概率论与应用概览-CSDN博客

本文链接：https://blog.csdn.net/D_turtle/article/details/119388414

本课程由Dimitri P. Bertsekas和John N. Tsitsiklis编写，共25节，涵盖概率模型、条件概率、独立性等主题，并深入探讨了离散与连续随机变量、马尔科夫链及统计推断等内容。

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Introduction to Probability, 2nd Edition
by Dimitri P. Bertsekas and John N. Tsitsiklis

课程链接 Probabilistic Systems Analysis and Applied Probability
适用于 undergraduate/ graduate

课程一共25节，每节课大概50分钟。
1 Probability Models and Axioms
2 Conditioning and Bayes’ Rule
3 Independence
4 Counting
5 Discrete Random Variables; Probability Mass Functions; Expectations
6 Discrete Random Variable Examples; Joint PMFs
7 Multiple Discrete Random Variables: Expectations, Conditioning, Independence
8 Continuous Random Variables
9 Multiple Continuous Random Variables
10 Continuous Bayes’ Rule; Derived Distributions
11 Derived Distributions; Convolution; Covariance and Correlation
12 Iterated Expectations; Sum of a Random Number of Random Variables
13 Bernoulli Process
14 Poisson Process - I
15 Poisson Process - II
16 Markov Chains - I
17 Markov Chains - II
18 Markov Chains - III
19 Weak Law of Large Numbers
20 Central Limit Theorem
21 Bayesian Statistical Inference - I
22 Bayesian Statistical Inference - II
23 Classical Statistical Inference - I
24 Classical Inference - II
25 Classical Inference - III; Course Overview

Reference:
John Tsitsiklis. 6.041 Probabilistic Systems Analysis and Applied Probability. Fall 2010. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: Creative Commons BY-NC-SA.

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