Introduction to Probability

MIT RES.6-012, Spring 2018 — Prof. John Tsitsiklis

A comprehensive course covering probability models, random variables, distributions, limit theorems, and stochastic processes. 100 video segments organized by lecture topic.

Lecture 1: Probability Models and Axioms

Sample spaces, probability axioms, discrete and continuous examples, countable additivity.

L01.1 Lecture Overview

L01.2 Sample Space

L01.3 Sample Space Examples

L01.4 Probability Axioms

L01.5 Simple Properties of Probabilities

L01.6 More Properties of Probabilities

L01.7 A Discrete Example

L01.8 A Continuous Example

L01.9 Countable Additivity

L01.10 Interpretations & Uses of Probabilities

Supplement 1: Mathematical Background

Sets, De Morgan's laws, sequences, series, countable and uncountable sets.

S01.0 Mathematical Background Overview

S01.1 Sets

S01.2 De Morgan's Laws

S01.3 Sequences and their Limits

S01.4 When Does a Sequence Converge

S01.5 Infinite Series

S01.6 The Geometric Series

S01.7 About the Order of Summation in Series with Multiple Indices

S01.8 Countable and Uncountable Sets

S01.9 Proof That a Set of Real Numbers is Uncountable

S01.10 Bonferroni's Inequality

Lecture 2: Conditioning and Bayes' Rule

Conditional probabilities, the multiplication rule, total probability theorem, and Bayes' rule.

L02.1 Lecture Overview

L02.2 Conditional Probabilities

L02.3 A Die Roll Example

L02.4 Conditional Probabilities Obey the Same Axioms

L02.5 A Radar Example and Three Basic Tools

L02.6 The Multiplication Rule

L02.7 Total Probability Theorem

L02.8 Bayes' Rule

Lecture 3: Independence

Independence of events, conditional independence, collections of events, pairwise independence, reliability.

L03.1 Lecture Overview

L03.2 A Coin Tossing Example

L03.3 Independence of Two Events

L03.4 Independence of Event Complements

L03.5 Conditional Independence

L03.6 Independence Versus Conditional Independence

L03.7 Independence of a Collection of Events

L03.8 Independence Versus Pairwise Independence

L03.9 Reliability

L03.10 The King's Sibling

Lecture 4: Counting

The counting principle, combinations, binomial and multinomial probabilities, partitions.

L04.1 Lecture Overview

L04.2 The Counting Principle

L04.3 Die Roll Example

L04.4 Combinations

L04.5 Binomial Probabilities

L04.6 A Coin Tossing Example

L04.7 Partitions

L04.8 Each Person Gets An Ace

L04.9 Multinomial Probabilities

Lecture 5: Discrete Random Variables

Definition of random variables, PMFs, Bernoulli, uniform, binomial, geometric distributions, expectation.

L05.1 Lecture Overview

L05.2 Definition of Random Variables

L05.3 Probability Mass Functions

L05.4 Bernoulli & Indicator Random Variables

L05.5 Uniform Random Variables

L05.6 Binomial Random Variables

L05.7 Geometric Random Variables

L05.8 Expectation

L05.9 Elementary Properties of Expectation

L05.10 The Expected Value Rule

L05.11 Linearity of Expectations

S05.1 Supplement: Functions

Lecture 6: Variance; Conditioning on an Event; Multiple r.v.'s

Variance, conditional PMFs and expectations, total expectation theorem, joint PMFs.

L06.1 Lecture Overview

L06.2 Variance

L06.3 The Variance of the Bernoulli & The Uniform

L06.4 Conditional PMFs & Expectations Given an Event

L06.5 Total Expectation Theorem

L06.6 Geometric PMF Memorylessness & Expectation

L06.7 Joint PMFs and the Expected Value Rule

L06.8 Linearity of Expectations & The Mean of the Binomial

Lecture 7: Conditioning on a Random Variable; Independence

Conditional PMFs, conditional expectation, independence of random variables, the hat problem.

L07.1 Lecture Overview

L07.2 Conditional PMFs

L07.3 Conditional Expectation & the Total Expectation Theorem

L07.4 Independence of Random Variables

L07.5 Example

L07.6 Independence & Expectations

L07.7 Independence, Variances & the Binomial Variance

L07.8 The Hat Problem

S07.1 The Inclusion-Exclusion Formula

S07.2 The Variance of the Geometric

S07.3 Independence of Random Variables Versus Independence of Events

Lecture 8: Continuous Random Variables

Probability density functions, uniform, exponential, and normal distributions, CDFs.

L08.1 Lecture Overview

L08.2 Probability Density Functions

L08.3 Uniform & Piecewise Constant PDFs

L08.4 Means & Variances

L08.5 Mean & Variance of the Uniform

L08.6 Exponential Random Variables

L08.7 Cumulative Distribution Functions

L08.8 Normal Random Variables

L08.9 Calculation of Normal Probabilities

Lecture 9: Multiple Continuous Random Variables

Conditioning on events and random variables, memorylessness, mixed r.v.'s, joint PDFs and CDFs.

L09.1 Lecture Overview

L09.2 Conditioning A Continuous Random Variable on an Event

L09.3 Conditioning Example

L09.4 Memorylessness of the Exponential PDF

L09.5 Total Probability & Expectation Theorems

L09.6 Mixed Random Variables

L09.7 Joint PDFs

L09.8 From The Joint to the Marginal

L09.9 Continuous Analogs of Various Properties

L09.10 Joint CDFs

S09.1 Buffon's Needle & Monte Carlo Simulation

Lecture 10: Continuous Bayes' Rule; Derived Distributions

Continuous Bayes' rule, derived distributions, and functions of random variables.

L10.1 Lecture Overview