Course abstract

The course will cover basic concepts in Probability. It will begin with fundamental notions of Sample Space, Events, Probability, conditional probabilities And independence. We shall formalise notation in terms of Random Variables and discuss standard distributions such as (discrete) Uniform, Binomial, Poisson, Geometric, Hypergeometric, Negative Binomial and (continuous) Normal, Exponential, Gamma, Beta, Chi-square, and Cauchy. We will conclude with the law of large numbers and central limit theorem. A unique feature of this course will be that we will use the package R to illustrate examples.