This course features a full set of
lecture notes and
problem sets, in addition to quizzes and other materials used by students in the course. The materials are largely based on the textbook,
Introduction to Probability, written by Professors John Tsitsiklis and Dimitri Bertsekas (see
http://www.athenasc.com/probbook.html for more information).
This
course is offered both to undergraduates (6.041) and graduates (6.431),
but the assignments differ. 6.041/6.431 introduces students to the
modeling, quantification, and analysis of uncertainty. Topics covered
include: formulation and solution in sample space, random variables,
transform techniques, simple random processes and their probability
distributions, Markov processes, limit theorems, and elements of
statistical inference.