Topics to be covered (tentative list)

• Descriptive statistics
• Discrete and continuous probability
• Random variables and expectation
• Special random variables: Bernoulli, Binomial, Geometric, Hypergeometric, Gaussian, Chi-square, Uniform, Poisson, Exponential
• Hypothesis testing: z-test, t-test, Kolmogorov Smirnov test
• Parameter estimation: maximum likelihood, Bayesian, concept of asymptotic normality and Fisher information, Cramer-Rao bounds
• Regression
• Non-parametric probability density estimation
• Multivariate Gaussians, Principal Components Analysis
• Transformation and Simulation of Random Variables
• We will cover some nice applications in image procesing, basic machine learning and group testing alongside some key concepts.

Intended Audience

Learning Materials and Textbooks

• Lecture slides that will be regularly posted. I may occasionally post links to videos, or additional material such as problem sets.
• We will use moodle for posting assignments and grades
• Course textbook: Introduction to Probability and Statistics for Engineers and Scientists: Fifth Edition (20-30 copies available in the library)

Computational Resources

Matlab
• Online MATLAB @IITB, accessible through your LDAP id and password
• Matlab tutorial 1
• Matlab tutorial 2
• Matlab tutorial 3
• The MathWorks - MATLAB Tutorial
• Matlab Primer
• On-line Matlab Help
• Writing Fast Matlab Code (pdf)
• One more tutorial for writing fast matlab code
• Code Vectorization Guide
• Matlab Programmin Style Guidelines (pdf)
• Matlab array manipulation

Grading Policy (tenative)

• Mid-sem exam: 25%
• Final exam (cumulative): 30%
• Programming and written assignments (about five): 30% - all to be done in groups of 2 students. This will possibly include a "project".
• Two pre-announced quizzes: 15% total

Other Policies

• Attendance is mandatory. Students with less than 90% attendance may be given a DX grade.
• Assignments will be given out (typically) once every two or three weeks. They must be submitted on or before the deadline. No late assignments will be accepted. The programming components of the assignments will typically involve MATLAB, so you must be willing to learn it quickly.
• We will adopt a zero-tolerance policy against any forms of plagiarism or any other form of cheating. Just don't do it! In cases of plagiarism, givers and takers will both be considered equally responsible.
• This course is (inherently) cumulative. The syllabus for the final exam will include everything taught during the semester.

Tutorials

• See moodle

Quizzes

• See moodle

Lecture Schedule:

Date	Content of the Lecture	Assignments/Readings/Notes
28/07	Introduction, course overview and course policies	Slides: Course Overview
29/07	Descriptive Statistics Terminology: population, sample, discrete and continuous valued attributes Frequency tables, frequency polyongs, line diagrams, pie charts, relative frequency tables Histograms with examples for image intensity histograms, image gradient histograms Histogram binning problem Data summarization: Mean and Median	Slides: Descriptive Statistics Readings: sections 2.1 and 2.2 of the textbook by Sheldon Ross
31/07	Data summarization: mean and median "Proof" that median minimizes the sum of absolute deviations - using calculus Proof that median minimizes the sum of absolute deviations, without using calculus Concept of quantile/percentile Calculation of mean and median in different ways from histogram or cumulative plots Standard deviation and variance, some applications Two-sided Chebyshev inequality with proof; One-side Chebyshev inequality (Chebyshev-Cantelli inequality)	Slides: Descriptive Statistics Non-calculus proof for median Readings: sections 2.1 and 2.2 of the textbook by Sheldon Ross
4/8	Two-sided Chebyshev inequality with proof; One-side Chebyshev inequality (Chebyshev-Cantelli inequality) Concept of correlation coefficient and formula for it; proof that its value lies from -1 to +1 Correlation coefficient: properties; uncentered correlation coefficient; limitations of correlation coefficient and Anscombe's quartet Correlation and causation	Slides: Descriptive Statistics Readings: sections 2.1,2.2,2.3,2.4,2.6 of the textbook by Sheldon Ross
5/8	Discrete Probability Discrete probability: sample space, event, composition of events: union, intersection, complement, exclusive or, De Morgan's laws Boole's and Bonferroni's inequalities Conditional probability, Bayes rule, False Positive Paradox Independent and mutually exclusive events Birthday paradox	Slides: Discrete Probability Readings: Chapter 3 of the textbook by Sheldon Ross
7/8	Independent and mutually exclusive events Birthday paradox MATLAB Tutorial Code vectorization: vectors and matrix operations Plotting graphs, scatterplots, images in MATLAB Some functions for computing statistical quantities	MATLAB Demo Examples Slides: Discrete Probability Readings: Chapter 3 of the textbook by Sheldon Ross