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Probability II (B1, 2025)

URL: https://arnabc74.github.io/prob2_2025/

Assignment and projects

You need to submit solution to the assigned problems before the study leave starts. The assignment carries 10 marks. You must submit the solutions as handwritten hard copies. No pdf, doc, scans sent via email/github will be accepted.

The projects are optional and carry no marks.

Class notes

Before midsem:
  1. Distributions with densities
  2. Joint, marginal and conditional PDF
  3. Transformations of random variables
  4. Some standard distributions with densities
  5. Wierd distributions (not in midsem syllabus)
After midsem:
  1. Some more standard distributions with densities
  2. Multivariate normal and related distributions
  3. Multinomial and Dirichlet distributions
  4. Lebesgue integration

References

The class notes constitute the main reference. It is based on the following books: