Laboratories

  • This website contains more real analysis, general topology and measure theory than actual probability. It is more about the foundations of probability theory, than probability itself. In particular, it is a very suitable resource for anyone wishing to study the Lebesgue integral. These tutorials are designed as a set of simple exercises, leading gradually to the establishment of deeper results. Proved Theorems, as well as clear Definitions are spelt out for future reference. These tutorials do not contain any formal proof: instead, they will offer you the means of proving everything yourself. However, for those who need more help, Solutions to exercises are provided, and can be downloaded.
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  • This pdf file gives definitions for average, standard deviation, and relative standard deviation, and works through a short problem as an example.
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  • This online, interactive lesson on random samples provides examples, exercises, and applets concerning sample mean, law of large numbers, sample variance, partial sums, central limit theorem, special properties of normal samples, order statistics, and sample covariance and correlation.
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  • This online, interactive lesson on point estimation provides examples, exercises, and applets concerning estimators, method of moments, maximum likelihood, Bayes estimators, best unbiased estimators, and sufficient, complete and ancillary statistics.
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  • This online, interactive lesson on set estimation provides examples, exercises, and applets concerning estimation of the normal model, estimation in the Bernoulli Model, estimation in the two-sample normal model, and Bayesian set estimation.

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  • This online, interactive lesson on hypothesis testing provides examples, exercises, and applets which includes tests in the normal model, Bernoulli Model, and two-sample normal model as well as likelihood ratio and goodness of fit tests.

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  • This online, interactive lesson on geometric models provides examples, exercises, and applets which include Buffon's Problems, Bertrand's Paradox, and Random Triangles.

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  • This online, interactive lesson on finite sampling models provides examples, exercises, and applets that include hypergeometric distribution, multivariate hypergeometric distribution, order statistics, the matching problem, the birthday problem, and the coupon collector problem.

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  • This online, interactive lesson on the renewal processes provides examples, exercises, and applets which include renewal equations and renewal limit theorems.

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  • This online, interactive lesson on probability spaces provides examples, exercises, and applets that cover conditional probability, independence, and several modes of convergence that are appropriate for random variables. This section also covers probability space, the paradigm of a random experiment and its mathematical model as well as sample spaces, events, random variables, and probability measures.

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