Introduction to Probability
Fall 2009
Tuesdays, 2:10 - 4:00 PM
Fridays, 9:10 - 10:00 PM
Instructor: Dr. Berlin Chen (陳柏琳)
Tentative Topic List:
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09/15 (Tue) |
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| 09/18 (Fri) | Chapter 1: Sets and Probabilistic Models | ||
| 09/22 (Tue) | Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule | ||
| 09/25 (Fri) | Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule | Supplementary problems | |
| 09/29 (Tue) | Chapter 1: Independence & Counting | HW-1 (Due 10/09) Chapter 1: 2, 8, 13, 18, 24 | |
| 10/02 (Fri) | Chapter 2: Discrete Random Variables: Basics | ||
| 10/06 (Tue) | Chapter 2: Discrete Random Variables: Basics | ||
| 10/09 (Fri) | Quiz 1 (9:00~9:50 a.m.) | Scope: Sections 1.1-1.5 | |
| 10/13 (Tue) | Chapter 2: Discrete Random Variables: Expectation, Mean, Variance | ||
| 10/16 (Fri) | Chapter 2: Discrete Random Variables: Expectation, Mean, Variance | ||
| 10/20 (Tue) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence & Quiz 2 (open-book, 14:10~14:45 p.m.) | Scope: Sections 2.1-2.5 | |
| 10/23 (Fri) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | HW-2 (Due 11/03) Chapter 2: 7, 14, 21 | |
| 10/27 (Tue) | Chapter 3: Continuous Random Variables: Basics | ||
| 10/30 (Fri) | Chapter 3: Continuous Random Variables: Basics | ||
| 11/03 (Tue) | Chapter 3: Continuous Random Variables: Basics | ||
| 11/06 (Fri) | Discussion on homework and Quizzes | ||
| 11/10 (Tue) | Quiz 3 (2:00~4:00 p.m.) | Scope: Chapters 1 and 2 | |
| 11/13 (Fri) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 11/17 (Tue) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 1/20 (Fri) | Break (School Sports Day) | ||
| 11/24 (Tue) | Midterm (2:00~4:00 p.m.) | Scope: Chapters 1 and 2 | |
| 11/27 (Fri) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | HW-3 (Due 12/08) Chapter 3: 4, 7, 11, 16 | |
| 12/01 (Tue) | Chapter 4: Further Topics on Random Variables: Derived Functions | Notice of Possible Failure to Pass | |
| 12/04 (Fri) | Chapter 4: Further Topics on Random Variables: Derived Functions | ||
| 12/08 (Tue) | Chapter 4: Further Topics on Random Variables: Covariance and Correlation | ||
| 12/11 (Fri) | Chapter 4: Further Topics on Random Variables: Conditional Expectation and Variance Revisited | ||
| 12/15 (Tue) | Quiz 3 (2:00~4:00 p.m.) | Scope: Chapter 3 | |
| 12/18 (Fri) | Recitation & TA Time | ||
| 12/22 (Tue) | Chapter 4: Further Topics on Random Variables: Conditional Expectation and Variance Revisited | ||
| 12/25 (Fri) | Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables | ||
| 12/29 (Tue) | Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables | ||
| 12/18 (Fri) | Break (New-Year Holidays) | ||
| 01/05 (Tue) | Review of Chapters 2 & 3 | ||
| 01/08 (Fri) | Review of Chapters 2 & 3; Discussion on homework and Quizzes | ||
| 01/12 (Tue) | Final (2:00~4:00 p.m.) | Scope: Chapters 3 and 4 |
Textbook:
1. D. P. Bertsekas, J. N. Tsitsiklis, “Introduction to Probability,” Athena Scientific, 2008.References:
1. William C. Navidi, “Statistics for Engineers and Scientists,” McGraw-Hill, 2007.
2. Prem S. Mann, “Introductory Statistics,” Wiley, 2006.