This is an archived course. A more recent version may be available at ocw.mit.edu.

Archived Versions

Calendar

SES # TOPICS KEY DATES
1-3 Combinatorial analysis  
4-7 Axioms of probability, conditional probability and independence Problem set 1 due in Ses #5
8-10 Conditional probability and independence (cont.), random variables Problem set 2 due in Ses #8
11, 12 Random variables (cont.) Problem set 3 due in Ses #11
13 Review for exam 1  
14 Exam 1  
15-18 Random variables (cont.) Problem set 4 due in Ses #17
19-22 Continuous random variables Problem set 5 due in Ses #20
23, 24 Jointly distributed random variables Problem set 6 due in Ses #24
25 Review for exam 2  
26 Exam 2  
27 Jointly distributed random variables (cont.)  
28-30 Properties of expectation Problem set 7 due in Ses #28
31-33 Limit theorems Problem set 8 due in Ses #31
34, 35 Additional topics in probability, simulation Problem set 9 due in Ses #34
36 Review for exam 3  
37 Exam 3  
38 Simulation (cont.) Problem set 10 due two days after Ses #38