THEORY OF PROBABILITY (MATH 233)
APPLIED PROBABILITY (MA 3014)
Fall 2020
Description

The course is an introduction to probabililty from a mathematical perspective, including discrete and continous random variables, expectations and variances, limit theorems, etc. View the syllabus.

Lecture

Mike O'Neil (oneil@cims.nyu.edu)
Monday, Wednesday 2:00pm - 3:15pm
ONLINE

Office hours
Thursday 10:00am - 12:00pm
Join: nyu.zoom.us/my/mike.oneil

Recitation

Haoxiang Huang (hh1987@nyu.edu)
Friday 2:00pm - 3:15pm
ONLINE

Office hours
Monday 3:30pm - 4:30pm
ONLINE

Announcements
  • This course will be run online this semester due to COVID-19.
  • Please join the course page on Campuswire. Email the professor for the passcode.
  • Activate your NYU sponsored account on Overleaf. You will use Overleaf to collaborate on lecture note preparation. I recommend going through the tutorial if you are new to Overleaf and/or LaTeX.
Materials

The main textbook for the course is Ross, A First Course in Probability, 10th Ed., 2018. An earlier edition of the textbook is available for free via NYU libraries. It is not necessary to have the latest edition.

Grading

The final numerical grade will be computed basic on the following rubric:

10% Engagement on Campuswire
15% Preparation of lecture notes
15% Quizzes (every other week)
20% Exam 1
20% Exam 2
20% Exam 3
The overall letter grade will be computed based on the overall numerical grade. Since the course has gone online, the grading rubric is currently being updated.

Schedule

Below is an updated list of discussion topics along with any documents that were distributed, notes, or relevant code.

Date Topics Asynchronous Synchronous
Sep 2 Intro to the course, logistics Zoom recording
Sep 7 NO CLASS
Sep 9 Counting, permutations, combinations
Ross 1.1-1.4
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Sep 14 Multinomial coefficients, sample spaces
Ross 1.5, 2.1-2.2
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Sep 16 Axioms of probability, some propositions
Ross 2.3-2.4
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Sep 21 Sample spaces with equally likely outcomes, probability as belief
Ross 2.5, 2.7
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Sep 23 Conditional probability, Bayes' rule
Ross 3.1-3.3
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Sep 28 Independent events
Ross 3.4
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Sep 30 Conditional probably, again
Ross 3.5
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Oct 5 Discrete random variables, expected value
Ross 4.1-4.3
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Oct 7 Exam 1
Oct 12 Expectations of functions of a RV; variance
Ross 4.4-4.5
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Oct 14 Bernoulli and binomial random variables
Ross 4.6
Lecture video
Lecture notes
Zoom recording
Notes
Oct 19 Poisson random variables
Ross 4.7
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Oct 21 Other discrete random variables, expectations of sums
Properties of the CDF
Ross 4.8-4.10
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Oct 26 Continuous random variables
Ross 5.1-5.2
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Oct 28 Uniform and normal random variables
Ross 5.3-5.4
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Nov 2 Normal approximation to the binomial distribution
Exponential, Gamma, and Cauchy distributions
Ross 5.4.1, 5.5-5.6
Lecture video
Lecture notes
Student notes
Zoom recording
Notes
Nov 4 Functions of continuous random variables; joint distributions
Ross 5.7, 6.1
Lecture video
Lecture notes
Student notes
Zoom Recording
Notes
Nov 9 Distribution of sums of independent random variables
Ross 6.2-6.3
Lecture video
Lecture notes
Student notes
Zoom Recording
Notes
Nov 11 Exam 2
Nov 16 Conditional distributions
Ross 6.4-6.5
Lecture video
Lecture notes
Student notes
Zoom Recording
Notes
Nov 18 Order statistics; functions of several random variables
Ross 6.6-6.7
Lecture video
Lecture notes
Student notes
Zoom Recording
Notes
Nov 23 Expectations of sums, covariance, correlation
Ross 7.1-7.2, 7.4
Lecture video
Lecture notes
Student notes
Zoom Recording
Notes
Nov 25 Conditional expectation and prediction
Ross 7.5-7.6
Lecture video
Lecture notes
Student notes
Zoom Recording
Notes
Nov 30 Moment generating functions; properties of normal variates
Ross 7.7-7.8
Lecture video (Part I)
Lecture video (Part II)
Lecture notes
Student notes
Zoom Recording
Notes
Dec 2 Central Limit Theorem
Ross 8.1-8.3
Lecture video
Lecture notes
Student notes
Zoom Recording
Notes
Dec 7 Strong Law of Large Numbers, more inequalities
Ross 8.4-8.5
Lecture video
Lecture notes
Student notes
Zoom Recording
Notes
Dec 9 Poisson processes
Ross 9.1
Lecture video
Lecture notes
Zoom Recording
Notes
Dec 18 Final Exam, 2:00pm-3:50pm