Probability and Statistics

Course outline

This NPTEL series runs to 79 lectures and is taught by Prof. Somesh Kumar of IIT Kharagpur. It opens with the language of sets, classes and sigma-fields, then builds through random experiments and the definitions of probability to conditional probability, independence and random variables.

Who it suits

The series is theory-heavy, so it suits students who want the formal foundations of probability rather than a quick applied overview. Students of mathematics and statistics will find that the lecture sequence builds carefully from one idea to the next.

Takeaways

• Set-theoretic foundations underpin the rest of probability theory.
• Independence of events is a central idea that repays careful study.
• Probability distributions of random variables tie the theory to data.