Probability and Statistics for Engineers (Part 3 of 8): discrete and continuous random variables

Part 3: discrete and continuous random variables, probability distribution (Uniform, Binomial, Geometric, Poisson), probability mass function (PMF), cumulative distribution function (CDF), expectation, variance, probability density function (PDF).

0:47 Summary of previous lecture
11:10 Uniform distribution
16:54 Binomial distribution
42:52 Geometric distribution
47:35 Poisson distribution
1:07:17 Continuous random variable
1:09:10 Probability density function (PDF)
1:15:22 Cumulative distribution function (CDF)
1:23:50 Expectation
1:27:25 Variance and standard deviation

Probability and Statistics for Engineers: sets, events, axioms of probability, random variables, probability mass function, probability density function, cumulative distribution function, expectation and variance, single discrete or continuous random variable, systems and component reliability, multiple discrete or continuous random variables, jointly distributed random variables, change of variables, moments, moment generating function, conditional probability, conditional expectation, conditional variance, law of large numbers, central limit theorem, basic properties of estimators, method of moments, and maximum likelihood estimators.

Module given at Imperial College London to second year undergraduate students in electrical and electronic engineering.

#Probability #Statistics

[prof.brunoclerckx]

0:47 Summary of previous lecture
11:10 Uniform distribution
16:54 Binomial distribution
42:52 Geometric distribution
47:35 Poisson distribution
1:07:17 Continuous random variable
1:09:10 Probability density function (PDF)
1:15:22 Cumulative distribution function (CDF)
1:23:50 Expectation
1:27:25 Variance and standard deviation