Introduction

Probabilistic tools are ubiquitous in modeling for engineering, biology and finance. This course proposes an in-depth introduction to the basic mechanisms in probability theory. We begin with a review of the basic uniform probability model on finite spaces and related counting techniques. Next we will introduce the fundamental axioms of probability and study conditional probabilities. Then we shall focus on different types of random variables: discrete, continuous and vector valued random variables.

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Bibliography

1. S. Ross: A first course in probability. Tenth edition. Pearson, 2018.

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Homework

The homework will be taken from Ross' book. Homeworks are usually due on tuesday after class.
The assignment is given in the attached calendar.

Rules for the homework:

1. Steps must be shown to explain your answers.
   No credit will be given for just writing down the answers, even if it is correct.
2. Please staple all loose sheets of your homework to prevent 5% penalty.
3. Please resolve any error in the grading (hws and tests) WINTHIN ONE WEEK after the return of each homework and exam.
4. No late homeworks are accepted (in principle).
5. You are encouraged to discuss the homework problems with your classmates but all your handed-in homeworks must be your own work.

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Midterm

Our midterm will be on Oct. 16, 8-10pm, in BNRG 2290.
Program: Chapter 1, Chapter 2, Chapter 3, Chapter 4 Sections 1-2-3-4-5-6-7-8.1-8.2.
This is a link to the Spring 18 Midterm
Here is the Fall 18 Midterm
This link sends you to our Fall 19 Midterm with solutions

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Final exam

Date: 12/9, 7-9pm. Program: Chapters 4-5-6. Room: ME 1130.
This is a link to the Spring 18 Final
Here is the Fall 18 Final

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Office hours

3:00-4:30 on Thursday, in Math 434.

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Slides (Feedback on typos appreciated)

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