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L10: Probability, statistics, and estimation theory

L10: Probability, statistics, and estimation theory Review of probability theory Bayes theorem Statistics and the Normal distribution Least Squares Error estimation Maximum Likelihood estimation Bayesian estimation This lecture is partly based on [Huang, Acero and Hon, 2001, ch. 3]. Introduction to Speech Processing | Ricardo Gutierrez-Osuna | CSE@TAMU 1. Review of probability theory Definitions (informal) Sample space Probabilities are numbers assigned to events that A2. indicate how likely it is that the event will occur A1. when a random experiment is performed A probability law for a random experiment is a rule A4. A3. that assigns probabilities to the events in the experiment Probability The sample space S of a random experiment is the law set of all possible outcomes Axioms of probability probability Axiom I: 0.

Introduction to Speech Processing | Ricardo Gutierrez-Osuna | CSE@TAMU 2 Review of probability theory • Definitions (informal) –Probabilities are numbers assigned to events that

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