Readings
Readings are assigned from the required text.
Ross, Sheldon. A First Course in Probability. 8th ed. Upper Saddle River, NJ: Prentice Hall, 2009. ISBN: 9780136033134.
SES # | TOPICS | READINGS |
---|---|---|
1-3 | Combinatorial analysis | Read chapter 1 |
4-7 | Axioms of probability, conditional probability and independence | Read chapter 2 and chapter 3, sections 3.1-3.2 |
8-10 | Conditional probability and independence (cont.), random variables | Read chapter 3, sections 3.3-3.5 and chapter 4, sections 4.1-4.3 |
11, 12 | Random variables (cont.) | Read chapter 4, sections 4.4-4.7, 4.8.1, 4.8.3 and Stirling's formula lecture notes (PDF) |
13 | Review for exam 1 | |
14 | Exam 1 | |
15-18 | Random variables (cont.) | Read chapter 4, section 4.10 (4.9 in 7th ed.) and chapter 5, sections 5.1-5.3 |
19-22 | Continuous random variables | Read chapter 5, sections 5.4-5.7 and Beta distribution lecture notes (PDF) (Courtesy of Robert J. Holt, Richard M. Dudley, David Yang Gao, and Lewis Pakula. Used with permission.) |
23, 24 | Jointly distributed random variables | Read chapter 6, sections 6.1-6.5, 6.7 |
25 | Review for exam 2 | |
26 | Exam 2 | |
27 | Jointly distributed random variables (cont.) | |
28-30 | Properties of expectation | Read chapter 7, sections 7.1-7.4 and chapter 4, section 4.9 (in 8th ed.) |
31-33 | Limit theorems | Read chapter 8, sections 8.1-8.5 |
34, 35 | Additional topics in probability, simulation | Read chapter 9, section 9.1 and chapter 10, sections 10.1-10.2 |
36 | Review for exam 3 | |
37 | Exam 3 | |
38 | Simulation (cont.) |