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

Archived Versions

Calendar

The calendar below provides information on the course's lecture (L), recitation (R), tutorial (T), and quiz (Q) sessions.

Ses # Topics Key dates
L1 Probability Models and Axioms Problem set 1 out
T1 Tutorial 1  
L2 Conditioning and Bayes' Rule  
R1 Recitation 1  
L3 Independence

Problem set 2 out

Problem set 1 due

R2 Recitation 2  
T2 Tutorial 2  
L4 Counting  
R3 Recitation 3  
L5 Discrete Random Variables; Probability Mass Functions; Expectations

Problem set 3 out

Problem set 2 due

R4 Recitation 4  
T3 Tutorial 3  
L6 Conditional Expectation; Examples  
L7 Multiple Discrete Random Variables

Problem set 4 out

Problem set 3 due

R5 Recitation 5  
T4 Tutorial 4  
L8 Continuous Random Variables - I  
R6 Recitation 6  
L9 Continuous Random Variables - II

Problem set 5 out

Problem set 4 due

R7 Recitation 7  
T5 Tutorial 5  
Q1 Quiz 1 (Covers up to L7)  
R8 Recitation 8  
L10 Continuous Random Variables and Derived Distributions  
R9 Recitation 9  
T6 Tutorial 6  
L11 More on Continuous Random Variables, Derived Distributions, Convolution  
R10 Recitation 10  
L12 Transforms

Problem set 6 out

Problem set 5 due

R11 Recitation 11  
T7 Tutorial 7  
L13 Iterated Expectations, Sum of a Random Number of Random Variables

Problem set 7 out

Problem set 6 due

R12 Recitation 12  
L14 Prediction; Covariance and Correlation  
R13 Recitation 13  
T8 Tutorial 8  
L15 Bernoulli Process  
R14 Recitation 14  
L16 Poisson Process Problem set 8 out

Problem set 7 due
R15 Recitation 15  
T9 Tutorial 9  
Q2 Quiz 2 (Covers up to L14)  
R16 Recitation 16  
L17 Poisson Process Examples  
R17 Recitation 17  
T10 Tutorial 10  
L18 Markov Chains - I

Problem set 9 out

Problem set 8 due

R18 Recitation 18  
T11 Tutorial 11  
L19 Markov Chains - II  
R19 Recitation 19  
L20 Markov Chains - III

Problem set 10 out

Problem set 9 due

R20 Recitation 20  
T12 Tutorial 12  
L21 Weak Law of Large Numbers  
R21 Recitation 21  
L22 Central Limit Theorem Problem set 10 due
R22 Recitation 22  
L23 Strong Law of Large Numbers  
R23 Recitation 23  
L24 Interactive Exploration  
R24 Recitation 24  
  Final Exam (During Finals Week)