Live lectures for Stats 325
Please send comments to Rachel Fewster.
Many thanks to Ramasastry Parupudi who kindly converted these recordings from their original SWF format.
L1: Introduction |
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See front page of coursebook
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Processes |
Ch 1, 4-15 |
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Conditional probability |
Ch 2, 16-22 |
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L2: Partition & Bayes Thms |
Ch 2, 23-27 |
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L3: First-step analysis |
Ch 2, 28-30 |
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Gambler's Ruin |
Ch 2, 30-34 |
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L4: Random variables, Expectation |
Ch 2 & 3, 34-47 |
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L5: Variance, covariance |
Ch 3, 47-51 |
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Conditional expectation |
Ch 3, 52-56 |
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L6: Total expectation & variance |
Ch 3, 55-59 |
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L7: Randomly stopped sum |
Ch 3, 59-62 |
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Expected reaching times (FSA) |
Ch 3, 63-66 |
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L8: E(P(A|Y)); Lottery example |
Ch 3, 67-70 |
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L9: Gene spread model |
Ch 3, 71-73 |
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Probability Generating Functions |
Ch 4, 74-77 |
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L10: PGF properties |
Ch 4, 77-81 |
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L11: Sums, Randomly stopped sum |
Ch 4, 81-84 |
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Heron problem |
Ch 4, 85-89 |
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L12: Assignment 2 Q3b and Q4 |
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PGF in Random Walk |
Ch 4, 95-100 |
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L13: Induction |
Ch 5, 108-115 |
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Recording failed: using 2013 L14
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Recording failed: using 2013 L15 part 1
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L14: Revision & Defective r.v.s |
Ch 4, 100-102 |
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L15: Probability we never get there |
Ch 4, 102-106 |
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Branching processes |
Ch 6, 116-120 |
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L16: Test |
L17: Test Feedback & Branching Proc |
Ch 6, 120-124 |
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Mean and variance of Zn |
Ch 6/7, 124-133 |
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L18: Extinction |
Ch 7, 133-138 |
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Diagram for Theorem 7.1: |
PDF |
L19: Conditions for extinction |
Ch 7, 139-142 |
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Time to extinction; Markov chains |
Ch 7/8, 143-149 |
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L20: Markov Chains |
Ch 8, 150-156 |
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L21: Trajectories, Classes |
Ch 8, 156-160 |
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Hitting probabilities |
Ch 8, 161-169 |
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L22: Equilibrium |
Ch 8/9, 170-175 |
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L23: Convergence |
Ch 9, 176-181 |
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Irreducible, Aperiodic |
Ch 9, 182-186 |
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PDF of Convergence Criteria |
L24: Equilibrium examples |
Ch 9, 187-194 |
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Annotated PDFs are available from the Notes page.
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