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

Syllabus

Course Meeting Times

Lectures: 3 sessions / week, 1 hour / session

Prerequisite

Calculus (18.01)

Textbooks

Required

Buy at Amazon DeGroot, Morris H., and Mark J. Schervish. Probability and Statistics. 3rd ed. Boston, MA: Addison-Wesley, 2002. ISBN: 0201524880.

We will cover parts of Chapters 1-10. Some lectures will not be limited to the textbook, so attendance is important. Sections covered: 1.2-1.10, 2.1-2.3, 3.1-3.10, 4.1-4.8, 5.2, 5.4, 5.6, 5.7, 5.9, 5.10, 6.2-6.5, 7.2-7.5, 8.2, 8.5, 8.6, 9.1-9.4, 9.6.

Recommended

Buy at Amazon Feller, William. An Introduction to Probability Theory and Its Applications. 3rd ed., rev. printing. New York, NY: Wiley, 1968. ISBN: 0471257087.

This is a classic book on introduction to probability, more advanced than the required text.

Grading

ACTIVITIES POINTS
Problem Sets 100 points total
Two Midterm Tests (100 points each) 200 points
Final Exam 100 points

Problem Sets

The problem sets will be posted at the end of each week and will be due in class the following Friday. Late homework will be accepted only in exceptional cases and you have to talk to me about it in advance. There will be no problem sets on the weeks following the tests.