Course Features
Course Highlights
This course features a full set of
lecture notes and detailed problem sets in the
assignments section,
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.
Course Description
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.