Course Information

• Instructors: Shao-Qun Zhang (张绍群) and Ke Xu (徐科)

• Time: 周二 3-4 节、周四 5-6 节, 1-17 周（08.25 –12.28）

• Location: 苏州校区, 苏教, A-207

• Teaching Assistants:

  • 梁爽 with Email liangs@lamda.nju.edu.cn

  • 张书豪、李茂华、牛佳磊、田永铭

Lecture Notes

• Preface (updated on Nov.12)

  • [Slides] [Refs_readings]

• Lecture 1: Introduction

  • [Slides]

• Lecture 2: Random Event & Inclusion-Exclusion Principle

  • [Slides] [Homework] [Refs_book]

• Lecture 3: Probability and Calculation

  • [Slides] [Homework]

• Lecture 4: Conditional Probability and Independence

  • [Slides] [Homework] [Refs_book]

• Lecture 5: Law of Total Probability and Bayesian Formula

  • [Slides] [Slides] [Homework]

• Lecture 6: Discrete Random Variables

  • [Slides] [Refs_book]

• Lecture 7: Continous Random Variables-1

  • [Slides] [Refs_book] [Homework]

• Lecture 8: Continous Random Variables-2

  • [Homework]

• Lecture 9: Multi-dimensional Random Vector & Distribution Function

  • [Slides] [Refs_book]

• Interactive Exercise w.r.t. Discrete Variables —- Gambling Dices

  • [Introduction]

• Lecture 10: Independence of Random Variables & Conditional Distribution

  • [Slides 01] [Slides 02] [Homework] [Homework]

• Lecture 11: Operations on Multi-dimensional Random Variables – 1

  • [Slides] [Refs_book]

• Lecture 12: Operations on Multi-dimensional Random Variables – 2

  • [Slides] [Homework]

• Lecture 13: Numerical Characteristics of Multi-dimensional Random Vectors

  • [Slides]

• Lecture 14: Concentration Inequality

  • [Slides] [Slides] [Refs_book]

• Lecture 15: Law of Large Numbers & Central Limit Theorem

  • [Slides] [Homework] [Refs_book]

• Lecture 16: Basic Concepts of Statistics & Sampling Distribution of Gaussian（updated on Nov.27）

  • [Slides][Homework][Refs_book]

• Lecture 17: Parameter Estimation（updated on Dec.3）

  • [Slides 01][Slides 02][Homework 01] [Homework 02]][Refs_book]

Readings

The following resources may be used as references.

• Probability and Statistics, by Morris H. DeGroot and Mark J. Schervish (available online for free).

• Introduction to Probability, Statistics and Random Processes, by H. Pishro-Nik (available online for free).

Last modified: 2025-08-25