probability axioms, conditional probability, and counting methods
  • Single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities
  • Limit theorems and convergence
  • Introduction to Bayesian and classical statistics
  • Random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion
  • Simulation using MATLAB and R

 

Taught by

Hossein Pishro-Nik

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Reviews

3.3 rating, based on 3 Class Central reviews

Start your review of Introduction to Probability, Statistics, and Random Processes

  • Anonymous
    A very useful resource for studying probability. It doesn’t have a certificate of completion but I don’t mind since I’m using this website and videos as extra resources alongside my university studies.
  • Profile image for George Soilis
    George Soilis
  • Anonymous
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