Section 2

Instructor: *David Dobor*

Lecture notes, homework assignments, MATLAB assignments, and homework and quiz solutions will be collected on this page as we progress through the semester.

- Syllabus for section 2.
- Class Schedule.
- Matlab Assignments. Project assignments will be selected from this list (not all will be assigned).
- Dekking's Textbook.
- Another free textbook. This somewhat outdated edition of the textbook is still useful. Much of the material in the second edition of the textbook by Bertsekas and Tsitsiklis (cited in the `references` section in the syllabus) in based on it.
- A link to an OLD recitation schedule (which may still be useful, although the assignments this semester will differ from the ones found on that page).

*Slide Credits: * Some slides are modified versions of the original slides by John N. Tsitsiklis, who has made them available for use under the MIT licence. Some slides are modified versions of slides used by professor Latecki in previous runs of this course.

Welcome to your first class! We'll get to know each other and discuss what to expect from this class and from one another during the semester.

- Introduction, Axioms of Probability.
- Homework 1, Due Thursday, September 8.
- Slides, clean.
- Slides, annotated.

- Conditional Probability, Total Probability, Bayes Rule.
- Lecture video
- Slides, clean.
- Slides, annotated.

- Homework 2 is due on Thursday, September 15.
- Extra Notes on Independence of Events.
- Lecture video
- Slides, clean.
- Slides, annotated.

- Homework 3 is due on Thursday, September 22.
- Birthday problem, Newton-Pepys, and other intresting applications of basic counting. Binomial probabilities.
- Video recording failed today. Hope people took very careful notes, as always.

- Homework 4 is due on Friday, September 30.
- Video: Binomial Distribution, Expectation of a Discrete Finite Random Variable.
- Slides, clean.
- Slides, annotated.

- Video 10: Law of the Unconscious Statistician, Expectation II, Variance
- Video 9: Expectation I, Examples, Expected Value of the Bernoulli and Binomial Random Variables.
- Video: Binomial Distribution, Expectation of a Discrete Finite Random Variable.
- Slides, clean.
- Slides, annotated.

- Homework 5 is due on Tuesday, October 11.
- Video 12: The Memoryless Property of Geometric Distribution. Joint Distributions. Expectation of the Binomially Distributed Random Variable (Again).
- Video 11: Variance.
- Slides, clean.
- Slides, annotated.

- Do questions 1 - 4 from these
*Extra Practice Problems*before Friday's quiz. ( You can ignore the side note after question 1 until after the next lecture. ) - Video 1-c: Continuous Random Variables I - Uniform and Exponential RVs.
- Video 2-c: Cumulative Distribution Functions, Normal Random Variables.
- This week's reading assignment: chapter 3 from this text.
- Slides.
- Romeo and Juliet.

- Video: Normal random variable examples. Memorylessness of Exponential.
- Slides, clean.
- Slides, annotated.
- Homework 6 is due on Thusday, November 10.

- Your next MATLAB assignment.
- Slides on Covaraince and Correlation.
- Slides on Covaraince and Correlation in pdf format.
- Reading Assignment: Dekking Sec 9.2 (pp 118 - 122), Sec 9.4 (pp 124 - 125), Ch 10 (pp 135 - 143). Expect homework questions based on these readings.

- Markov, Chebyshev and the Week Law of Large Numbers (google slides).
- Same slides in pdf format.
- Video: Markov and Chebyshev, part 1.
- Video: Markov and Chebyshev, part 2.
- Reading Assignment: Bertsekas, Tsitsiklis Chapter 7.
- The Central Limit Theorem.
- Same slides in pdf format.

- Homework 7 is due on December 2.
- Lecture Slides - Introduction to Classical Statistics.
- Examples shown in class.