Math 1610: Probability

Course documents

Homework

Exams

Exam 1 Solutions

Julia

The code used in this course will be written in Julia, a language designed for fast and interactive technical computing.

Notebooks

Buffon's Needle and Bertrand's Paradox (html) (Jupyter notebook)

Birthday Problem and Binomial Probabilities (html) (Jupyter notebook)

Stirling's Formula (html) (Jupyter notebook)

Numerical Convolution (html) (Jupyter notebook)

Topics Schedule

Date Sections Topics
1 2015-09-10 1.2 Discrete probability distributions
2 2015-09-15 2.1 Simulation of continuous probabilities
3 2015-09-17 2.2 Continuous density functions
4 2015-09-22 3.1 Permutations
5 2015-09-24 3.2 Combinations
6 2015-09-29 4.1 Discrete conditional probability
7 2015-10-01 4.2,4.3 Continuous conditional probability, Paradoxes
8 2015-10-06 5.1 Important distributions
9 2015-10-08 5.2 Important densities
10 2015-10-13 6.1 Expected value
11 2015-10-15 Exam
12 2015-10-20 6.2 Variance of discrete random variables
13 2015-10-22 6.3,7.1 Expected value and variance of continuous random variables, Sums of discrete random variables
14 2015-10-27 7.2,8.1 Sums of continuous random variables, Law of large numbers (discrete)
15 2015-10-29 8.2 Law of large numbers (continuous)
16 2015-11-03 9.1 Bernoulli trials and the Central Limit Theorem
17 2015-11-05 9.2 CLT -- Discrete Independent Trials
18 2015-11-10 9.3 CLT -- Continuous Independent Trials
19 2015-11-12 10.1 Discrete distributions
20 2015-11-17 10.2 Branching processes
21 2015-11-19 10.3 Continuous densities
22 2015-11-24 11.2,11.3 Absorbing Markov chains, Ergodic Markov chains
23 2015-12-01 11.4 Fundamental limit theorem for Markov chains
24 2015-12-03 12.1 Random walks in Euclidean space