ST2004 - Applied Probability I 2017/2018 Change of schedule for week 3: the class of Wednesday 11/10/17 has been postponed to Thursday 12/10/17, 4pm-5pm, Room LB107.Module Code: ST2004 Module Title: Applied Probability I (module descriptor) Credit Value: 5 Cohorts: MSISS, CSL(JS) Week range: 05-10, 12-16 Semester: S1 (Michaelmas) Total hours: 33
- Monday, h. 9am-10am, ICTLAB1 - Tuesday, h. 5pm-6pm, room LB08 - Wednesday, h. 3 pm-4pm, room LB04
Lab sessions are scheduled on Monday morning. As for the first six weeks, labs are scheduled for: - Monday 2/10/17 - Monday 9/10/17 - Monday 16/10/17 (cancelled) - Monday 23/10/17
Additional material will be provided when needed.
26/09/17: slides (pdf) 27/09/17: slides (pdf) 03/10/17: slides (pdf) 04/10/17, 10/10/17, 12/10/17: doc-cam notes (encrypted pdf) 17/10/17: slides (pdf), spreadsheet (xlsx)
26/09/17: Monte Carlo approach, Empirical Law of Large Numbers, Birthday problem (via both simulation and combinatorics). Textbook: Section 2 (pp. 18-25), Section 3 (pp. 75-80, 3.1.4 excluded). --- 27/09/17: True and pseudo random number generation, Multiplicative congruential method, Random generation from an interval, Random generation from integers, Generation of random permutations. Textbook: Section 2.8 (pp. 52-59), Section 2.9.4 (pp. 62-63). --- 02/10/17: Lab 1 - generating random passwords. --- 03/10/17: More on generation of random permutations, 1970 draft lottery problem. Textbook: Section 2.8.1 (pp. 55-56), Section 3.7 (pp. 98-102). --- 04/10/17: Frequentist probability, Axiomatic foundations of probability. Textbook: Chapter 7, Section 7.1 (pp. 229-232). --- 09/10/17: Lab 2 - does skill win the league? --- 10/10/17: Definition of probability functions on a finite or countably infinite sample space, Equally likely events, Examples. Textbook: Section 7.1.1 (pp. 232-235). Assignment: Problems 7.1-7.5 and 7.14 (if you want them to be checked -not marked- hand your solutions in on Wednesday 18/10/17). --- 12/10/17: Probability on an uncountable sample space (dartboard example), Derivation of basic rules of probability from axioms, Independent events. Textbook: Example 7.3 (pag. 234), Section 7.2 (pp. 239-241, 7.2.1 excluded), Section 7.3 (pp. 243-244). Assignment: Probl. 7.27 and 7.28 (if you want them to be checked -not marked- hand your solutions in on Wednesday 18/10/17). --- 17/10/17: Monty Hall problem via simulation, Conditional probability, Chain rule, Bayes rule. Textbook: Chapter 6 (pp. 212-217, 6.1.3 excluded, pp. 220-222), Chapter 8 (pp. 256-258, pp. 260-261). Assignment: Problems 8.1-8.3 (if you want them to be checked -not marked- hand your solutions in on Tuesday 31/10/17). --- |