Courses:

Probabilistic Systems Analysis and Applied Probability >> Content Detail



Study Materials



Readings

Amazon logo Help support MIT OpenCourseWare by shopping at Amazon.com! MIT OpenCourseWare offers direct links to Amazon.com to purchase the books cited in this course. Click on the book titles and purchase the book from Amazon.com, and MIT OpenCourseWare will receive up to 10% of all purchases you make. Your support will enable MIT to continue offering open access to MIT courses.


Text


This section contains the reading assignments from the course textbook: Bertsekas, Dimitri P., and John N. Tsitsiklis. Introduction to Probability. Belmont, MA: Athena Scientific Press , June 2002. ISBN: 188652940X.



Recommended Texts


Drake, A. Fundamentals of Applied Probability Theory. New York, NY: McGraw-Hill, 1988. ISBN: 0070178151.

Ross, S. A First Course in Probability. Upper Saddle River, NJ: Prentice Hall, 2005. ISBN: 0131856626.


Ses #Topicsreadings
L1Probability Models and AxiomsSections 1.1-1.2
L2Conditioning and Bayes' RuleSections 1.3-1.4
L3IndependenceSection 1.5
L4CountingSection 1.6
L5Discrete Random Variables; Probability Mass Functions; ExpectationsSections 2.1-2.4
L6Conditional Expectation; ExamplesSections 2.4-2.6
L7Multiple Discrete Random VariablesSection 2.7
L8Continuous Random Variables - ISections 3.1-3.3
L9Continuous Random Variables - IISections 3.4-3.5
Q1Quiz 1 (Covers up to L7)
L10Continuous Random Variables and Derived DistributionsSection 3.6
L11More on Continuous Random Variables, Derived Distributions, ConvolutionSection 4.2
L12TransformsSection 4.1
L13Iterated Expectations, Sum of a Random Number of Random VariablesSections 4.3-4.4
L14Prediction; Covariance and CorrelationSections 4.5-4.6
L15Bernoulli ProcessSection 5.1
L16Poisson ProcessSection 5.2
Q2Quiz 2 (Covers up to L14)
L17Poisson Process ExamplesSection 5.2
L18Markov Chains - ISections 6.1-6.2
L19Markov Chains - IISection 6.3
L20Markov Chains - IIISection 6.4
L21Weak Law of Large NumbersSections 7.1-7.3
L22Central Limit TheoremSection 7.4
L23Strong Law of Large NumbersSection 7.5
L24Interactive Exploration
Final Exam (During Finals Week)

 








© 2010-2021 OpenCollege.com, All Rights Reserved.
Open College is a service mark of AmeriCareers LLC.