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 Applied Probability

Instructor: Tina Kapur and Rajeev Surati

Course Description | Lecture and Course Files | Student Evaluations

Focuses on modeling, quantification, and analysis of uncertainty by teaching random variables, simple random processes and their probability distributions, Markov processes, limit theorems, elements of statistical inference, and decision making under uncertainty. This course extends the discrete probability learned in the discrete math class. It focuses on actual applications, and places little emphasis on proofs. A problem set based on identifying tumors using MRI (Magnetic Resonance Imaging) is done using Matlab.

Text: Fundamentals of Applied Probability Theory, Al Drake.

Requirements: One exam, three assignments, two problem sets.