| Lec. |
Date
| (Tentative) Topics
| Reading and exercises
| Handouts/Homework |
| 1 |
Th, Sep 3 |
Introduction. Probability cast: sample spaces, events, probability function.
Slides with notes
|
|
General Course Information,
Collaboration and Honesty Policy,
HW1 out
|
| 2 |
Tu, Sep 8 |
Probability function. Probabillity axioms and rules. Computing probabilities.
Slides with notes
| LLM 17.1-17.2, P 1.1-1.2 |
|
| 3 |
Th, Sep 10 |
Pobability rules. Tree diagrams. Monty Hall.
Slides with notes
|
LLM 17.3,17.5, P 1.3,2 |
HW1 due, HW2 out |
| 4 |
Tu, Sep 15 |
Monty Hall variants. The dice game. Discrete probability spaces.
Slides with notes |
|
| 5 |
Th, Sep 17 |
Continuous probability spaces. Geometric method.
Slides with notes |
HW2 due, HW3 out |
| 6 |
Tu, Sep 22 |
Random variables: definition and
examples. |
LLM 19.1, 19.3, P 3.1.1-3.1.3,3.1.6, P 3.2.1, 4.0-4.1 MIT
notes |
|
| 7 |
Th, Sep 24 |
PMF, CDF and PDF. |
HW3 due, HW4 out |
| 8 |
Tu, Sep 29 |
Conditional probability: motivation, definition. |
LMM 18.2-18.5, 18.7; P 1.4.0-1.4.1,1.4.5 |
|
| 9 |
Th, Oct 1 |
Conditional probability: tree diagrams, product rule, law of total
probability. Independent events. |
HW4 due, HW5 out |
|
Tu, Oct 13 |
Substitute Monday Schedule |
| 10 |
Tu, Oct 6 |
Independent events, Bayes' Rule |
LLM 18.7, 18.9, P 1.4 |
HW5 due, HW6 out |
| 11 |
Th, Oct 8 |
Bayes' Rule. Review. |
LLM 18.8, 19.2, P 1.4.1, 3.1.4 |
|
| 12 |
Th, Oct 15 |
Pairwise and Mutual Independence |
|
HW6 due, practice midterm problems out. Practice midterm solutions are distributed in discussions (on Friday) |
| 13 |
Tu, Oct 20 |
Review: Presentation of practice midterm solutions |
|
|
|
Wed, Oct 21 |
Evening Midterm Exam: date Wednesday, October 21; time and location TBD |
| 14 |
Th, Oct 22 |
Independence of random variables
Slides with notes |
|
HW7 out |
| 15 |
Tu, Oct 27 |
Finish independence of random variables. Expectation |
LLM 19.4-19.5, P 3.2.2 |
|
| 16 |
Th, Oct 29 |
Expectation and infinite sums. Linearity of
Expectation. |
HW7 due, HW8 out |
| 17 |
Tu, Nov 3 |
Expectation of continuous random variables.
Conditional expectation. Law of Total Expectation. |
LLM 20.2, 20.3 |
|
| 18 |
Th, Nov 5 |
Linearity of conditional expectation. Variance.
Standard deviation. Variance properties
Let's play a game - Python codes
|
LLM 19.3.1, 19.3.2, 19.3.4, P 3.1.5 |
HW8 due, HW9 out |
| 19 |
Tu, Nov 10 |
Discrete distributions: Bernoulli, Uniform, Binomial, Geometric, Negative
Binomial
Discrete distributions - Python code
|
LLM 19.4.6, P 3.1.5 |
|
| 20 |
Th, Nov 12 |
Coupon Collector. Reservoir Sampling. |
LLM 19.5.4 |
HW09 due, HW10 out |
| 21 |
Tu, Nov 17 |
Markov and Chebyshev inequalities, estimation by sampling |
LLM 20.1, 20.2, 20.3.5, 20.4 |
|
| 22 |
Th, Nov 19 |
Applications of Markov and Chebyshev's inequalities |
HW10 due, HW11 out |
| 23 |
Tu, Nov 24 |
Continuous distributions I: Uniform, Normal
|
P 4.2.3 |
|
|
Nov 25-29 |
Thanksgiving Recess |
24 |
Tu, Dec 1 |
Continuous distributions II: Exponential and Poisson Process
Slides with notes
|
P 4.2.2;
P
11.1.2
|
HW11 due, HW 12 out |
| 25 |
Th, Dec 3 |
Probability in algorithms (Bucket Sort) |
|
|
| 26 |
Tu, Dec 8 |
Probabalistic Data Structures: Hash Tables and Bloom Filters; Sublinear-time Algorithms |
|
HW12 due |
| 27 |
Th, Dec 10 |
Review |
|
|
|
Dec 15 and Dec 17 |
Final Exams: Tue, Dec 15, 12pm-2pm (for Section A1, TR 11:00am-12:15pm) and Thu, Dec 17, 9am-11am (for Section A2, TR 9:30am-10:45am) |