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Schedule details will evolve as we go; check back periodically to see the latest updates.
Due | Lecture Topic | Reading | ||
---|---|---|---|---|
Week 1 9/23-9/27 |
W | Introduction | Berteskas Ch 1 | |
F | Counting: combinations, permutations, etc. Axioms, Conditional Probability, Bayes, Independence | |||
Week 2 9/30-10/4 |
M | |||
W | HW #1 | |||
F | ||||
Week 3 10/7-10/11 |
M | |||
W | HW #2 | Discrete Random Variables, PMFs, Expectation, Variance, Joint Distributions | Bertsekas Ch 2 | |
F | ||||
Week 4 10/14-10/18 |
M | |||
W | HW #3 | |||
F | ||||
Week 5 10/21-10/25 |
M | |||
W | HW #4 | |||
F | ||||
Week 6 10/28-11/1 |
M | Continuous Random Variables, CDFs, PDFs, Normal Distribution | Bertsekas Ch 3 | |
W | Midterm Review | |||
F | Midterm | |||
Week 7 11/4-11/8 |
M | Continuous Random Variables, CDFs, PDFs, Normal Distribution | ||
W | HW #5 | |||
F | ||||
Week 8 11/11-11/15 |
M | Holiday | ||
W | HW #6 | Tails and Limit Theorems | Bertsekas Ch. 5 | |
F | ||||
Week 9 11/18-11/22 |
M | Max Likelihood Estimators, EM, Hypothesis/Significance Testing | Bertsekas, 9.1, 9.3, 9.4. Supplementary reading below. | |
W | HW #7 | |||
F | ||||
Week 10 11/25-11/29 |
M | |||
W | HW #8 | Analysis of Algorithms | ||
F | Holiday | |||
Week 11 12/2-12/6 |
M | Max Likelihood Estimators, EM, Hypothesis/Significance Testing | ||
W | HW #9 | |||
F | Wrap up & Review | |||
Week 12 12/9-12/13 |
M | Final Exam |
Textbooks:
Required:
Introduction to Probability (2nd edition), Dimitri P. Bertsekas and John N. Tsitsiklis, Athena Scientific, 2008(Available from U Book Store, Amazon, etc.)
Reference. (No direct use of this, but if you already own a copy, keep it for reference. Some students have said they like its coverage of counting (Chapter 5 and 7.5, 7.6) and discrete probability (Chapter 6)):
Discrete Mathematics and Its Applications, (sixth edition) by Kenneth Rosen, McGraw-Hill, 2006. Errata. (Available from U Book Store, Amazon, etc.)
Supplementary Reading:
In addition to the assigned text, there are many supplementary resources available on the web and elsewhere that may be helpful. Here are a few. I welcome hearing about others that you discover.
The open access textbook for the Chance project. Roughly comparable in coverage to Ross or Bertsekas, but with a different slant, of course.
Computer Science & Engineering University of Washington Box 352350 Seattle, WA 98195-2350 (206) 543-1695 voice, (206) 543-2969 FAX |