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Probability Theory for Data Science

Prof. Ishapathik Das · IIT Tirupati

Start with lecture 1 At NPTEL

About

"Probability Theory for Data Science" is a specialized course designed to equip students with the essential knowledge and skills needed to analyze uncertain phenomena and make data-driven decisions in various domains. It provides a comprehensive understanding of the principles of probability and their applications in the context of data science. This course is essential for anyone aspiring to work in data-driven fields such as machine learning, artificial intelligence, statistics, and predictive analytics. The course typically begins with an introduction to basic concepts in probability theory, including sample spaces, events, and different approaches to defining probability. Emphasis is placed on developing a solid grasp of fundamental probability rules, such as the addition and multiplication rules, as well as understanding conditional probability, independence, and Bayes theorem. As the course progresses, students delve deeper into more advanced topics, such as random variables, probability distributions, and expectation. They explore common probability distributions, including binomial, Poisson, uniform, exponential, and normal distributions, and they learn how to calculate probabilities and expected values associated with these distributions. Additionally, students gain insight into concepts like moments, variance, and covariance, which are crucial for understanding data variability in real-world scenarios. Following this, students delve into the study of multiple random variables, exploring concepts such as the transformation of random variables, moment-generating functions, and key theorems pertaining to the convergence of random variables. "Probability Theory for Data Science" equips students with a strong theoretical foundation in probability and the analytical skills necessary to tackle complex data-driven problems. By mastering the principles of probability theory and its applications in data science, students are better prepared to excel in diverse…

Lectures

Week 1

  1. Introduction YouTube
  2. Sample Space and Events YouTube
  3. Special Events and Various Approaches to Defining Probability YouTube
  4. Important Theorems YouTube
  5. Numerical Examples and Introduction to Conditional Probability YouTube
  6. Definition of Conditional Probability and Independence YouTube

Week 2

  1. Bayes' Theorem YouTube
  2. Random Variable YouTube
  3. Events Defined by a Random Variable YouTube
  4. Cumulative Distribution Function YouTube

Week 3

  1. Properties of the Cumulative Distribution Function and Discrete Random Variable YouTube
  2. Probability Mass Function YouTube
  3. Continuous Random Variable and Probability Density Function YouTube
  4. Numerical Examples YouTube
  5. Moments YouTube

Week 4

  1. Higher Order Moments and Variance of a Random Variable YouTube
  2. Numerical Examples of Moments and Bernoulli Distribution YouTube
  3. Binomial Distribution YouTube
  4. Applications of Binomial Distribution YouTube
  5. Poisson Distribution YouTube

Week 5

  1. Applications of Poisson Distribution YouTube
  2. Numerical Examples of Poisson Distribution and Uniform Distribution YouTube
  3. Application of Uniform Distribution and Exponential Distribution YouTube
  4. Applications of Exponential Distribution YouTube
  5. Memoryless Property and Gamma Distributio YouTube

Week 6

  1. Example of Gamma Distribution and Normal Distribution YouTube
  2. Properties of Normal Distributions YouTube
  3. Numerical Examples of Normal Distributions YouTube
  4. Applications of Normal Distributions and Conditional Distribution Function YouTube
  5. Examples of Conditional Distribution Function and Bivariate Random Variable YouTube
  6. Example of Bivariate Random Variable YouTube

Week 7

  1. Properties of the Joint Cumulative Distribution Function of a Bivariate Random Variable YouTube
  2. Independence Between Two Random Variables YouTube
  3. Examples of Joint Cumulative Distribution Functions, Marginals, and Independence YouTube
  4. Joint Probability Mass Function, Marginal Probability Mass Function, Examples YouTube
  5. Numerical Examples on Bivariate Discrete Random Variables and the Concept of Joint Probability Density Function YouTube
  6. Marginal Probability Density Function, Independence, and Examples YouTube

Week 8

  1. Numerical Examples on Probability Density Function YouTube
  2. Conditional Probability Mass Function YouTube
  3. Conditional Probability Density Function YouTube
  4. Moments for Bivariate Random Variables YouTube
  5. Association Between Two Random Variables YouTube

Week 9

  1. Numerical Examples on Moments for Bivariate Random Variables YouTube
  2. Conditional Mean and Variance for Discrete Random Variables YouTube
  3. Conditional Mean and Variance for Continuous Random Variables YouTube
  4. Numerical Examples on Conditional Mean and Variance YouTube
  5. Multivariate Random Variables YouTube

Week 10

  1. Multivariate Probability Density Function and Independence YouTube
  2. Moments of a Multivariate Random Variable YouTube
  3. Numerical Examples on Joint Probability Mass Functions YouTube
  4. Numerical Examples on Joint Probability Density Functions YouTube
  5. Multinomial Distribution and Multivariate Normal Distribution YouTube

Week 11

  1. Transformation of Random Variables YouTube
  2. Theorem on Transformation of Random Variables YouTube
  3. Transformation of Multivariate Random Variables YouTube
  4. Examples of Transformation of Bivariate Random Variables YouTube
  5. Convolution and Example on Transformation of n-variate Random Variables YouTube

Week 12

  1. Transformation of Discrete Random Variables YouTube
  2. Moment Generating Functions YouTube
  3. Example of Moment Generating Functions YouTube
  4. Moment Generating Functions for the Transformation of Random Variables YouTube
  5. Chebyshev's Inequality YouTube
  6. Notions of Convergence, Law of Large Numbers, and the Central Limit Theorem YouTube

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Tirupati
Department
Mathematics
Teacher
Prof. Ishapathik Das
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. Coordinated by IIT Madras.
Who can watch
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