Uniwersytet Harvarda udostępnił ciekawy cykl wykładów o statystyce i rachunku prawdopodobieństwa, prowadzonych przez Joe Blitzsteina (zrobił Ph.D. pod okiem samego Persi Diaconis'a - w zasadzie to tak, jakby charyzmę i poczucie humoru miał wytatuowane na czole). Całość udostępniono (za darmo!) na platformie iTunes.
Krótki opis całego kursu:
Statistics 110 (Probability), taught at Harvard University by Joe Blitzstein (Professor of the Practice in Statistics) in Fall 2011. Lecture videos, homework, review material, practice exams, and a large collection of practice problems with detailed solutions are provided. This course is an introduction to probability as a language and set of tools for understanding statistics, science, risk, and randomness. The ideas and methods are useful in statistics, science, philosophy, engineering, economics, finance, and everyday life. Topics include the following. Basics: sample spaces and events, conditional probability, Bayes’ Theorem. Random variables and their distributions: cumulative distribution functions, moment generating functions, expectation, variance, covariance, correlation, conditional expectation. Univariate distributions: Normal, t, Binomial, Negative Binomial, Poisson, Beta, Gamma. Multivariate distributions: joint, conditional, and marginal distributions, independence, transformations, Multinomial, Multivariate Normal. Limit theorems: law of large numbers, central limit theorem. Markov chains: transition probabilities, stationary distributions, reversibility, convergence.
Link do kursu
Pozdrawiam,
Kuba Szymkowiak
