Probability & Statistics (MA 120)
Fall 2020

Dr. Nazar Khan

Lectures:
Monday and Wednesday11:30 am - 01:00 pmGoogle Meet

Office Hours:
Monday02:00 pm - 03:00 pmGoogle Meet

Online Grading Scheme/Criteria:
Quizzes35%
Mid-Term15%
Final50%

Texts:
Lectures on Probability Theory, Khan and Khan, Manuscript in preparation
Statistics - A First Course, Freund, John and Perles, Benjamin, 8th Edition, Pearson Prentice Hall, Upper Saddle River, New Jersey, 2004.
Statistics, Freedman, Pisani, and Purves, 4th edition, W.W. Norton and Co., New York, 2007.

Interesting Links:

Why Do People Find Probability Unintuitive and Difficult?

Grades:
Grading sheet (Accessible only through your PUCIT email account)

Content

# Topic Video Reading Practice Sets
1 Introduction
  • In order to understand the "real" world
    • Statistics are important for summarizing data
    • Probability is the tool
[Video] Lecture 1
2 How to Compute Probability? Empirical vs Counting Approach
  • Empirical Approach
  • Counting Approach
  • Axioms of Probability
[Video]
3 Some Rules and Proofs in Probability
[Video] Practice Set 1
4 Types of Sample Spaces
  • Finite
  • Countably Infinite
  • Uncountable Infinite
  • Simple Sample Space
[Video] Lecture 2
5 Multiplication Principle and Permutations
  • Multiplication Principle
  • Permutation (ordered arangement of distinct objects)
[Video]
6 Combinations
  • Combination (unordered arangement of distinct objects)
  • C(n,k)=P(n,k)/k!
[Video] Practice Set 2
7 Hypergeometric and Multinomial Counting
  • Hypergeometric counting
  • Multinomial Combinations (unordered arrangement of multiple types of distinct objects)
Probability for Countably Infinite Sample Spaces
  • Computing probability in a countably infinite sample space
[Video A]
[Video B]
Discussion of Practice Sets 1 and 2
Further Discussion
8 Probability via Measurement
  • Length
  • Area
  • Volume
  • Non-equilikely spaces
[Video] Lecture 3 Practice Set 3
9 Independence
  • Independent events
  • Mutually exlusive events
[Video] Lecture 4
10 Bernoulli and Binomial Experiments
  • Bernoulli experiment
  • Bernoulli process
  • Binomial experiment
[Video] Practice Set 4
11 Random Variables
  • Mapping between singleton events and real numbers
  • Partition of S
  • Probability Density Function
  • Discrete vs Continous RVs
  • Cumulative Distribution Function
[Video] Lecture 5
12 Discrete Random Variables
  • Binomial
  • Poisson
  • Geometric
  • Shifted Geometric
  • Negative Binomial
  • Shifted Negative Binomial
[Video A]
[Video B]
Lecture 6
13 Continuous Random Variables - I
  • Density function is not equal to the probability function
  • Non-negative function with area 1 is a density function
  • Empirical distribution --> Histogram --> Approximating density function
[Video] Lecture 7 Discussion of Practice Set 4
14 Continuous Random Variables - II
  • Uniform Density
  • Normal Density
  • Standard Normal Density
  • The 68-95-99 Rule
[Video] Lecture 8 Practice Set 5
15 Normal Approximation
  • Standard Normal Table
  • Normal Approximation to Binomial Density
Dedicated to the memory of Uneeb Nasir (Fall'11).
[Video]
16 Expectation
  • Expectation of a Random Variable
  • Properties of Expectation
  • Expectation of Binomial Random Variable
[Video] Lecture 9
17 Variance
  • Moments of a Random Variable
  • Variance of a Random Variable
  • Properties of Variance
[Video]
18 Conditional Probability
  • Conditional Event
  • Restriction of Sample Space
  • P(A|B)=P(AB)/P(B)
  • Properties of Conditional Probability
  • Theorem of Total Probability
  • Bayes' Theorem
[Video] Practice Set 6
19 Central Limit Theorem
  • I.I.D Random Variables
  • Central Limit Theorem
  • Box Models
[Video] Practice Set 7
20 Introduction to Statistics
  • Some Terminology
    • N-value
    • Census vs Survey
    • Population vs Sample
    • Parameter vs Statistic
  • Capture-Recapture method for determining N-value
  • Sampling Methods
[Video]
21 Sampling and Studies
  • Sampling Methods
    • Convenience
    • Quota
    • Simple Random
    • Stratified
  • Correlation is not causation
  • Studies
    • Observational
    • Double-blind, randomized, placebo-controlled
[Video A]
[Video B]
22 Descriptive Statistics
  • Visual
    • Bar Chart
    • Line Graph
    • Pictogram
    • Pie Chart
    • Histogram
  • Numerical
    • Measures of Location
      • Mean
      • Median
      • Quartiles
      • Percentiles
      • Box-Whisker Plot
    • Measures of Spread
      • Range
      • Inter-quartile Range
      • Standard Deviation
[Video A]
[Video B]
23 Correlation
  • Bivariate Data
  • Strength of association
  • How does correlation measure strength of association?
  • Correlation is only for linear association
  • Outliers affect correlation
[Video]