Class/Quiz/Exam Schedule
Week
Topics
Chapter Section
of Bertsekas/Tsitsiklis

Quiz or Exam?
1
Introduction, Set Theory, Axioms, Probability models
Conditional Probability
1.1-1.3

2
Total Probability, Bayes rule
Independence
1.4-1.5

3
Independent trials (binomial)
Network reliability
Counting
Problems + Recap
1.6
Quiz - Monday
4
Discrete random variables: PMF
Functions of a single r.v.
Expectation, mean, variance
2.1-2.4


5
Cumulative Distribution Function (CDF)
Joint discrete random variables, joint PMF
2.5

Quiz
6
Conditional PMF
Independence, Bayes rule
Problems + Recap
2.6-2.8


7
Continuous random variables, PDF, CDF
Midterm Exam 1
3.1-3.2

Midterm Exam 1: Feb 27.
Syllabus:  Chap 1, 2.1-2.3
8
Gaussian PDF
Conditioning on an event
Joint PDF
3.3-3.4


9
Conditioning on a r.v.: Conditional PDF, CDF
Bayes rule for continous r.v.'s
Independence
3.5


10
Derived distributions
Problems + Recap
3.6

11
MGF, sums of random variables
Covariance, correlation, conditional expectation
parts of chapter 4

12
Least squares estimation and linear LSE
Midterm Exam 2
parts of chapter 4 Midterm Exam 2: April 3
Syllabus: Chapter 1 and 2
13
Problems + recap
Markov, Chebyshev inequalities
Weak law of large numbers
Central limit theorem
parts of chapter 7

14
Introduce Monte Carlo and Importance Sampling
Introduce Markov chains
Notes will be posted
parts of Chapter 6

15
Finish discussing Markov Chains
Problems + Recap


Exam week
Final Exam