Lectures

Lecture Slides

Click on the list of lecture topics to download lecture slides (pdf format).

Readings

Numbers below refer to sections in the primary course textbook, Introduction to Probability (second edition) by Bertsekas and Tsitsiklis. For material in the first 12 lectures, Pitman's Probability is recommended as a secondary reference.

Midterm and Final Exams

The midterm will be on Thursday, March 12 from 2:30-3:50pm in Metcalf Auditorium (room 101).
The final exam will be on Wednesday, May 6 from 9:00am-12:00pm in Barus & Holley (room 166).
# Date Topic Readings
1 1/22/15 Introduction, Axioms of Probability 1.1-1.2
- 1/27/15 CANCELLED (blizzard)
2 1/29/15 Conditioning, Bayes' rule 1.3-1.4
3 2/3/15 Independence, Counting 1.5-1.6
4 2/5/15 Discrete random variables 2.1
5 2/10/15 Expectations of discrete variables 2.2-2.4
6 2/12/15 Multiple discrete variables, Conditioning 2.5-2.6
- 2/17/15 HOLIDAY
7 2/19/15 Independence, Continuous random variables 2.7, 3.1
8 2/24/15 Multiple continuous random variables 3.2, 3.4
9 2/26/15 Bayes' rule, Gaussian distributions 3.3, 3.5
10 3/3/15 Bayes' rule, Conditional expectation 3.6, 4.3, 4.5
11 3/5/15 Derived distributions 4.1
12 3/10/15 Sums and random variables, Covariance and correlation 4.1, 4.2
- 3/12/15 MIDTERM (Metcalf Auditorium, room 101)
13 3/17/15 Bivariate Gaussian distributions Supplement
14 3/19/15 Linear Regression, Markov and Chebyshev inequalities 5.1
- 3/24/15 SPRING BREAK
- 3/26/15 SPRING BREAK
- 3/31/15 CANCELLED
15 4/2/15 Law of large numbers, Central limit theorem 5.2-5.4
16 4/7/15 Monte Carlo Methods
17 4/9/15 Markov Chains 7.1
18 4/14/15 Markov Chains, Stationary Distributions 7.2-7.3
19 4/16/15 Markov Chains, Absorption Probabilities 7.3-7.4
20 4/21/15 Bayesian Hypothesis Tests 8.2
21 4/23/15 Frequentist Hypothesis Tests 9.3
22 4/28/15 Parameter Estimation 9.1, 8.1, 8.3
23 4/30/15 Significance Tests, Course Review 9.4
- 5/6/15 FINAL EXAM (Barus & Holley, room 166)

Recitations

# Date Topic Materials
1 2/4/15 Matlab Tutorial Matlab scripts, YAGTOM guide
2 2/11/15 Discrete Probability Examples
- 2/18/15 HOLIDAY
3 2/25/15 Calculus Review Slides
4 3/4/15 Continuous Probability Examples
5 3/11/15 Midterm Exam Review Slides
6 3/18/15 Monte Carlo Simulation Examples
- 3/25/15 SPRING BREAK
7 4/1/15 Linear Algebra Tutorial Linear Algebra Review
8 4/8/15 Markov Chains
- 4/15/15 NO RECITATION
9 4/22/15 Hypothesis Tests Examples
10 4/29/15 Final Exam Review Slides