Introduction to Probability

Fall 2012
2:10 - 4:00 PM, Tuesdays
9:10 - 10:00 PM, Fridays
Instructor:
Dr. Berlin Chen (陳柏琳)

Tentative Topic List:

 09/11 (Tue) Course Overview & Introduction 09/14 (Fri) Chapter 1: Sets and Probabilistic Models 09/18 (Tue) Chapter 1: Sets and Probabilistic Models 09/21 (Fri) Recitation 09/25 (Tue) Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule 09/28 (Fri) Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule 10/02 (Tue) Chapter 1: Independence & Counting 10/05 (Fri) Quiz 1 10/09 (Tue) Chapter 2: Discrete Random Variables: Basics Scope: Chapter 1 10/12 (Fri) Chapter 2: Discrete Random Variables: Expectation, Mean, Variance 10/16 (Tue) Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence 10/19 (Fri) Quiz 2 10/23 (Tue) Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence HW-1: Supplementary problems (Due 11/2) Problems: (Chapter 1) 7, 18, 24                 (Chapter 2) 7, 18 10/26 (Fri) Discussion on Quiz 2 10/30 (Tue) Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence 11/02 (Fri) Chapter 3: Continuous Random Variables: Basics 11/06 (Tue) Quiz 3 Scope: Chapter 2 11/09 (Fri) Discussion on Quiz 2 11/13 (Tue) Midterm Scope: Chapters 1-2 11/16 (Fri) Chapter 3: Continuous Random Variables: Basics 11/20 (Tue) Chapter 3: Continuous Random Variables: Basics HW-2: Supplementary problems (Due 11/30) Problems: (Chapter 3) 2, 4, 5, 7, 8 11/23 (Fri) Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence 11/27 (Tue) Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence 11/30 (Fri) Discussion on Midterm 12/04 (Tue) Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence 12/07 (Fri) Chapter 4: Further Topics on Random Variables: Derived Functions 12/11 (Tue) Quiz 4 Scope: Chapter 3 12/14 (Fri) Chapter 4: Further Topics on Random Variables: Derived Functions 12/18 (Tue) Chapter 4: Further Topics on Random Variables: Conditional Expectation and Variance Revisited 12/21 (Fri) Chapter 4: Further Topics on Random Variables: Conditional Expectation and Variance Revisited 12/25 (Tue) Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables 12/28 (Fri) Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables 1/01 (Tue) New Year's Holidays 1/04 (Fri) Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) & Sum of a Random Number of Random Variables 1/08 (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.