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PROBABILITY AND STATISTICS - ERNET

PROBABILITY AND STATISTICSMANJUNATH KRISHNAPURCONTENTS1. What is STATISTICS and what is PROBABILITY ?52. Discrete PROBABILITY spaces73. Examples of discrete PROBABILITY spaces124. Countable and uncountable175. On infinite sums196. Basic rules of probability237. Inclusion-exclusion formula258. Bonferroni s inequalities289. Independence - a first look3010. Conditional PROBABILITY and independence3111. Independence of three or more events3412. Discrete PROBABILITY distributions3513. General PROBABILITY distributions3814. Uncountable PROBABILITY spaces - conceptual difficulties3915. Examples of continuous distributions4216. Simulation4717.

All of probability in one line: Take an (interesting) probability space (;p) and an (interesting) event A . Find P(A). This is the mathematical side of the picture. It is easy to make up any number of probability spaces - simply take a finite set and assign non-negative numbers to each element of the set so that the total is 1. Example 8. = f0 ...

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