SDS321: Introduction to Probability and Statistics
The course syllabus can be found here.
The office hours are Tuesdays 6-7pm on Zoom.
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
08/19 : Overview, logistics, and axioms of probability. [Slides] . Quiz can be found [Here]
08/21 : Axioms of probability and Conditional probability. [Slides] . Readings 1.1-1.3 of B/T.
09/03,05 : Conditional probability. [Slides]
09/05,10 : Bayes rule. [Slides]
09/10,12 : Statistical independence. [Slides]
09/17 : Intro to counting. [Slides]
09/19 : Counting 2. [Slides]
09/24 : Counting cont. [Slides]
10/1 : Discrete random variables- Binomial+Geometric. [Slides: read upto-page 43]
10/8,10 : Discrete random variables- Geometric+Poisson, beginning of Expectation and Variance [Slides]
10/15 : Expectation and variance [Slides]
10/22 : Joint PMF [Slides]
10/22,27 : Independence and continuous RVs [Slides]
11/2,7 : Continuous RVs - Uniform, exponential, normal [Slides]
11/7,14,19 : Continuous random variables- Joint distribution, Conditional pdf [Slides]
11/19,21 : Continuous random variables- Conditional pdf [Slides]
11/19,21 : Independence and Covariance [Slides]
11/19,21 : Statistics [Slides]
Practice problems
Practice problems [problems] Solutions [problems] .
Leave out all problems with joint or conditional PDF.
Practice problems 2 [problems] Solutions [solutions] .
Practice problems 3 [problems] Solutions [solutions] .
Discrete and continuous practice problems [problems] [solutions] .
More practice problems [problems] [solutions] .
Covariance correlation and statistics [problems and sol] .
Homeworks
Homework 1 . Due on Friday, September 6th by 5pm via canvas. Solutions.
Homework 2 . Due on Friday Sept 13th by midnight by Canvas. Solutions.
Homework 3 . Due on Friday Sept 20th by midnight by Canvas. Solutions.
Homework 4 . Due on Friday, Sept 27th by midnight via Canvas. Solutions.
Homework 5 . Due on Friday, Oct 18th via Canvas. Solutions.
Homework 6 . Due on Sunday Oct 27th by 3pm via canvas. Solutions.
Homework 7. Due Sunday Nov 3rd by 3pm Solutions.
Homework 8 . Due Sunday Nov 10rd by 6pm Solutions.
Homework 9 . Due Sunday Nov 24th by midnight Solutions.
Extra credit Homework 10 . Due Monday Dec 9th by midnight Solutions.