Stats 117: Introduction to Probability
As noted on the course information page,
we will cover the following topics (time permitting):
Counting and sets (1 week)
Axioms of probability (1 week)
Independence and conditional probability (1 week)
Random variables (2 weeks)
Joint distributions and multiple random variables (2 weeks)
Continuous random variables (2 weeks)
Lectures and course schedule (at least as planned)
We strongly recommend completing the readings (and will assume you
have completed the readings in Sun et al.'s
The Art of Chance). We will list
supplementary chapters in Ross's First Course in Probability by the
name Ross, chapters in Blitzstein and Hwang's
Introduction to Probability by BH. These are not required, but often
give excellent alternative perspective.
| Lecture | Date | Topics | Additional Reading |
| 1 | Mon, 21 September | Classical probability definitions | BH 1.1 – 1.3 |
| 2 | Wed, 23 September | Counting | BH 1.4 |
| 3 | Fri, 25 September | Definitions of probability | BH 1.6 |
| 4 | Mon, 28 September | Properties of probability | BH 1.6 |
| 5 | Wed, 30 September | Conditional probability | BH 2.1–2.4 |
| 6 | Fri, 2 October | Independence | BH 2.4–2.5 |
| 7 | Mon, 5 October | Bayes Rule | BH 2.3, 2.7–2.8 |
| 8 | Wed, 7 October | Random variables | BH 3.1–3.3 |
| 9 | Fri, 9 October | Expected value | BH 4.1–4.2 |
| 10 | Mon, 12 October | Transformations | BH 3.7 |
| 11 | Wed, 14 October | Unconscious statisticians and variance | BH 4.2–4.6 |
| 12 | Fri, 16 October | Named distributions | BH 3.3–3.6 |
| 13 | Mon, 19 October | Joint distributions | BH 7–7.1.1 |
| 14 | Wed, 21 October | Midterm Review | exams |
| 15 | Fri, 23 October | Multivariate expectations | BH 7.2 (ish) |
| 16 | Mon, 26 October | Covariance | BH 7.3 |
| 17 | Wed, 28 October | Conditionals and marginals | |
| 18 | Fri, 30 October | Conditional expectation | BH 9.1–9.2 |
| 19 | Mon, 2 November | Continuous random variables | BH 5.1–5.2 |
| 20 | Wed, 4 November | Expected value of continuous RVs | BH 5.1–5.2 |
| 21 | Fri, 6 November | Transformations of Continuous RVs | BH 5.3, 8.1 |
| 22 | Mon, 9 November | LotUS and Variance of Continuous RVs | BH 5.1, 6.1–6.2 |
| 23 | Wed, 11 November | Named distributions | BH 5.4–5.6 |
| 24 | Fri, 13 November | Joint densities (Normals) (joint densities) | BH 7.1 |
| 25 | Mon, 16 November | Joint expectations | BH 7.2 |
| 26 | Wed, 18 November | Covariance | BH 7.3 |
| 27 | Fri, 20 November | Conditionals and marginals | BH 9.1–9.3 |
| NA | Mon, 23 November | Thanksgiving week, no classes | |
| NA | Wed, 25 November | Thanksgiving week, no classes | |
| N/A | Fri, 27 November | Thanksgiving week, no classes | |
| 28 | Mon, 30 November | Conditional expectation | BH 9.1–9.3 |
| 29 | Wed, 2 December | Review or backup |
|
|