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

Archived Versions

Syllabus

Course Meeting Times

Lectures: 3 sessions / week, 1 hour / session

Prerequisite

Multivariable Calculus (18.02)

Textbook

Amazon logo Ross, Sheldon. A First Course in Probability. 8th ed. Upper Saddle River, NJ: Prentice Hall, 2009. ISBN: 9780136033134.

We will cover most of Chapters 1-8. Some supplements on Stirling's formula for factorials and gamma-beta distributions are provided in the readings section.

Note: The preceding 7th edition of the book can also be used. Whenever reference is made to the book, page numbers in both editions will be given. Or references may be made to sections of the book, which seem to be the same in both editions (except for sections 4.9-4.10).

Assignments

There will be 10 problem sets. None will be due in weeks when there are exams.

Exams

There will not be a final exam. During the term there will be three exams, equally spaced during the course.

Grading

ACTIVITIES PERCENTAGES
Three exams (25% each) 75%
Problem sets 25%