Probability: Difference between revisions
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* [http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2005/related-resources/ MIT OCW - 6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability] - the text book(s) we're using are taken from this course. | * [http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2005/related-resources/ MIT OCW - 6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability] - the text book(s) we're using are taken from this course. | ||
* [http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2006/related-resources/ Fundamentals of Applied Probability Theory] by Al Drake ([https://www.noisebridge.net/wiki/File:Fundamentals_of_Applied_Probability_by_Drake.pdf pdf]) - written in | * [http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2006/related-resources/ Fundamentals of Applied Probability Theory] by Al Drake ([https://www.noisebridge.net/wiki/File:Fundamentals_of_Applied_Probability_by_Drake.pdf pdf]) - written in 1967, this book was used to teach probability at MIT for several decades. From the preface: "This is a first textbook in applied probability theory, assuming a | ||
background of one year of calculus. The material represents a one semester | |||
subject taught at M.I.T. to about 250 students per year, | |||
most of whom are in the Schools of Engineering or Management." | |||
* [http://www.athenasc.com/probbook.html Introduction to Probability] by Bertsekas and Tsitsiklis - this is the book written and used by the current professors of that course. | * [http://www.athenasc.com/probbook.html Introduction to Probability] by Bertsekas and Tsitsiklis - this is the book written and used by the current professors of that course. | ||
* [http://www.amazon.com/Fifty-Challenging-Problems-Probability-Solutions/dp/0486653552/ref=sr_1_fkmr0_1?ie=UTF8&qid=1288675926&sr=8-1-fkmr0 Fifty Challenging Problems] by Frederick Mosteller (~ 15 of the problems are viewable in amazon's preview). Monte-carlo simulations of these: [http://blog.appliedplatonics.com/tag/fifty-problems/ Josh Myer's blog] | * [http://www.amazon.com/Fifty-Challenging-Problems-Probability-Solutions/dp/0486653552/ref=sr_1_fkmr0_1?ie=UTF8&qid=1288675926&sr=8-1-fkmr0 Fifty Challenging Problems] by Frederick Mosteller (~ 15 of the problems are viewable in amazon's preview). Monte-carlo simulations of these: [http://blog.appliedplatonics.com/tag/fifty-problems/ Josh Myer's blog] | ||
Revision as of 16:18, 12 November 2010
Mailing List
http://groups.google.com/group/noisebridge-probability
Next Meeting
- Somebody will present chapter 2. Recommended problems: 2.04, 2.07, 2.11, 2.17, 2.26, 2.27, 2.28, 2.30
- When: Tuesday (11/16) 7:30 to 8:45pm
- Where: Noisebridge (2169 Mission St.) - back corner classroom
Past Meetings
- 11/9/2010 - chapter 1 and problems 1.03, 1.08, 1.09, 1.12, 1.13, 1.21, 1.24, 1.30 (slides)
General
A probability study group was proposed on the noisebridge-discuss list and cc'ed to the Machine Learning mailing list.
The goal is to go through the 7 chapters of Fundamentals of Applied Probability Theory at a pace of 1 chapter per week.
Proposed meeting format (to be discussed at 1st meeting):
- 30 min - a volunteer presents the material in the chapter (this will be for people who didn't have time to read the chapter at home, and for those who want to teach)
- 30-45 min - discussion and problem solving (those who solved the problems at home can compare answers, those who didn't can work on the problems together)
Resources
- MIT OCW - 6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability - the text book(s) we're using are taken from this course.
- Fundamentals of Applied Probability Theory by Al Drake (pdf) - written in 1967, this book was used to teach probability at MIT for several decades. From the preface: "This is a first textbook in applied probability theory, assuming a
background of one year of calculus. The material represents a one semester subject taught at M.I.T. to about 250 students per year, most of whom are in the Schools of Engineering or Management."
- Introduction to Probability by Bertsekas and Tsitsiklis - this is the book written and used by the current professors of that course.
- Fifty Challenging Problems by Frederick Mosteller (~ 15 of the problems are viewable in amazon's preview). Monte-carlo simulations of these: Josh Myer's blog
Statistical Computing
Teaching Volunteers
- Kai
- Mike S
- Ben W
Misc
Conditional Risk (from http://xkcd.com/795/ )
