Probabilistic Systems Analysis and Applied Probability (2013)

This is a collection of 76 videos for MIT 6.041- 25 lectures videos (2010) and 51 recitation videos (2013). In the recitation videos MIT Teaching Assistants solve selected recitation and tutorial problems from the course. View the complete course: http://ocw.mit.edu/6-041SCF13 Instructors: Qing He, Jimmy Li, Jagdish Ramakrishnan, Katie Szeto, and Kuang Xu License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

Lecture 23: Classical Statistical Inference I

In this lecture, the professor discussed classical statistics, maximum likelihood (ML) estimation, and confidence intervals.

07-08
49:31

Lecture 24: Classical Inference II

In this lecture, the professor discussed classical inference, Linear regression, and binary hypothesis testing.

07-08
51:49

Lecture 20: Central Limit Theorem

In this lecture, the professor discussed central limit theorem, Normal approximation, 1/2 correction for binomial approximation, and De Moivre–Laplace central limit theorem.

07-08
51:22

Lecture 21: Bayesian Statistical Inference I

In this lecture, the professor discussed Bayesian statistical inference and inference models.

07-08
48:49

Lecture 22: Bayesian Statistical Inference II

In this lecture, the professor discussed Bayesian statistical inference, least means squares, and linear LMS estimation.

07-08
52:15

Lecture 25: Classical Inference III

In this lecture, the professor discussed classical inference, simple binary hypothesis testing, and composite hypotheses testing.

07-08
52:06

Lecture 18: Markov Chains III

In this lecture, the professor discussed Markov Processes, probability of blocked phone calls, absorption probabilities, and calculating expected time to absorption.

07-08
51:49

Lecture 19: Weak Law of Large Numbers

In this lecture, the professor discussed limit theorems, Chebyshev's inequality, and convergence "in probability".

07-08
50:12

Lecture 13: Bernoulli Process

In this lecture, the professor discussed Bernoulli process, random processes, basic properties of Bernoulli process, distribution of interarrival times, the time of the kth success, merging and splitting.

07-08
50:57

Lecture 14: Poisson Process I

In this lecture, the professor discussed Poisson process, distribution of number of arrivals, and distribution of interarrival times.

07-08
52:43

Lecture 15: Poisson Process II

In this lecture, the professor discussed Poisson process, merging, splitting, and random incidence.

07-08
49:28

Lecture 16: Markov Chains I

In this lecture, the professor discussed Markov process definition, n-step transition probabilities, and classification of states.

07-08
52:05

Lecture 17: Markov Chains II

In this lecture, the professor discussed Markov process, steady-state behavior, and birth-death processes.

07-08
51:25

Lecture 9: Multiple Continuous Random Variables

In this lecture, the professor discussed multiple random variables: conditioning and independence.

07-08
50:50

Lecture 7: Discrete Random Variables III

In this lecture, the professor discussed multiple random variables, expectations, and binomial distribution.

07-08
50:41

Lecture 10: Continuous Bayes' Rule; Derived Distributions

In this lecture, the professor discussed Bayes rule, Bayes variations, and derived distributions.

07-08
48:52

Lecture 11: Derived Distributions (ctd

In this lecture, the professor discussed derived distributions, convolution, covariance and correlation.

07-08
51:54

Lecture 12: Iterated Expectations

In this lecture, the professor discussed conditional expectation and sum of a random number of random variables.

07-08
47:53

Lecture 8: Continuous Random Variables

In this lecture, the professor discussed probability density functions, cumulative distribution functions, and normal random variables.

07-08
50:29

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