18.440 Probability and Random Variables
Spring 2007

Lecturer: Shan-Yuan Ho
Office: 2-346.
Telephone: (617)-324-2614.
E-mail: hoho(at)math.mit.edu
Office Hours: Tues 3-4, Wed 1-2, and by appointment.

Graduate Teaching Assistants:
Linan Chen   E-mail: lnchen(at)math.mit.edu
Fang Wang   E-mail: fang(at)math.mit.edu
Office Hours: Tues 4:30-6:30 in Room 2-349

Undergraduate Tutor:
Kyle Baxter   E-mail: baxter(at)mit.edu
Office Hours: Mon 7-8, Tues 8-10 in Room 2-349

Lecture Time: MWF 12
Classroom: 2-190

Textbook: A First Course in Probability, 7th ed. by Sheldon Ross.
Prerequisites: 18.02 or equivalent.


Description: This course presents the mathematical framework of probability theory. It is a calculus-based course with emphasis on developing probability concepts, intuitive interpretations, and problem solving skills. Topics covered include probability spaces, random variables, distribution functions, conditional probability, Bayes' rule, binomial, geometric, hypergeometric, Poisson distributions, uniform, exponential, Gaussian/normal, gamma and beta distributions, joint distributions, Chebyshev inequality, Law of Large Numbers, and Central Limit Theorem.

Grading: Problem Sets=10%, 2 in-class one-hour exams=50% (25% each), three-hour Final Exam=40%.

Problem Set Policy: Collaboration on problem sets is encouraged, but
a) Write up each problem independently.
b) Write on each problem with whom you consulted and the sources you used. If you fail to do so, you may be charged with plagiarism and subject to serious penalties.
c) Due on Wednesday of each week (unless there is a quiz that week) at 4PM in the UMO (2-106).

Examination Dates: Quiz 1 - March 14; Quiz 2 - April 18; Final Exam - Wednesday, May 23, 9AM - 12N.
If you have a conflict with any of these dates, please let me know during the first week of class.

The General Information Sheet contains more details for the course.