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:

 09/15 (Tue) Course Overview & Introduction 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.