MS&E 121

Introduction to Stochastic Modeling



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Prerequisites

 

Students should have a working knowledge of calculus at the level of Math 51, including differentiation and integration of functions of a single variable. Students are also expected to have had previous exposure to basic probability (at the level of either MS&E 120 or Stat 116). Exposure to matrix notation and basic linear algebra is also important. 

 

 

Topics You Should Know Entering MS&E 121:

 

Probability:


Setting up "word problems" as probability calculations
Independence
Conditional probability
Computing probabilities via conditioning
Bayes' formula
Random variables
Convolution
Expected values
Computing expected values via conditioning
Variance and standard deviation
Special distributions:
          Bernoulli
          Binomial
          Geometric
          Poisson
          Uniform
          Exponential
          Gamma 
          Normal
Law of large numbers
Central limit theorem    

Calculus:

Integrating basic functions of one variable
Differentiating functions of a single variable
Maximizing/minimizing functions of a single variable
Fundamental theorem of calculus

Linear Algebra:

Writing systems of linear equations using vector/matrix notation
Calculating the sum and product of two matrices
Calculating the n'th power of a matrix

 

 

MS&E 121 Pre-Quiz:

 

There is a pre-quiz that you should take before starting MS&E 121. This quiz is intended to be a self-assessment tool on the quantitative abilities students will need in MS&E 121 to be successful.

You can download the pre-quiz from here.