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OS7150 Probability and Statistics Last Revised: 2018-04-11
Course Objectives Introduce the basic concepts of probability and statistics, and their applications in optics.

Prerequisite

Textbook References:
(1) B. R. Frieden, Probability, Statistical Optics, and Data Testing: A Problem Solving Approach, 3rd edition, Springer-Verlag (2002).
(2) S. M. Ross, Introduction to Probability and Statistics for Engineers and Scientists, 3rd edition, Elsevier Academic Press (2004).

Topical Outline (1) Foundations of Probability Theory
(2) Random Variables and Probability Distributions
(3) Fourier Methods in Probability
(4) Transformation of Random Variables
(5) Bernoulli Trials and Monte-Carlo Calculations
(6) Stochastic Processes
(7) Statistical Estimation
(8) Hypothesis Testing and Regression Analysis
(9) Analysis of Variance, ANOVA




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