Chapter 1 Introduction to Probability
1.1 Sets and Set Operations
1.2 Random Experiments
1.3 Sample Space
1.4 Events (Random Events)
1.4.1 The concept of events (random events)
1.4.2 Relations among events
1.4.3 Operations of events
1.5 Relative Frequency
Exercise 1
Chapter 2 Finite Sample Spaces
2.1 Classical Probability Model
2.1.1 Finite sample spaces
2.1.2 Equally likely outcomes
2.1.3 Classical probability model or equally likely probability model
2.1.4 Counting methods
2.2 Basic Properties of Probability
Exercise 2
Chapter 3 Conditional Probability and Independence
3.1 Conditional Probability
3.2 Product Rule (Multiplication Rule)
3.3 Total Probability Law
3.4 Bayes' Theorem
3.5 Independent Events
3.5.1 Independence of two events
3.5.2 Independence of several events
Exercise 3
Chapter 4 Random Variables and Distributions
4.1 Definition of Random Variable
4.2 Discrete Random Variable
4.2.1 Probability distribution of discrete random variables
4.2.2 Some commonly used discrete probability distributions
4.3 Cumulative Distribution Function
4.3.1 Finding the cumulative distribution function of discrete variable
4.3.2 Determining probability by the distribution function
4.3.3 Finding the probability function of a random variable with cumulative distribution function
4.4 Continuous Random Variable
4.4.1 Continuous random variable and probability density function
4.4.2 Some continuous probability distributions
4.5 Finding the Distribution of Random Variable Function
4.5.1 Finding the probability distribution of discrete random variable function
4.5.2 Finding the p. d. f. of the function Y=g(X) ,where y=g(x) is continuous monotonic function
4.5.3 Finding the p. d. f. of the function Y=g(X) where X is a continuous random variable
4.5.4 Finding the distribution of the function Y=g(X) where X is a continuous random variable
Exercise 4
Chapter 5 Two-dimensional Random Variable
5.1 Concept of Joint Probability Distribution
5.1.1 Joint probability distribution for two discrete random variables
5.1.2 Marginal distribution of discrete random variable
5.1.3 Joint probability distribution function for two continuous random variables
5.1.4 Marginal probability density function and conditional probability density
5.1.5 The joint P.d.f.for two random variables
5.2 Conditional Distribution
5.3 Two Commonly Useful Distributions
5.3.1 TWO—dimensional uniform distribution
5.3.2 Bivariate normal distribution
5.4 Independence of Two Random Variables
Exercise 5
Chapter 6 Numerical Characteristics of Random Variables
6.1 Expectation of Random Variable
6.1.1 Expectation of discrete distribution
6.1.2 Expectation of continuous random variable
6.1.3 The expectation of function
6.1.4 Properties of expectation
6.2 Variance of Random Variable
6.2.1 Definition of the variance and the standard deviation
6.2.2 Properties of the variance of random variable
6.2.3 The expectation and variance of special probability distribution
6.3 Covariance and Correlation
6.3.1 Covariance
6.3.2 Correlation coefficient
6.4 Moments and Covariance Matrix
Exercise 6
Chapter 7 Law of Large Number and Central Limit Theorem
7.1 Chebyshev’S Inequality
7.2 Law of Large Number
7.3 Central Limit Theorem
Exercise 7
Chapter 8 Basic Concept in Mathematical Statistics Introduction
8.1 Random Sampling
8.1.1 Population and sample
8.1.2 Random sample
8.1.3 Distribution of random sample
8.2 Statistics
8.3 Sampling Distribution
8.3.1 The chi-square distribution
8.3.2 The t-distribution
8.3.3 The F-distribution
8.4 Sampling Distribution Related to Sample Mean or (and)Sample Variance from Normal Population
8.4.1 Sampling distribution related to sample mean or (and)sample variance from one normal population
8.4.2 Sampling distribution related to sample mean of (and)sample variance from two normal populations
Exercise 8
Chapter 9 Parameter Estimation
9.1 Point Estimation
9.2 The Particular Properties of Estimators
9.2.1 Unbiasedness
9.2.2 Validity
9.2.3 Consistency
9.3 Moment Estimation and Maximum Likelihood Estimation
9.3.1 Moment estimation
9.3.2 Maximum likelihood estimation
9.4 Interval Estimation of Mean and Variance for Normal Population
9.4.1 The case for a single normal population
9.4.2 The case for two populations N(y1,□),N(y2 ,□)
Exercise 9
Chapter 10 Hypothesis Testing
10.1 General Concepts Used in Hypothesis Testing
10.1.1 Statistical hypothesis
10.1.2 Two types of errors
10.1.3 Testing a statistical hypothesis
10.2 Hypothesis Test for a Single Normal Population Parameter
10.2.1 Hypothesis test for mean y of a single normal population
10.2.2 Hypothesis test for variance
10.3 Hypothesis Test of Two Normal Population Parameters
10.3.1 Hypothesis test for a difference between two normal populations
10.3.2 Hypothesis test for two normal population variances
10.4 The Relationship between Hypothesis Testing and Confidence Interval
Exercise 10
Answers to Exercises
Appendix A Some Important Distributions
Appendix B Statistical Tables
Table B-1 Poisson Distribution
Table B-2 Standard Normal Distribution
Table B-3 t-Distribution
Table B-4 X2-Distribution
Table B-5 F-Distribution
Appendix C Index