Introduction to probability

Lecture notes for a 4-week course in probability offered at IITH.

Lecture 1 (Properties of probability). Problem set 1 Solution

Lecture 2 (Baye's theorem). Problem set 2 Solution

Lecture 3 (Discrete random variables). Problem set 3 Solution

Lecture 4 (Expectation and variance). Problem set 4 Solution

Lecture 5 (Geometric random variable). Problem set 5 Solution

Lecture 6 (Poisson random variable). Problem set 6 Solution

Lecture 7 (Continuous random variables). Problem set 7 Solution

Lecture 8 (Exponential random variable). Problem set 8 Solution

Lecture 9 (Joint distribution). Problem set 9 Solution

Lecture 10 (Normal random variables). Problem set 10 Solution

Lecture 11 (Central limit theorem, Covariance). Problem set 11 Solution

Lecture 12 (Conditional expectation). Problem set 12 Solution

Lecture 13 (Two lectures combined in one - Law of large numbers and some revision problems from the entire syllabus).

Final exam Solution

Reference: A first course in probability by Sheldon Ross.