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Calculator: Binomial Distribution
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0 Preface
1 Basic Concepts
1.0 Introduction
1.1 Introduction
1.1.0 What Is Probability?
1.1.1 Example
1.2 Review of Set Theory
1.2.0 Review
1.2.1 Venn Diagrams
1.2.2 Set Operations
1.2.3 Cardinality
1.2.4 Functions
1.2.5 Solved Problems
1.3 Random Experiments and Probabilities
1.3.1 Random Experiments
1.3.2 Probability
1.3.3 Finding Probabilities
1.3.4 Discrete Models
1.3.5 Continuous Models
1.3.6 Solved Problems
1.4 Conditional Probability
1.4.0 Conditional Probability
1.4.1 Independence
1.4.2 Law of Total Probability
1.4.3 Bayes' Rule
1.4.4 Conditional Independence
1.4.5 Solved Problems
1.5 Problems
1.5.0 End of Chapter Problems
2 Combinatorics: Counting Methods
2.1 Combinatorics
2.1.0 Finding Probabilities with Counting Methods
2.1.1 Ordered with Replacement
2.1.2 Ordered without Replacement
2.1.3 Unordered without Replacement
2.1.4 Unordered with Replacement
2.1.5 Solved Problems
2.2 Problems
2.2.0 End of Chapter Problems
3 Discrete Random Variables
3.1 Basic Concepts
3.1.1 Random Variables
3.1.2 Discrete Random Variables
3.1.3 Probability Mass Function
3.1.4 Independent Random Variables
3.1.5 Special Distributions
3.1.6 Solved Problems
3.2 More about Discrete Random Variables
3.2.1 Cumulative Distribution Function
3.2.2 Expectation
3.2.3 Functions of Random Variables
3.2.4 Variance
3.2.5 Solved Problems
3.3 Problems
3.3.0 End of Chapter Problems
4 Continuous and Mixed Random Variables
4.0 Introduction
4.1 Continuous Random Variables
4.1.0 Continuous Random Variables and their Distributions
4.1.1 Probability Density Function
4.1.2 Expected Value and Variance
4.1.3 Functions of Continuous Random Variables
4.1.4 Solved Problems
4.2 Special Distributions
4.2.1 Uniform Distribution
4.2.2 Exponential Distribution
4.2.3 Normal (Gaussian) Distribution
4.2.4 Gamma Distribution
4.2.5 Other Distributions
4.2.6 Solved Problems
4.3 Mixed Random Variables
4.3.1 Mixed Random Variables
4.3.2 Using the Delta Function
4.3.3 Solved Problems
4.4 Problems
4.4.0 End of Chapter Problems
5 Joint Distributions
5.1 Two Discrete Random Variables
5.1.0 Two Random Variables
5.1.1 Joint Probability Mass Function (PMF)
5.1.2 Joint Cumulative Distribution Function (CDF)
5.1.3 Conditioning and Independence
5.1.4 Functions of Two Random Variables
5.1.5 Conditional Expectation
5.1.6 Solved Problems
5.2 Two Continuous Random Variables
5.2.0 Two Continuous Random Variables
5.2.1 Joint Probability Density Function
5.2.2 Joint Cumulative Distribution Function
5.2.3 Conditioning and Independence
5.2.4 Functions of Two Continuous Random Variables
5.2.5 Solved Problems
5.3 More Topics
5.3.1 Covariance and Correlation
5.3.2 Bivariate Normal Distribution
5.3.3 Solved Problems
5.4 Problems
5.4.0 End of Chapter Problems
6 Multiple Random Variables
6.0 Introduction
6.1 Methods for More Than Two Random Variables
6.1.1 Joint Distributions and Independence
6.1.2 Sums of Random Variables
6.1.3 Moment Generating Functions
6.1.4 Characteristic Functions
6.1.5 Random Vectors
6.1.6 Solved Problems
6.2 Probability Bounds
6.2.0 Probability Bounds
6.2.1 Union Bound and Extension
6.2.2 Markov Chebyshev Inequalities
6.2.3 Chernoff Bounds
6.2.4 Cauchy Schwarz Inequality
6.2.5 Jensen's Inequality
6.2.6 Solved Problems
6.3 Problems
6.3.0 End of Chapter Problems
7 Limit Theorems and Convergence of Random Variables
7.0 Introduction
7.1 Limit Theorems
7.1.0 Limit Theorems
7.1.1 Law of Large Numbers
7.1.2 Central Limit Theorem (CLT)
7.1.3 Solved Problems
