Introduction to Experimental Design and Bayesian Models

• A Bayesian experimental autonomous researcher for mechanical design,” A. Gongora et al.

Probability Distributions

Reading

• [GELMAN] Chapters 1 and 2 (for introductory Bayesian topics)

Review of random variables and distributions

• Random variables vs deterministic values
• Probability distributions: CDF, PDF, PMF
• Joint distributions
• Marginal and conditional distributions
• Bayes's Law

Summary statistics and Central Limit Theorem

• Expected Value
• Variance and standard deviation
• Covariance
• Central Limit Theorem and the ubiquity of the Normal distribution

Multivariate normal distribution

• Parameters: mean vector and covariance matrix