SDS321: Introduction to Probability and Statistics
The course syllabus can be found here.
The office hours are Monday 11-12 and Friday 5-6pm at WEL 5.228 B. If you are outside and the door is locked, please email me. I will be on the lookout.
The course textbook is by Dimitri Bertsekas and John Tsitsiklis. Introduction to Probability. 2nd ed. Athena Scientific, 2008. ISBN: 978188652923. The first chapter is available online here. We will also follow Sheldon Ross's A First Course in Probability (edition 8th) for some worked out problems.
Lecture notes
01/12 : Overview, logistics, and axioms of probability. [Slides] . Quiz can be found [Here]
01/12,14,16 : Axioms of probability and Conditional probability. [Slides] . Readings 1.1-1.3 of B/T.
01/21,23 : Conditional probability. [Slides]
01/23 : Total probability and Bayes rule. [Slides]
01/28 : Statistical independence. [Slides]
01/30, 02/04 : Intro to counting. [Slides]
02/6 : Counting 2. [Slides]
02/9 : More practice and solutions for midterm. [questions]
02/11 : Review slides. [Slides]
2/16,18 : Discrete random variables- Binomial+Geometric. [Slides]
2/18,20 : Discrete random variables- Poisson+functions of RVs [Slides]
2/25,27 : Expectation and variance [Slides]
3/2 : Joint and conditional PMF [Slides]
3/2,4 : Joint PMF and independence [Slides]
: Practice [Problems] and [Solutions]
3/11 : Review [slides] . Read chapter 2.
3/22,25 : Continuous RVs - Uniform, normal [Slides]
3/27 : Continuous RVs - Functions of random variables [Slides]
4/3,6 : Continuous RVs - Exponential, joint distributions [Slides]
4/8,10 : Continuous RVs - Conditional PDF [Slides]
4/13,16 : Continuous RVs - Independence+Covariance [Slides]
4/20 : Statistics - Markov/WLLN/CLT [Slides]
4/20 : Practice problems [Slides]
4/22 : OPTIONAL: Frequentist Statistics [Slides]
4/24 : Reading/cheat sheet [Slides]
4/24 : Discrete RVs/counting/practice [Here] and solutions [Here]
4/24 : Continuous RVs/inference practice [Here] and solutions [Here]