Introduction to Probability
Fall 2011
2:10 - 4:00 PM, Tuesdays
9:10 - 10:00 PM, Fridays
Instructor: Dr. Berlin Chen (陳柏琳)
Tentative Topic List:
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09/13 (Tue) |
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| 09/16 (Fri) | Chapter 1: Sets and Probabilistic Models | ||
| 09/20 (Tue) | Chapter 1: Sets and Probabilistic Models | ||
| 09/23 (Fri) | Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule | ||
| 09/27 (Tue) |
Chapter 1: Conditional Probability, Total Probability Theorem and Bayes'
Rule Chapter 1: Independence & Counting |
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| 09/30 (Fri) | Chapter 1: Independence & Counting | ||
| 10/04 (Tue) | Chapter 2: Discrete Random Variables: Basics | ||
| 10/07 (Fri) | Chapter 2: Discrete Random Variables: Basics | ||
| 10/11 (Tue) | Chapter 2: Discrete Random Variables: Expectation, Mean, Variance | ||
| 10/14 (Fri) | Chapter 2: Discrete Random Variables: Expectation, Mean, Variance | ||
| 10/18 (Tue) | Quiz 1 | Scope: Chapter 1 | |
| 10/21 (Fri) | Discussion on Homework 1 and Quiz 1 | ||
| 10/25 (Tue) | Chapter 2: Discrete Random Variables: Expectation, Mean, Variance | ||
| 10/28 (Fri) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | ||
| 11/01 (Tue) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | ||
| 11/04 (Fri) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | ||
| 11/08 (Tue) | Quiz 2 | Scope: Chapter 2 | |
| 11/11 (Fri) | Discussion on Homework 2 and Quiz 2 | ||
| 11/15 (Tue) | Chapter 3: Continuous Random Variables: Basics | ||
| 11/18 (Fri) | Chapter 3: Continuous Random Variables: Basics | ||
| 11/22 (Tue) | Midterm | Scope: Chapters 1 - 2 | |
| 11/25 (Fri) | Break (School Sports Day) | ||
| 11/29 (Tue) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 12/01 (Fri) | Discussion on Midterm | ||
| 120/6 (Tue) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | HW-3:
Supplementary problems
(Due 12/13) Problems (Chapter 3) 2, 4, 5, 7, 11 |
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| 12/09 (Fri) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 12/13 (Tue) | Quiz 3 | Scope: Chapter 3 | |
| 12/16 (Fri) | Discussion on Homework 3 and Quiz 3 | ||
| 12/20 (Tue) | Chapter 4: Further Topics on Random Variables: Derived Functions | ||
| 12/23 (Fri) | Chapter 4: Further Topics on Random Variables: Covariance and Correlation | ||
| 12/27 (Tue) | Chapter 4: Further Topics on Random Variables: Conditional Expectation and Variance Revisited | ||
| 12/30 (Fri) | Chapter 4: Further Topics on Random Variables: Conditional Expectation and Variance Revisited | ||
| 01/03 (Tue) | Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables | ||
| 01/06 (Fri) | Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables | ||
| 01/10 (Tue) | Final | Scope: Chapters 3 - 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.