Probability

Mailing List

http://groups.google.com/group/noisebridge-probability

Next Meeting

• On hiatus until further notice 9/22/2011

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

Resources

• Introduction to Probability by Bertsekas and Tsitsiklis - this is the book we are now using (see mailing list for pdf).
• MIT OCW - 6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability - Spring 2006 - has problems, solutions, lecture notes, etc. covering the material in the above book.
• MIT OCW - 6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability - Spring 2005 - this is an older version of the same course. No reason to use this anymore - just here so people know there are 2 versions of this course on OCW.
• Fundamentals of Applied Probability Theory by Al Drake (pdf) - written in 1967 and used for several decades to teach the above course. From the preface: "This is a first textbook in applied probability theory, assuming a background of one year of calculus."
• 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
• Cartoon Guide to Statistics by Larry Gonick

Past Meetings

• 02/01/2011 - Chapter 3 - Transforms   (slides)
• 1/18/20011 - transforms - 1st part of chapter
• 12/14/2010 - continuous random variables - part 2 - 2nd half of Bertsekas and Tsitsiklis Chapter 3
• 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)

Statistical Computing

R

Teaching Volunteers

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

Misc

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