Introduction to Probability

Fall 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) Course Overview & Introduction 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 & Counting 09/30 (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 1 Scope: Chapter 1 10/21 (Fri) Discussion on Homework 1 and Quiz 1 10/25 (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 2 Scope: Chapter 2 11/11 (Fri) Discussion on Homework 2 and Quiz 2 11/15 (Tue) Chapter 3: Continuous Random Variables: Basics 11/18 (Fri) Chapter 3: Continuous Random Variables: Basics 11/22 (Tue) Midterm Scope: Chapters 1 - 2 11/25 (Fri) Break (School Sports Day) 11/29 (Tue) Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence 12/01 (Fri) Discussion on Midterm 120/6 (Tue) Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence HW-3: Supplementary problems (Due 12/13) Problems (Chapter 3) 2, 4, 5, 7, 11 12/09 (Fri) Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence 12/13 (Tue) Quiz 3 Scope: Chapter 3 12/16 (Fri) Discussion on Homework 3 and Quiz 3 12/20 (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) Final Scope: 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.