Introduction to Probability
Fall 2012
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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09/11 (Tue) |
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| 09/14 (Fri) | Chapter 1: Sets and Probabilistic Models | ||
| 09/18 (Tue) | Chapter 1: Sets and Probabilistic Models | ||
| 09/21 (Fri) | Recitation | ||
| 09/25 (Tue) | Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule | ||
| 09/28 (Fri) | Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule | ||
| 10/02 (Tue) | Chapter 1: Independence & Counting | ||
| 10/05 (Fri) | Quiz 1 | ||
| 10/09 (Tue) | Chapter 2: Discrete Random Variables: Basics | Scope: Chapter 1 | |
| 10/12 (Fri) | Chapter 2: Discrete Random Variables: Expectation, Mean, Variance | ||
| 10/16 (Tue) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | ||
| 10/19 (Fri) | Quiz 2 | ||
| 10/23 (Tue) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence |
HW-1:
Supplementary problems
(Due 11/2) Problems: (Chapter 1) 7, 18, 24 (Chapter 2) 7, 18 |
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| 10/26 (Fri) | Discussion on Quiz 2 | ||
| 10/30 (Tue) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | ||
| 11/02 (Fri) | Chapter 3: Continuous Random Variables: Basics | ||
| 11/06 (Tue) | Quiz 3 | Scope: Chapter 2 | |
| 11/09 (Fri) | Discussion on Quiz 2 | ||
| 11/13 (Tue) | Midterm | Scope: Chapters 1-2 | |
| 11/16 (Fri) | Chapter 3: Continuous Random Variables: Basics | ||
| 11/20 (Tue) |
Chapter 3: Continuous Random Variables: Basics |
HW-2:
Supplementary problems
(Due 11/30) Problems: (Chapter 3) 2, 4, 5, 7, 8 |
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| 11/23 (Fri) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 11/27 (Tue) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 11/30 (Fri) | Discussion on Midterm | ||
| 12/04 (Tue) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 12/07 (Fri) | Chapter 4: Further Topics on Random Variables: Derived Functions | ||
| 12/11 (Tue) | Quiz 4 | Scope: Chapter 3 | |
| 12/14 (Fri) | Chapter 4: Further Topics on Random Variables: Derived Functions | ||
| 12/18 (Tue) | Chapter 4: Further Topics on Random Variables: Conditional Expectation and Variance Revisited | ||
| 12/21 (Fri) | Chapter 4: Further Topics on Random Variables: Conditional Expectation and Variance Revisited | ||
| 12/25 (Tue) | Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables | ||
| 12/28 (Fri) | Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables | ||
| 1/01 (Tue) | New Year's Holidays | ||
| 1/04 (Fri) | Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables | ||
| 1/08 (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.