Learn · NPTEL

Course11110509079 lectures

Probability and Statistics

Prof. Somesh Kumar · IIT Kharagpur

Start with lecture 1 At NPTEL

Lectures

week-01

  1. Lecture 1: Sets, Classes, Collections Video
  2. Lecture 2: Sequence of Sets Video
  3. Lecture 3: Ring, Field (Algebra) Video
  4. Lecture 4:SigmaRing, SigmaField, Monotone Class Video
  5. Lecture 5: Random Experiment, Events Video
  6. Lecture 6:Definitions of Probability Video
  7. Lecture 7:Properties of Probability Function I Video
  8. Lecture 8: Properties of Probability Function II Video

How does an NPTEL online course work?

  1. Lecture 9: Conditional Probability Video
  2. Lecture 10: Independence of Events Video
  3. Lecture 11: Problems in ProbabilityI Video
  4. Lecture 12: Problems in ProbabilityII Video
  5. Lecture 13: Random Variables Video
  6. Lecture 14: Probability Distribution of a Random VariableI Video

Week 0

  1. Lecture 15: Probability Distribution of a Random VariableII Video
  2. Lecture 16 : Moments Video
  3. Lecture 17: Characteristics of DistributionsI Video
  4. Lecture 18 : Characteristics of DistributionsII Video
  5. Lecture 19: Special Discrete DistributionsI Video
  6. Lecture 20: Special Discrete DistributionsII Video
  7. Lecture 21: Special Discrete DistributionsIII Video

week-04

  1. Lecture 22: Poisson ProcessI Video
  2. Lecture 23: Poisson ProcessII Video
  3. Lecture 24: Special Continuous DistributionsI Video
  4. Lecture 25: Special Continuous DistributionsII Video
  5. Lecture 26: Special Continuous DistributionsIII Video
  6. Lecture 27: Special Continuous DistributionsIV Video
  7. Lecture 28: Special Continuous DistributionsV Video

week-05

  1. Lecture 29: Normal Distribution Video
  2. Lecture 30: Problems on Normal Distribution Video
  3. Lecture 31: Problems on Special DistributionsI Video
  4. Lecture 32: Problems on Special DistributionsII Video
  5. Lecture 33: Function of a Random VariableI Video
  6. Lecture 34: Function of a Random VariableII Video

week-06

  1. Lecture 35 : Joint DistributionsI Video
  2. Lecture 36 : Joint DistributionsII Video
  3. Lecture 37 : Independence, Product Moments Video
  4. Lecture 38: Linearity Property of Correlation and Examples Video
  5. Lecture 39 : Bivariate Normal DistributionI Video
  6. Lecture 40 : Bivariate Normal DistributionII Video

week-07

  1. Lecture 41: Additive Properties of Distributions I Video
  2. Lecture 42: Additive Properties of DistributionsII Video
  3. Lecture 43: Transformation of Random Variables Video
  4. Lecture 44: Distribution of Order Statistics Video
  5. Lecture 45: Basic Concepts Video
  6. Lecture 46: ChiSquare Distribution Video

week-08

  1. Lecture 47: ChiSquare Distribution (Cont…), tDistribution Video
  2. Lecture 48 : FDistribution Video
  3. Lecture 49 : Descriptive Statistics I Video
  4. Lecture 50 : Descriptive Statistics II Video
  5. Lecture 51 : Descriptive Statistics III Video
  6. Lecture 52 : Descriptive Statistics IV Video

week-09

  1. Lecture 53 : Introduction to Estimation Video
  2. Lecture 54 : Unbiased and Consistent Estimators Video
  3. Lecture 55 : LSE, MME Video
  4. Lecture 56: Examples on MME, MLE Video
  5. Lecture 57 : Examples on MLEI Video
  6. Lecture 58 : Examples on MLEII, MSE Video

week-10

  1. Lecture 59 : UMVUE , Sufficiency, Completeness Video
  2. Lecture 60 : RaoBlackwell Theorem and Its Applications Video
  3. Lecture 61 : Confidence Intervals I Video
  4. Lecture 62 : Confidence Intervals II Video
  5. Lecture 63 : Confidence Intervals III Video
  6. Lecture 64 : Confidence Intervals IV Video

week-11

  1. Lecture 65 : Basic Definitions Video
  2. Lecture 66: Two Types of Errors Video
  3. Lecture 67: NeymanPearson Fundamental Lemma Video
  4. Lecture 68 : Applications of NP Lemma I Video
  5. Lecture 69 : Applications of NP lemma II Video

week-12

  1. Lecture 70 : Testing for Normal Mean Video
  2. Lecture 71 : Testing for Normal Variance Video
  3. Lecture 72 : Large Sample Test for Variance and two Sample Problem Video
  4. Lecture 73 : Paired tTest Video
  5. Lecture 74 : Examples Video

Live Session

  1. Live Session 27-08-2021 Video
  2. Live Session 01-10-2021 Video
  3. Live Session 22-02-2024 Video
  4. Live Session 18-03-2024 Video
  5. Live Session 05-04-2024 Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Kharagpur
Department
Mathematics
Teacher
Prof. Somesh Kumar
Level
Undergraduate
Language
English
Subjects
Mathematics
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
Who can watch
NPTEL gives no rating. Invisible Network shows it to Tweens profiles and older, judged from what the source says about it. How courses are placed