Math 1610: Probability

Course documents

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

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)

	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