Week | Date | Topic | Practice Problems |
1 | Th 09/28 | Review of the course syllabus. Introduction and basic concepts. Sections 1.1-1.4. | |
2 | Tu 10/03 | Definition of probability and finite sample spaces. Sections 1.5-1.6. | Set Theory Solutions |
Th 10/05 | Counting methods. Combinatorial methods. Sections 1.7-1.8. | Counting Solutions |
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3 | Tu 10/10 | Union of events. Conditional probability and independent events. Sections 1.10 and 2.1-2.2. | Conditonal Probability Solutions |
Th 10/12 | Bayes' Theorem. Section 2.3. | ||
4 | Tu 10/17 | Discrete random variables. Examples of discrete random variables. Sections 3.1, 5.1-5.5. Quiz #1. |
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Th 10/19 | Examples of discrete random variables. Sections 5.1-5.5 | Dscrt RV Solutions |
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5 | Tu 10/24 | Continuous random variables. The CDF. Sections 3.2-3.3. | Cnt RV Solutions |
Th 10/26 | Bivariate distributions and marginal distributions. Sections 3.4 and 3.5. | Bivariate RVs Solutions |
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6 | Tu 10/31 | Review | |
Th 11/02 | Midterm | ||
7 | Tu 11/07 | Conditional distributions. Section 3.6 | Conditional Solutions |
Th 11/09 | Functions of random variables. Sections 3.8-3.9. | Functions Solutions |
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8 | Tu 11/14 | Markov chains. Section 3.10 | |
Th 11/16 | Expectation and variances. Section 4.1-4.3 and 5.1-5.5. | Expectation Solutions |
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9 | Tu 11/21 | Covariance and conditional expectation. Sections 4.6-4.7. | |
Th 11/23 | THANKSGIVING | ||
10 | Tu 11/28 | The normal distribution. Markov and Chebyshev's inequalities. The law of large numbers. Sections 5.6, 6.1-6.2. Quiz #2. |
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Th 11/30 | The law of large numbers and the central limit theorem. Sections 6.2-6.3 | Normal Solutions |
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11 | Tu 12/05 | More CLT examples. Other distributions: the gamma and beta distributions. The Poisson process. | |
Th 12/07 | Review. Quiz #3 (optional). |
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Tu 12/12 | Final (two hours: 1:00 to 3:00) |