Introduction to Probability

Fall 2006
Tuesdays, 2:10 ~4:00 PM
Fridays, 1:10 ~3:00 PM
Instructor:
Dr. Berlin Chen (陳柏琳)

Topic List and Schedule:

09/26(Tue)   Course Overview & Introduction  
09/29(Fri) Chapter 1: Sets and Probabilistic Models
10/03(Tue)   Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule  
10/06(Fri)   Mid-Autumn Festival  
10/10(Tue)   The National Day  
10/13(Fri)   Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule HW-1: Problems (Chapter 1) 2, 8, 13, 16, 18
Due 10/20
10/17(Tue)   Chapter 1: Independence & Counting  
10/20(Fri)   Quiz 1
 
Scope: Sections 1.1 to 1.3
10/24(Tue)   Chapter 2: Discrete Random Variables: Basics   
10/27(Fri)   Chapter 2: Discrete Random Variables: Basics  
10/31(Tue)   Chapter 2: Discrete Random Variables: Expectation, Mean, Variance HW-2:
Problems (Chapter 1) 25, 35
Problems (Chapter 2) 4, 8, 9,11,13
Due 11/10
11/03(Fri)   Chapter 2: Discrete Random Variables: Expectation, Mean, Variance  
11/07(Tue)   Quiz 2 Scope: Sections 1.4 to 2.4
11/10(Fri)   Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence  
11/14(Tue)   Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence  
11/17(Fri)   Discussions on  HW-1 & 2
 
11/21(Tue)   Chapter 3: Continuous Random Variables: Basics HW-3:
Problems (Chapter 2) 15, 18, 21
Problems (Chapter 3) 2, 5
Due 12/01
11/24(Fri)   Chapter 3: Continuous Random Variables: Basics  
11/28(Tue)   Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence  
12/01(Fri)   Quiz 3 Scope: Sections 2.5 to 3.3
12/05(Tue)   Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence  
12/08(Fri)   Discussions on  HW-3 & Quizzes 2, 3  
12/12(Tue)   Midterm Scope: Chapters 1 & 2
12/15(Fri)   Break (ISCSLP2006)  
12/19(Tue)   Chapter 3: Continuous Random Variables: Derived Functions  
12/22(Fri)   Experiments, Outcomes, Events and Random Variables: A  Revisit  
12/26(Tue)   Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions)  
12/29(Fri)   Quiz 4 Scope: Sections 3.1 ~ 3.5
01/02(Tue)   Chapter 4: Further Topics on Random Variables: Convolutions, Conditional Expectation and Variance  
01/05(Fri)   Quiz 5 Scope: Sections 3.6 ~ 4.1
01/09(Tue)   Chapter 4: Further Topics on Random Variables: Convolutions, Conditional Expectation and Variance  
01/12(Fri)   Discussions on Quizzes 4, 5  
01/16(Tue)   Chapter 4: Further Topics on Random Variables: Sum of a Random Number of Random Variables  
01/19(Fri)   Quiz 6 (Take-Home Exercise)  
01/23(Tue)   Final ( Good Luck ! ) Scope: Chapters 3 & Sections 4.1~4.4

Textbook:
     1.   D. P. Bertsekas, J. N. Tsitsiklis, “Introduction to Probability,” Athena Scientific, 2002 (全華代理)

TA:
   
游斯涵同學 (碩一)
     – E-mail: [email protected]
     – Tel: 29322411ext 208 (資工系208室)