An introduction to probability, emphasizing concepts and applications.
Conditional expectation, independence, laws of large numbers. Discrete and
continuous random variables. Central limit theorem. Selected topics such as the
Poisson process, Markov chains, characteristic functions.
Classes: Tu and Thu, 2-3:30 at 277 CORY.
Prerequisites: One year of calculus.
Textbook: Probability, by Jim Pitman, Springer-Verlag
Students are strongly encouraged to read the text. It includes many examples and extra exercises which augment the concepts being discussed.
Instructor: Elchanan Mossel (mossel@stat dot berkeley dot edu)
Office hours: Wed 1:30-2:30 pm & Thu 7-8 pm at the Student Learning Center
(There will be no office hours Thu, Dec 7; Additional Office Hours: Fri, Dec 8,12-14, SLC. Sat, Dec 9, 10-12, Evans 004)
GSI: Jing Lei Email: s134b@stat.berkeley.edu
Office hours: Mon 1-3 (387 Evans) Wed 1-3 (307 Evans)
(There will be no GSI office hours on Wed, Dec 6. Additional Office hours will be held Dec 11, Mon, 1-3, at 387 Evans.)
If you have any questions about your HW grade please contact the GSI.
You can pick up your HW at the GSI office hours.
Study Groups Meetings at Student Learning Center: Mon & Wed 3-4 (starting Sep 11) - leader: Prateek Bhakta.
Students are strongly encouraged to attend the group meetings
at the
Homework: No late homework will be accepted.
Homework solutions will be posted in a glass case on the third floor of Evans Hall. You can pick up your HW at the GSI office hours.
Homework are due at the beginning of the class on the due date.
Class study groups: In the first week of class the students will be asked to form study groups of 2-4 students. The groups will meet to review the material and discuss homework assignments. Each student is responsible to write, submit and understand her/his own homework assignment. Each homework set will include harder problems -- for these problem each study group should submit only one set of solutions.
Warning: You
should be aware that copying solutions, in whole or in part, from
other
students in the class or any other source without acknowledgment
constitutes cheating. Any student found to be cheating
risks
automatically failing the class, and being referred to the Office of
Student Conduct.
Midterm: Thu, 12 Oct 2006 , 14:00-15:30, Chapters 1-3.
Final: Wed 13 Dec 2006, 12:30-15:30, Chapter 1-6. The exam will be held at 277 Cory.
No make up Final/Midterm will be
given.
No
one may take the Midterm/Final exam early.
Grading: maximum of (20%
homework, 30% midterm, 50% final) and (20% homework 80% final).
Home Work assignments: All homeworks are from Pitman's book in Cahpter.Section[Problems] (Page) fromat.
Sep 7 : Individual: 1.1[8] (10) 1.2[4] (18) 1.3[9] (31) 1.4[6] (46) 1.5[4,7] (53-54) 1.6[6,7] (71)
Group : 1.3[15,16] (32) 1.5[8] (55)
Sep 14: Individual: 2.1[4,6,10] (91) 2.2[1,8,9] (108-109)
Group : 2.1[12] (92) 2.2[17] (110)
Sep 21: Individual: 2.4[3,8,9] (121-122) 2.5[4,8] (128)
Group : 2.5[6,12] (128-129)
Sep 28: Individual: 2.Review[16] (134) 3.1[4,8] (158-159)
Group : 2.Review[26,28] (135) 3.1[14,24] (160-161)
Oct 5: Individual: 3.2[14,16] (183) 3.3[8,14] (202-203)
Group : 3.2[11,22] (182,184) 3.3[21,28] (204,206)
Oct 12: Individual: 3.4[10,12,14] (219) 3.5[2,10] (234)
Group : 3.4[18,19] (220) 3.5[18] (236)
Oct 19: Individual: 3.Rev[7] (251) 4.1[2,6] (275-276)
Group : 3.Rev[21] (253) 4.1[12,14] (276-277)
Oct 26 :Individual: 4.2[4,6] (293) 4.4[5,9] (309-310)
Group : 4.2[8,9,17] (294-295) 4.4[6,8] (310)
Nov 2: Individual: 4.5[2,4] (323)
Group : 4.5[7,9] (323-324) 4.6[5] (331)
Nov 9: Individual: 5.1[4,5] (345) 5.2[7,8,10,12,14,16] (354-355) (323)
Group : 5.1[6,9] (345) 5.2[20] (356)
Nov 21: Individual: 5.3[4] (367) 5.4[11] (384) 6.1[6,8] (399-400) 6.2[2,4]
Group : 5.3[12] (369) 5.4[15] (384-385) 6.2[6,12]
Nov 30: Individual:6.3[5,9] (426-427) 6.4[8,10] (445,447) 6.5[6] (462)
Group : 6.3[10(a,b)] (427) 6.4[20,22] (447)
Dec 7: Individual: Practice Exam
Midterm Review problems and info
Final: Review problems and info.
You can find some old examples from Prof. Pitman's course here.No office hours will be held on Thu, Dec 7.
Additional Office Hours: Fri, Dec 8,12-14, SLC. Sat, Dec 9, 10-12, Evans 004.
Lecture Notes: Following Pitman's book in "Date/Section" format.
For best view in PowerPoint, you may want to install TexPoint. The HTML is better viewed in IE.
Aug 29/1.1-1.3: PPT
PDF
Aug 31/1.4-1.5: PPT
PDF
Sep 5/1.6:
PPT
PDF
Sep 7/2.1:
PPT
PDF
Sep 12/2.2:
PPT
PDF
Sep 14/2.4: PPT
PDF
Sep 19/2.5:
PPT
PDF
Sep 21/3.1: PPT
PDF
Sep 26/3.2:
PPT
PDF
Sep 28/3.3: PPT
PDF
Oct 3 /3.4:
PPT
PDF
Oct 5 /3.5: PPT
PDF
Oct 17/4.1:
PPT
PDF
Oct 19/4.2: PPT
PDF
Oct 24/4.4: PPT PDF Oct 26/4.5: PPT PDF
Nov 7 / 5.3: PPT PDF Nov 9/ 5.4: PPT PDF
Nov 14 /6.1-6.2: PPT PDF Nov 16/ 6.3: PPT PDF
Nov 21/6.4: PPT PDF Nov 28/6.5: PPT PDF
Other links: Glossary of statistical terms.
Probability Web Applets by Susan Holems.