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for the Spring semester of 2019-2020. The Probability theory classes are based on the 9th edition of the book of Probability and Statistics for Engineers and Scientists. The Course Syllabus contains more detailed information. The most important part is as follows:

Grading

Lecture Notes

Professor Peter Tallos writes a lecture note for you. You can download his notes here: Lectures on Probability

Handouts about the Wednesday classes compiled by the instructor are available here, after each classes.


The week by week schedule is as follows.

  1. Probability Space
    • Sample space
    • Events
    • Probability of an event
    • Binomial theorem
  2. Getting started: Combinatorics
    • Counting
    • Permutations
    • Combinations
  3. Conditional probability and Bayes’ rule
    • Quiz 1
    • Conditional probability
    • Product rule
    • Independent events
    • Theorem of total probability
    • Bayes’ Rule
  4. Random variables and distributions
    • Bernoulli process
    • Discrete
    • Continuous
  5. Expected value, and standard deviation
    • Mean
    • Variance
    • Standard deviation
  6. Classical discrete distributions
    • Binomial
    • Hypergeometric
    • Geometric
    • Poisson
  7. Classical continuous distributions
  8. Joint probability distributions, marginal distributions
    • Marginal distributions
    • Independency
    • Conditional expected value
  9. Review