Probability

Description

This is a basic calculus-based first course in the theory and application of probability. It develops quantitative methods for solving problems that involve uncertainty, and provides a foundation for the further study of statistics or random processes. Many probability calculations are based on summing infinite series or on evaluating integrals.

The course text is Probability by Jim Pitman. You will also have access to Elementary Probability for Applications by Rick Durrett.

The class is offered in an asynchronous friendly fashion. On the schedule page below I have posted for each class meeting what section in Pitman or Durrett the material is covered in.

I have also posted in the schedule links to video lectures by Prof. Jonathan Christopher Mattingly of Duke Mathematics and Prof. of the Practice of Statistics Joseph K. Blitzstein of Harvard that cover the lecture material as well.

Please watch the videos before the class meetings.

The homework, quiz, and exam scores will be reported through Sakai. Also before every class meeting you will be expected to take a short quiz. This is to make sure you have looked at the material before class.

Teaching Team

Instructor: Henry Kirveslahti Office Hours: W 2-4 PM EST, Link on Sakai
TAs: Pritam Dey Office Hours: Tu 2-4 PM EST, Th 8-10 PM EST, Link on Sakai
Christine Shen Office Hours: M: 8-10 PM, W 4-6 PM EST, Link on Sakai
Yiping Song: Office Hours M 2:30-4:30 PM, Th 10-12 AM EST, Link on Sakai

There is a Piazza course discussion page. Please direct questions about homeworks and other matters to that page. Note that we are more likely to respond to the Piazza questions than to the email, and your classmates may respond too, so that is a good place to start. You are encouraged to work on homework problems as a team, but each individual must submit their own work.

Inverted classroom

This course uses the inverted classroom approach. This means that students will either watch video lectures and/or read book chapters before class meetings. Class meetings will be used for exercises and examples that highlight the core concepts in the material. The class meetings are held over Zoom, the link is on Sakai under Zoom meetings. To ensure that students go through materials before class there is quiz to take online that needs to be completed before each lecture. The class meetings are recorded and the recordings are available on Sakai. The class exercises will be group exercises to help solidify concepts in the lectures and give some examples of how these concepts are used. The exercises will be done in small groups (3-4) and will typically involve pencil-and-paper work.