Kaitlin Hill
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Elementary Probability

Math 4653
Spring 2019

Objectives:
During this course, students will develop their skill in using probability theory to analyze randomness in theoretical problems and in applications. These skills include:
  • Solving computational problems involving random variables, distributions, expectations, variances, conditional probabilities, Bayes' formula, Markov Chains, and limit theorems
  • Understanding proofs of important results in probability
  • Interpreting and analyzing probabilistic problems that arise in applications
  • Interpreting and analyzing probabilistic scenarios from the news or popular scientific results
  • Working with a team to apply to an interesting problem or extend your understanding of probability theory

Handouts:
Syllabus
Schedule
Project presentation rubric

Notes:
  1. Introduction to probability
  2. Combinatorial probability
  3. Conditional probability
  4. Markov chains
  5. Continuous distributions
  6. Limit theorems
  7. Option pricing

Group work:
  • 1.1 - Outcomes, events, and probability
  • 1.3 - Independence
  • 1.4 - Random variables and distributions
  • 1.5 - Expected value
  • 2.2 - Binomial and multinomial distributions
  • 2.3 - Poisson approximation to the binomial
  • 2.4 - Card games and urn problems
  • 2.5 - Probabilities of unions
  • 3.1 - Conditional probability
  • 3.2 - Two-stage experiments
  • 3.3 - Bayes' formula (here's a great visualization too)
  • 3.4 - Discrete joint distributions
  • 4.1-4.2 - Markov chains intro
  • 4.2, 4.6 - Absorbing chains
  • 4.4-4.5 - Limit behavior of Markov chains
  • 5.1-5.2 - Continuous densities and distributions
  • 5.3-5.4 - Functions of random variables and joint distributions
  • 5.5 - Marginal and conditional distributions
  • 6.1-6.2 - Limit theorems

Homework:
  1. Homework 1
  2. Homework 2
  3. Homework 3
  4. Homework 4
  5. Homework 5
  6. Homework 6
  7. Homework 7
  8. Homework 8
  9. Homework 9
  10. Homework ​10

Code:
  • limitdist.m
  • MatrixPowers.m
  • StationaryDist.m
https://arbital.com/p/bayes_rule/?l=693
Waterfall diagram illustrating Bayes' Rule
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  • Home
  • CV
  • Research
    • Student projects
  • Publications
  • Teaching
    • Geogebra
    • MST 251
    • MST 354/654
  • Outreach