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

Archived Versions

Readings

Readings are assigned from the required text.

Amazon logo 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.)