Schedule for classes and class notes (pdf files): 

 

Current version of notes (updated Mar 28, 2008)

 

Week

 

1

Intro, Sample Space,  Events, Venn Diagram, Kolmogorov axioms, Probability Laws

Conditional Probability, Independence

2

Tree diagrams, Total Probability Bayes Rule

Counting Methods

3

Bernoulli expt, Random variables, probability mass function,

cumulative distribution functions, Expectation, Variance,

4

Binomial distribution, (+ table)

Geometric & Poisson distribution (+table)

5

2 random variable:Compound pmfs, covariance

conditional distributions, Intro to continuous random variables, review for midterm 1

6

exam

Continuous Random Variables, probability distribution functions, uniform distribution

7

Exponential distribution & properties, Erlang distribution

Normal distribution and  properties + Table

8

Normal distribution – probability calculations

Central Limit Theorem (CLT),  Multiple random variables,

9

Correlation, Covariance, Bivariate Normal

Intro to stochastic processes, Bernoulli Process

10

Break

11

bernoulli Process

Poisson Process 

12

exam

Poisson Process, Birth & Death Process

13

  Birth & Death Process,

Brownian Motion, Markov Chains -intro

14

Markov Chains –introduction –transition probabilities

15

Markov Chains-  probability calculations

Steady State Behavior, Absorptions

16

Repetition

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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