7.2 Convergence of Random Variables
7.2.0 Convergence of Random Variables
7.2.1 Convergence of Sequence of Numbers
7.2.2 Sequence of Random Variables
7.2.3 Different Types of Convergence for Sequences of Random Variables
7.2.4 Convergence in Distribution
7.2.5 Convergence in Probability
7.2.6 Convergence in Mean
7.2.7 Almost Sure Convergence
7.2.8 Solved Problems
7.3 Problems
7.3.0 End of Chapter Problems
8 Statistical Inference I: Classical Methods
8.1 Introduction
8.1.0 Introduction
8.1.1 Random Sampling
8.2 Point Estimation
8.2.0 Point Estimation
8.2.1 Evaluating Estimators
8.2.2 Point Estimators for Mean and Variance
8.2.3 Maximum Likelihood Estimation (MLE)
8.2.4 Asymptotic Properties of MLEs
8.2.5 Solved Problems
8.3 Interval Estimation (Confidence Intervals)
8.3.0 Interval Estimation (Confidence Intervals)
8.3.1 The general framework of Interval Estimation
8.3.2 Finding Interval Estimators
8.3.3 Confidence Intervals for Normal Samples
8.3.4 Solved Problems
8.4 Hypothesis Testing
8.4.1 Introduction
8.4.2 General Setting and Definitions
8.4.3 Hypothesis Testing for the Mean
8.4.4 P-Values
8.4.5 Likelihood Ratio Tests
8.4.6 Solved Problems
8.5 Linear Regression
8.5.0 Linear Regression
8.5.1 Simple Linear Regression Model
8.5.2 The First Method for Finding beta
8.5.3 The Method of Least Squares
8.5.4 Extensions and Issues
8.5.5 Solved Problems
8.6 Problems
8.6.0 End of Chapter Problems
9 Statistical Inference II: Bayesian Inference
9.1 Bayesian Inference
9.1.0 Bayesian Inference
9.1.1 Prior and Posterior
9.1.2 Maximum A Posteriori (MAP) Estimation
9.1.3 Comparison to ML Estimation
9.1.4 Conditional Expectation (MMSE)
9.1.5 Mean Squared Error (MSE)
9.1.6 Linear MMSE Estimation of Random Variables
9.1.7 Estimation for Random Vectors
9.1.8 Bayesian Hypothesis Testing
9.1.9 Bayesian Interval Estimation
9.1.10 Solved Problems
9.2 Problems
9.2.0 End of Chapter Problems
10 Introduction to Random Processes
10.1 Basic Concepts
10.1.0 Basic Concepts
10.1.1 PDFs and CDFs
10.1.2 Mean and Correlation Functions
10.1.3 Multiple Random Processes
10.1.4 Stationary Processes
10.1.5 Gaussian Random Processes
10.1.6 Solved Problems
10.2 Processing of Random Signals
10.2.0 Processing of Random Signals
10.2.1 Power Spectral Density
10.2.2 Linear Time-Invariant (LTI) Systems with Random Inputs
10.2.3 Power in a Frequency Band
10.2.4 White Noise
10.2.5 Solved Problems
10.3 Problems
10.3.0 End of Chapter Problems
11 Some Important Random Processes
11.1 Poisson Processes
11.1.0 Introduction
11.1.1 Counting Processes
11.1.2 Basic Concepts of the Poisson Process
11.1.3 Merging and Splitting Poisson Processes
11.1.4 Nonhomogeneous Poisson Processes
11.1.5 Solved Problems
11.2 Discrete-Time Markov Chains
11.2.1 Introduction
11.2.2 State Transition Matrix and Diagram
11.2.3 Probability Distributions
11.2.4 Classification of States
11.2.5 Using the Law of Total Probability with Recursion
11.2.6 Stationary and Limiting Distributions
11.2.7 Solved Problems
11.3 Continuous-Time Markov Chains
11.3.1 Introduction
11.3.2 Stationary and Limiting Distributions
11.3.3 The Generator Matrix
11.3.4 Solved Problems
11.4 Brownian Motion (Wiener Process)
11.4.0 Brownian Motion (Wiener Process)
11.4.1 Brownian Motion as the Limit of a Symmetric Random Walk
1.4.2 Definition and Some Properties
11.4.3 Solved Problems
11.5 Problems
11.5.0 End of Chapter Problems
12 Introduction to Simulation Using MATLAB
13 Introduction to Simulation Using R
14 Introduction to Simulation Using Python
15 Recursive Methods
Appendix
Some Important Distributions
Review of the Fourier Transform
Bibliography