# Probability

## Contents

### Next Meeting

• Continuous Random Variables part 2 - 2nd half of Bertsekas and Tsitsiklis Chapter 3
• When: Tuesday (12/14) 7:30 to 8:45pm
• Where: Noisebridge (2169 Mission St.) - the computer room (turing classroom)

### List of Problems

These are problems that 1 or more people thought were interesting enough to try solving.

Each problem should include:

• the problem (or pointer to the problem)
• names of people who've worked through the problem
• (optional) what concepts are required for the solution (eg. conditional independence, continuous random variables, etc.)

### 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 stuff covered in the 7 chapters of Fundamentals of Applied Probability Theory. We were originally using that book, but decided to switch to the Bertsekas and Tsitsiklis book (see resources) which covers the same topics, and to the problems/solutions posted under MIT OCW Course 6.041.

Approximate meeting format:

• 30-45 min - a volunteer presents the material in the chapter
• 30-45 min - people discuss, solve problems, go over solutions

### Past Meetings

• 12/07/2010 - continuous random variables - part 1 - chapter 3 of Bertsekas & Tsitsiklis
• 11/30/2010 - discrete random variables - chapter 2 of Bertsekas & Tsitsiklis (slides).
• 11/23/2010 - did some problems covering chapter 1 (slides)
• 11/16/2010 - chapter 2. Recommended problems 2.04, 2.07, 2.11, 2.17, 2.26, 2.27, 2.28, 2.30   (slides)
• 11/09/2010 - chapter 1. Recommended problems 1.03, 1.08, 1.09, 1.12, 1.13, 1.21, 1.24, 1.30   (slides)

• Kai
• Mike S
• Ben W
• Sara N
• John

### Misc

Conditional Risk (from http://xkcd.com/795/ )