Table of contents

Probability Theory I

This is the class webpage for Probablity Theory I (2018). Alternatively, you may use this diagram to contact me:
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Class notes

All the lecture notes are available from the class notes page. These notes are the definitive source of material for this course. The practice problems given in the notes are indicative of the problems you are likely to face in the exams.

Survival tips

Be sure to read the survival tips.


We shall not follow any single textbook. All the material that we shall cover may be found in the following books.


Up to midsem: Elementary concepts: experiments, outcomes, sample space, events. Discrete sample spaces and probability models. Equally likely set-up and combinatorial probability. Fluctuations in coin tossing and random walks, Combination of events. Composite experiments, conditional probability, Polya's urn scheme, Bayes theorem, independence. Discrete random variables. Expectation/mean, functions of discrete random variables,

After midsem: Variance, moments, moment generating functions probability generating functions. Standard discrete distributions. Joint distributions of discrete random variables, independence, conditional distributions, conditional expectation. Distribution of sum of two independent random variables. Functions of more than one discrete random variables.


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