Introduction to Probability
Fall 2008
Tuesdays, 2:10 - 4:00 PM
Fridays, 9:10 - 10:00 PM
Instructor: Dr. Berlin Chen (陳柏琳)
Tentative Topic List:
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09/16 (Tue) |
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| 09/19 (Fri) | Chapter 1: Sets and Probabilistic Models | HW-1
(Due 9/30)
Supplementary problems Chapter 1: 1, 4, 5, 6, 11 |
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| 09/23
(Tue) 09/26 (Fri) |
Break (Interspeech 2008) | ||
| 09/30 (Tue) | Chapter 1: Conditional Probability, Total Probability Theorem and Bayes' Rule | ||
| 09/30 (Fri) | Chapter 1: Independence & Counting | HW-2
(Due 10/17)
Chapter 1: 16, 17, 21, 28, 34 |
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| 10/07 (Tue) | Chapter 2: Discrete Random Variables: Basics | ||
| 10/10 (Fri) | Break (National Holiday) | ||
| 10/14 (Tue) | Chapter 2: Discrete Random Variables: Expectation, Mean, Variance | ||
| 10/17 (Fri) | Quiz 1 (9:00~10:00 a.m.) | Scope: Sections 1.1 to 1.5 | |
| 10/21 (Tue) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | HW-3
(Due 11/07)
Chapter 2: 2, 4, 12, 16, 17 |
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| 10/24 (Fri) | Chapter 2: Discrete Random Variables: Joint PMFs, Conditioning and Independence | ||
| 10/28 (Tue) | Chapter 3: Continuous Random Variables: Basics | ||
| 10/31 (Fri) | Chapter 3: Continuous Random Variables: Basics | ||
| 11/04 (Tue) | Chapter 3: Continuous Random Variables: Basics | ||
| 11/07 (Fri) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 11/11 (Tue) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | ||
| 11/14 (Fri) | Quiz 2 (9:00~10:00 a.m.) | Scope: Sections 2.1 to 2.6 | |
| 11/18 (Tue) | Experiments, Outcomes, Events and Random Variables: A Revisit | ||
| 11/21 (Fri) | Break (School Sports Day) | ||
| 11/25 (Tue) | Midterm (2:00~4:00 p.m.) | Scope: Sections 1.1 to 2.6 | |
| 11/28 (Fri) | Discussion on Midterm | ||
| 12/02 (Tue) | Chapter 3: Continuous Random Variables: Conditioning, Expectation and Independence | Notice of Possible Failure to Pass | |
| 12/05 (Fri) | Chapter 3: Continuous Random Variables: Derived Functions | HW-4
(Due 12/16)
Chapter 3: 4, 8, 10, 17 |
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| 12/09 (Tue) | Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) | ||
| 12/12 (Fri) | Chapter 4: Further Topics on Random Variables: Transforms (Moment Generating Functions) | HW-5 (Due 12/26) | |
| 12/16 (Tue) | Quiz 3 (2:00~4:00 p.m.) Solutions | Scope: Sections 3.1 to 3.5 | |
| 12/19 (Fri) | Break (ISCSLP 2008) | ||
| 12/23 (Tue) | Chapter 4: Further Topics on Random Variables: Convolutions, Conditional Expectation and Variance | ||
| 12/26 (Fri) | Chapter 4: Further Topics on Random Variables: Convolutions, Conditional Expectation and Variance | ||
| 12/30 (Tue) | Chapter 4: Further Topics on Random Variables: Sum of a Random Number of Random Variables, etc. | HW-6
(Due
01/06)
Chapter 3: 21 Chapter 4: 2, 8, 17, 21 |
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| 01/02 (Fri) | Break (New-Year Holidays) | ||
| 01/06 (Tue) | Quiz 4 (2:00~4:00 p.m.): Solutions | Scope: Sections 3.6 to 4.3 | |
| 01/09 (Fri) | Chapter 4: Further Topics on Random Variables: Sum of a Random Number of Random Variables, etc | ||
| 01/10 (Sat) | Discussion on Quiz 4 and HW 6 | ||
| Take-Home Exercise | |||
| 01/16 (Fri) | Final (9:00~12:00 a.m., 應用科技大樓地下室演講聽) | ||
Textbook:
1. D. P. Bertsekas, J. N. Tsitsiklis, “Introduction to Probability,” Athena Scientific, 2002.References:
1. William C. Navidi, “Statistics for Engineers and Scientists,” McGraw-Hill, 2007.
2. Prem S. Mann, “Introductory Statistics,” Wiley, 2006.