Introduction to ProbabilityFall 2011

2:10 - 4:00 PM, Tuesdays

9:10 - 10:00 PM, Fridays

Instructor: Dr. Berlin Chen (陳柏琳)

Tentative Topic List:

09/13 (Tue)

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 & Counting09/30 (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 1Scope:Chapter 110/21 (Fri) Discussion on Homework 1 and Quiz 110/25 (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 2Scope:Chapter 211/11 (Fri) Discussion on Homework 2 and Quiz 211/15 (Tue) Chapter 3: Continuous Random Variables: Basics 11/18 (Fri) Chapter 3: Continuous Random Variables: Basics 11/22 (Tue) MidtermScope:Chapters 1 - 211/25 (Fri) (School Sports Day)Break11/29 (Tue) Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence 12/01 (Fri) Discussion on Midterm120/6 (Tue) Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence HW-3:Supplementary problems (Due 12/13)

Problems (Chapter 3) 2, 4, 5, 7, 1112/09 (Fri) Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence 12/13 (Tue) Quiz 3Scope:Chapter 312/16 (Fri) Discussion on Homework 3 and Quiz 312/20 (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) FinalScope: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.