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Coursework Quiz 1 (October 12, 7:30-9:00pm) Quiz 2 (November 2, 7:30-9:30pm) Final exam (scheduled by registrar) Weekly homework (best 9 of 10) Attendance/participation/enthusiasm in recitations/tutorials 20% 28% 38% 9% 5%
Lecturer: John Tsitsiklis, Recitation instructors: Dimitri Bertsekas (6.431), Peter Hagelstein, Ali Shoeb, Vivek Goyal Head TA: Shashank Dwivedi, Other TAs: Alia Atwi, Uzoma Orji, Sam Zamanian
Turn in recitation and tutorial scheduling form (last sheet of course information handout)
Pick up copy of slides
Collaboration policy described in course info handout Text: Introduction to Probability, 2nd Edition,
D. P. Bertsekas and J. N. Tsitsiklis, Athena* Scientic, 2008 Read the text!
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LECTURE 1 Readings: Sections 1.1, 1.2 Lecture outline Probability as a mathematical framework for reasoning about uncertainty Probabilistic models sample space probability law Axioms of probability Simple examples
Sample space List (set) of possible outcomes List must be: Mutually exclusive Collectively exhaustive Art: to be at the right granularity
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Sample space: Discrete example Two rolls of a tetrahedral die Sample space vs. sequential description
1
4
y 1
Y = Second 3
roll 2 1 1 2 3 4
4 4,4
X = First roll
*Athena is MIT's UNIX-based computing environment. OCW does not provide access to it.
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Probability axioms Event: a subset of the sample space Probability is assigned to events Axioms: 1. Nonnegativity: P(A) 0
Y = Second 3
roll 2 1 1 2 3 4
X = First roll
Let every possible outcome have probability 1/16 P((X, Y ) is (1,1) or (1,2)) = P({X = 1}) = P(X + Y is odd) = P(min(X, Y ) = 2) =
P({s1, s2, . . . , sk }) = P({s1}) + + P({sk }) = P(s1) + + P(sk ) Axiom 3 needs strengthening Do weird sets have probabilities?
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Discrete uniform law Let all outcomes be equally likely Then, number of elements of A total number of sample points
P(A) =
Computing probabilities counting Denes fair coins, fair dice, well-shued decks
1
Uniform law: Probability = Area P(X + Y 1/2) = ? P( (X, Y ) = (0.5, 0.3) )
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Probability law: Ex. w/countably innite sample space Sample space: {1, 2, . . .} We are given P(n) = 2n, n = 1, 2, . . . Find P(outcome is even)
p
1/2 1/4 1/8 1/16 4
..
1 1 1 1 + 4 + 6 + = 22 2 2 3
Countable additivity axiom (needed for this calculation): If A1, A2, . . . are disjoint events, then:
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