Schedule for classes and class notes
(pdf files):
Current version of notes (updated Mar 28, 2008)
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Week |
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1 |
Intro, Sample Space, Events, Venn Diagram, Kolmogorov axioms, Probability Laws Conditional Probability, |
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2 |
Tree diagrams, Total Probability Bayes Rule Counting Methods |
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3 |
Bernoulli expt, Random variables, probability mass function, cumulative distribution functions, Expectation, Variance, |
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4 |
Binomial distribution, (+ table) Geometric & Poisson distribution (+table) |
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5 |
2 random variable:Compound pmfs, covariance conditional distributions, Intro to continuous random variables, review for midterm 1 |
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6 |
exam Continuous Random Variables, probability distribution functions, uniform distribution |
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7 |
Exponential distribution & properties, Erlang distribution Normal distribution and properties + Table |
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8 |
Normal distribution – probability calculations Central Limit Theorem (CLT), Multiple random variables, |
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9 |
Correlation, Covariance, Bivariate Intro to stochastic processes, Bernoulli Process |
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10 |
Break |
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11 |
bernoulli Process Poisson Process |
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12 |
exam Poisson Process, Birth & Death Process |
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13 |
Birth & Death Process, Brownian Motion, Markov Chains -intro |
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14 |
Markov Chains –introduction –transition probabilities |
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15 |
Markov Chains- probability calculations Steady State Behavior, Absorptions |
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16 |
Repetition |