Introduction to Probability

Fall 2007
Tuesdays, 2:10 ~4:00 PM
Fridays, 1:10 ~3:00 PM
Instructor:
Dr. Berlin Chen (陳柏琳)

Tentative Topic List:

 09/21 Course Overview & Introduction 09/28 Chapter 1: Sets and Probabilistic Models 10/02 Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule 10/05 Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule 10/09 Chapter 1: Independence & Counting HW-1 (Due 10/16) 10/12 Chapter 1: Independence & Counting 10/16 Chapter 2: Discrete Random Variables: Basics 10/19 Quiz 1 (1:10~2:10 p.m.) Scope: Sections 1.1 to 1.5 10/23 Chapter 2: Discrete Random Variables: Expectation, Mean, Variance HW-2 (Due 11/2) Problem (chapter 1) 28, 36 Problems (chapter 2) 3, 4, 11 10/26 Discussions on  HW-1 & Quiz 1 10/30 Chapter 2: Discrete Random Variables: Basics 11/02 Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence 11/05 Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence 11/09 Quiz 2 (1:10~2:10 p.m.) Scope: Sections 2.1 to 2.6 11/12 Chapter 3: Continuous Random Variables: Basics 11/16 Midterm (12:30~2:30 p.m.) 11/20 Chapter 3: Continuous Random Variables: Basics 11/23 Chapter 3: Continuous Random Variables: Basics 11/27 Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence 11/30 School Sports Day 12/4 Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence Notice of Possible Failure to Pass HW-3 (Due 12/11) Problem (chapter 3) 2, 4, 7, 10 12/7 Chapter 3: Continuous Random Variables: Derived Functions 12/11 Quiz 3 (2:10~4:00 p.m.) Scope: Sections 3.1 to 3.5 12/14 Chapter 3: Continuous Random Variables: Derived Functions 12/18 Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) 12/21 Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) HW-4 (Due 12/28) Variants of the Problems in pp. 14, 15, 16 of Lecture 10 12/24 Chapter 4: Further Topics on Random Variables: Convolutions, Conditional Expectation and Variance 12/28 Quiz 4 (1:10~3:10 p.m.) Scope: Sections 3.6 to 4.1 1/1 Holiday 1/4 Discussion of Quizzes 3 & 4, HW 3 & 4 1/8 Chapter 4: Further Topics on Random Variables: Convolutions, Conditional Expectation and Variance 1/11 Chapter 4: Further Topics on Random Variables: Sum of a Random Number of Random Variables, etc. Quiz 5 (Take-Home Exercise) 1/15 Final ( Good Luck ! ) Scope: Sections 3.1 to 4.4

Textbook:
1.   D. P. Bertsekas, J. N. Tsitsiklis, “Introduction to Probability,” Athena Scientific, 2002.

References:

1.   William C. Navidi, “Statistics for Engineers and Scientists,” McGraw-Hill, 2007.
2.   Prem S. Mann, “Introductory Statistics,” Wiley, 2006.