Overview (Spring 2008 course)

COURSE DESCRIPTION (Spring 2008): This course will explore the theory of random processes with an emphasis on understanding its application in experimental science, engineering, and popular culture. The course will first develop the basic notions of probability such as sample spaces, probability densities and distributions, random variables, Bayes' theorem, expectation, limit theorems, and standard error, and then examine how those are applied to develop theories of statistical estimation, hypothesis testing, correlation and regression. Finally, it will touch on the basic theory of random walks, and Brownian motion. The course has no prerequisites and is open to all graduate students and undergraduates.

Course Annoucement

Texts

The course will follow sections of these books (on reserve at the library, purchase is not required):

• An Introduction to Probability Theory by W. Feller (1971)
• Introduction to Probability and Statistics for Scientists and Engineers (2004)
• Introduction to Probability Models by S.M. Ross (2002)

Requirements

Students who are taking CNS/Bi 286 for credit are required to:

• Attend all lectures
• Hand in the homeworks on time.

Students can take the class on a pass/fail basis (you need 60% of the points to pass). The class with include a midterm and a final which all students are required to take. Homework is TBD.

Class attendance and participation will be used in borderline grade cases. Students must complete all homework assignments in order to receive a passing grade.