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MTL106

Rameshwar Sao prepared probability notes for the course MTL106 Probability & Stochastic Processes during the 2021-2022 academic year. The 29-page document covers topics like axioms of probability, random variables, functions of random variables, order statistics, convergence, and the central limit theorem. It includes examples and is intended to be a useful study guide for students following the topics outlined by Professor Dharmaraja.

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dipshikaf18
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© © All Rights Reserved
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261 views29 pages

MTL106

Rameshwar Sao prepared probability notes for the course MTL106 Probability & Stochastic Processes during the 2021-2022 academic year. The 29-page document covers topics like axioms of probability, random variables, functions of random variables, order statistics, convergence, and the central limit theorem. It includes examples and is intended to be a useful study guide for students following the topics outlined by Professor Dharmaraja.

Uploaded by

dipshikaf18
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Semester II, Academic Year 2021–2022

Probability Notes
[MTL106: Probability & Stochastic Processes]
Rameshwar Sao
(Last updated: May 5, 2022)

1 General
1. These are the set of notes I prepared for MTL106 during Semester II, 2021-22.
I will be happy if someone finds it useful.

2. Some examples are partially solved or not solved.

3. This document contains hyperlink and urls.

2 Table of Contents
The following topics are same as listed on Prof. Dharmaraja’s Webpage.

1. Topic 1: Axioms of probability, Probability space, Conditional probability,


Independence, Baye’s rule (Page 2 - Page 4)

2. Topic 2: Random variable, Some common discrete and continuous distribu-


tions (Page 5 - Page 11)

3. Topic 3: Distribution of Functions of Random Variable, Moments, Generating


functions (Page 12 - Page 15)

4. Topic 4: Two and higher dimensional distributions (Page 16 - Page 17)

5. Topic 5: Functions of random variables, Order statistics, Conditional distri-


butions, Covariance, correlation coefficient, conditional expectation (Page 18
- Page 26)

6. Topic 6: Modes of convergences, Law of large numbers, Central limit theorem


(Page 27 - Page 29)

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