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Lecture 14 of 40Probability Theory and Applications
Lecture-14-Chi – square r. v., sums of independent normal r. v., Conditional distr.
Prof. Prabha Sharma · IIT Kanpur
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All the lectures
- Lecture-01-Basic principles of counting
- Lecture-02-Sample space , events, axioms of probability
- Lecture-03-Conditional probability, Independence of events.
- Lecture-04-Random variables, cumulative density function, expected value
- Lecture-05-Discrete random variables and their distributions
- Lecture-06-Discrete random variables and their distributions
- Lecture-07-Discrete random variables and their distributions
- Lecture-08-Continuous random variables and their distributions.
- Lecture-09-Continuous random variables and their distributions.
- Lecture-10-Continuous random variables and their distributions.
- Lecture-11-Function of random variables, Momement generating function
- Lecture-12-Jointly distributed random variables, Independent r. v. and their sums
- Lecture-13-Independent r. v. and their sums.
- Lecture-14-Chi – square r. v., sums of independent normal r. v., Conditional distr.
- Lecture-15 Conditional disti, Joint distr. of functions of r. v., Order statistics
- Lecture-16-Order statistics, Covariance and correlation.
- Lecture-17-Covariance, Correlation, Cauchy- Schwarz inequalities, Conditional expectation.
- Lecture-18-Conditional expectation, Best linear predictor
- Lecture-19-Inequalities and bounds.
- Lecture-20-Convergence and limit theorems
- Lecture-21-Central limit theorem
- Lecture-22-Applications of central limit theorem
- Lecture-23-Strong law of large numbers, Joint mgf.
- Lecture-24-Convolutions
- Lecture-25-Stochastic processes: Markov process.
- Lecture-26-Transition and state probabilities.
- Lecture-27-State prob., First passage and First return prob
- Lecture-28-First passage and First return prob. Classification of states.
- Lecture-29-Random walk, periodic and null states.
- Lecture-30-Reducible Markov chains
- Lecture-31-Time reversible Markov chains
- Lecture-32-Poisson Processes
- Lecture-33-Inter-arrival times, Properties of Poisson processes
- Lecture-34-Queuing Models: M/M/I, Birth and death process, Little’s formulae
- Lecture-35-Analysis of L, Lq ,W and Wq , M/M/S model
- Lecture-36-M/M/S , M/M/I/K models
- Lecture-37-M/M/I/K and M/M/S/K models
- Lecture-38-Application to reliability theory failure law
- Lecture-39-Exponential failure law, Weibull law
- Lecture-40-Reliability of systems