Announcements
Graded midterm exam 1 was distributed in class on Friday, Oct 23. It will be available at the problem sessions on Friday and the office hours on Sunday, and then in class again on Monday, Oct 26.The exam had mean 77, standard deviation 17, and median 81. Scores ranged from 23 to 100 out of 100.
Class meets in Meyer Forum Room at 9:30 on Monday, Wednesday, and Friday.
There will be problem sessions starting Friday, September 25 at 1:15 and 2:15 in McCullough 122.
Students can register for the class on Axess but not for sections. Do not be alarmed by the warning that there is no capacity in the sections.
Office Hours are:
Sundays, 7-9pm, Terman 453 on nights before homework is due
Mondays, 8:45-9:30am (in the classroom)
Mondays, 430-530pm, Terman 479
Wednesdays, 8:45-9:30am (in the classroom)
Wednesdays, 3-4pm, Terman 479
Thursdays, noon-2pm, Terman 469
Fridays, 8:45-9:30am (in the classroom)
Course Objective
This is a fast-paced, fundamental course designed to develop an understanding of uncertain phenomena using the theory of probability. The course objective is to provide students with conceptual and intuitive insights into probabilistic reasoning and the ability to solve real world problems.Intended Audience
For students seeking an introduction to probability theory and applications, this course is designed to develop their intuition and model building skills. This course is intended for undergraduate students and should be taken for five units. This course satisfies the Distributional Breadth GER in Engineering and Applied Science.(Graduate students should enroll in a similar course, MS&E 220, taught separately.)
Course Summary
Concepts and tools for the analysis of problems under uncertainty, focusing on model building and communication: the structuring, processing, and presentation of probabilistic information. Examples from legal, social, medical, engineering, and physical problems provide motivation and illustrations of modeling techniques. Spreadsheets will be used to illustrate and solve problems as a complement to analytical closed-form solutions. Topics include: axioms of probability, conditioning and probability trees, random variables and distributions, expectation, and limit theorems. Prerequisite: Mathematics 51. Recommended: some knowledge of spreadsheets.Required Textbook
The required textbook for the course is Sheldon Ross, A First Course in Probability, Prentice Hall, 2010 (Eighth Edition).Hardware/Software Requirements
Every student is expected to have access to a spreadsheet program, such as Microsoft Excel. (This access can be through clusters on campus and will come in handy for other courses in the MS&E program.)Prerequisites
Students should have a working knowledge of calculus at the level of Math 51, including some multiple variable integration.Because we will use spreadsheets to illustrate and solve some problems, it will help to understand some basic operations.
Skills you should acquire or strengthen in this course
After taking this course, you should have- an intuitive understanding of a number of fundamental probabilistic concepts sufficient to apply them in practice, and
- the ability to solve real world problems under uncertainty by
- structuring problems,
- building models,
- analyzing and processing those models, and
- communicating insights from that analysis.
Opening Your Eyes
Please sensitize yourself to newspaper or magazine articles or observations about uncertainty that you encounter. You won't get course credit for doing this, but it will help to awaken you to the uncertainties that challenge us and it will enhance your course experience.Honor Code
The Honor Code is taken seriously at Stanford University and we expect it to be respectfully observed by the course staff and students. Simply put, it places the responsibility for ensuring honest behavior on the students rather than the course staff, and violations should not be tolerated. The midterm and final examinations are strictly individual work and you are not permitted to consult on them with others. You can consult with others on the homework assignments but you must acknowledge their assistance.Please contact Prof. Shachter if you have any questions about the Honor Code or the requirements for any assignment.
Grades
The course grade will be based on five bi-weekly homework assignments, two take home midterm examinations, and a final examination, with the following weights and with borderline decisions affected by class participation:
Here is the distribution of grades from last year's class:
| Grade | Percentage |
|---|---|
| A+ | 3% |
| A | 18% |
| A- | 38% |
| B+ | 9% |
| B | 18% |
| B- | 10% |
| C+ | 6% |
| C | 3% |
| NP | 1% |
Examinations
There will be two take home midterm examinations, posted after Friday problem session and due at the start of class on Mondays, October 19 and November 16. You will have the weekend to complete each and late submissions will be penalized.There will be a final examination from 8:30 to 11:30am on Wednesday, December 9 in a location to be determined. The exam will be open-book and open-notes. Students can request to take an alternate exam to be given Thursday, December 10 from 8:30 to 11:30am in a location to be determined.
All students are responsible for ensuring that they can attend either the regular or alternate final exam and complete the take home midterm exams.
Homework
Solving these problems is the best way to learn the material and prepare for the examination and take home assignments. You should submit your completed and partial solutions to the assigned problems but your grade will be based solely on your effort, and the worst homework grade will not count. Come see us, early and often, if you have questions. Homework is due at the start of class on alternate Mondays (or before class in Terman 405). It is important to keep up and we cannot help you unless you help yourself first. We would prefer you stay current and not fall behind. Therefore, we will penalize late homework.You are welcome to work with others to master the principles and approaches used to solve homework problems, although the work you turn in should be your own. Copying the work of others would provide you no educational value and would violate the spirit of the Honor Code. In the spirit of academic integrity and the Honor Code, you must acknowledge all of the people and materials you have consulted, including course staff and handouts, in preparing your submissions.
| Assignment | Problems from the Text, Eight Edition [Seventh Edition Variation] |
|---|---|
| Homework 1 due Sept 28 | Chapter 1
Problems 3, 7, 8, 12, 13, 14, 15, 19, 21, 22, 32, 33 Theoretical Exercises 2, 3 Chapter 2
|
| Homework 2 due Oct 12 | Chapter 2
Problems 12, 15, 21, 43, 44, 45, 52, 56 Theoretical Exercises 15 Chapter 3
Chapter 4
|
| Homework 3 due Oct 26 | Chapter 4
Problems 32, 38, 43, 48, 52, 58, 60 Theoretical Exercises 2[4], 7[9], 27 Chapter 5
|
| Homework 4 due Nov 9 |
Chapter 5
Problems 39, 40 Theoretical Exercises 17[16], 29[28], 31[30] Chapter 6
Chapter 7
|
| Homework 5 due Nov 30 | Chapter 7
Problems 30, 33, 34, 36, 41, 42, 45, 53, 56, 65, 75 Theoretical Exercises 10, 15, 19, 48, 52 Chapter 8
|