Probability

Mailing List

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

Next Meeting

• Quick review of 1st half of ch 2 (discrete random variables). 1 example problem. Finish presentation of chapter 2 (continuous random variables). Another example problem. (will post the example problems over the weekend so people can try them).
• When: Tuesday (11/30) 7:30 to 8:45pm
• Where: Noisebridge (2169 Mission St.) - back corner classroom

List of Problems

List of Problems (on Google Docs) - anyone who has this link can edit/add 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 material covered in the 7 chapters of Fundamentals of Applied Probability Theory. We've now (11/23/2010) decided to switch to the Bertsekas and Tsitsiklis book (see [#resources resources]) and to the problems/solutions available on MIT OCW Course 6.041.

Proposed meeting format:

• 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 from this course.
• 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."
• Introduction to Probability by Bertsekas and Tsitsiklis - this is the book written and used by the current professors - it appears to be identical in terms of the layout and the topics covered.
• 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

Past Meetings

• 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

Misc

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