Introduction to Probability
Fall 2010
2:10 - 4:00 PM, Tuesdays
9:10 - 10:00 PM, Fridays
Instructor: Dr. Berlin Chen (陳柏琳)
Tentative Topic List:
|
09/14 (Tue) |
|||
| 09/17 (Fri) | Chapter 1: Sets and Probabilistic Models | ||
| 09/21 (Tue) | Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule | ||
| 09/24 (Fri) | Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule | ||
| 09/28 (Tue) | Quiz 1 | Scope: Sections 1.1-1.4 | |
| 10/01 (Fri) | Chapter 1: Independence & Counting | ||
| 10/05 (Tue) | Chapter 1: Independence & Counting | ||
| 10/08 (Fri) | Chapter 2: Discrete Random Variables: Basics |
Supplementary problems HW-1 (Due 10/17) Chapter 1: 3, 9, 14, 28 |
|
| 10/12 (Tue) | Chapter 2: Discrete Random Variables: Expectation, Mean, Variance | ||
| 10/15 (Fri) | Chapter 2: Discrete Random Variables: Expectation, Mean, Variance | ||
| 10/19 (Tue) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | ||
| 10/22 (Fri) | Quiz 2 | Scope: Sections 1.5-2.4 | |
| 10/26 (Tue) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | ||
| 10/29 (Fri) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | ||
| 11/02 (Tue) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | ||
| 11/05 (Fri) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | ||
| 11/09 (Tue) | Chapter 3: Continuous Random Variables: Basics | HW-2 (Due 11/16) Chapter 2: 3, 9, 13, 20 | |
| 11/12 (Fri) | Quiz 3 | Scope: Sections 2.5-2.7 | |
| 11/16 (Tue) | Midterm | Scope: Chapters 1 & 2 | |
| 11/19 (Fri) | Discussions on Homework, Quizzes and Midterm | ||
| 11/23 (Tue) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 11/26 (Fri) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 11/30 (Tue) | Quiz 4 | Scope: Sections 3.1-3.3 | |
| 12/03 (Fri) | Break (School Sports Day) | ||
| 12/07 (Tue) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 12/10 (Fir) | Chapter 4: Further Topics on Random Variables: Derived Functions | ||
| 12/14 (Tue) | Chapter 4: Further Topics on Random Variables: Derived Functions | ||
| 12/17 (Fir) | Quiz 5 | Scope: Chapter 3 | |
| 12/21 (Tue) | Chapter 4: Further Topics on Random Variables: Derived Functions | ||
| 12/24 (Fir) | Chapter 4: Further Topics on Random Variables: Covariance and Correlation | ||
| 12/28 (Tue) | Chapter 4: Further Topics on Random Variables: Covariance and Correlation | ||
| 12/31 (Fir) | Chapter 4: Further Topics on Random Variables: Conditional Expectation and Variance Revisited | ||
| 01/04 (Tue) | Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables | ||
| 01/07 (Fir) | Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables | ||
| 01/11 (Tue) | Final |
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.