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) Course Overview & Introduction 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.