Anna Janicka -- Probability Calculus 2018/2019

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            LECTURES

                        - Lecture 1             Presentation 1             Introduction to probability.

                        - Lecture 2             Presentation 2             Conditional Probability.

                        - Lecture 3             Presentation 3             Independence of events. Bernoulli process. Poisson Theorem.

                        - Lecture 4             Presentation 4             Introduction to random variables.

                        - Lecture 5             Presentation 5             Cumulative Distribution Function.

                        - Lecture 6             Presentation 6             Quantiles. Expected value of a RV.

                        - Lecture 7             Presentation 7             Variance. Moments.

                        - Lecture 8             Presentation 8             Random Vectors.

                        - Lecture 8             Presentation 9             Random Vectors - cont.

                        - Lecture             Presentation 10             Independence of random variables.

                        - Lecture             Presentation 11             Conditional Expectation.

                        - Lecture             Presentation 12             Chebyshev inequalities. Convergence of random variables. Laws of Large Numbers

                        - Lecture             Presentation 13             Central Limit Theorem

                        - Lecture             Presentation 14             Markov Chains

                        - Lecture             Presentation 15             Markov Chains -- cont. Some important distributions.

            PROBLEM SETS

                        - Problem set 1

                        - Problem set 2

                        - Problem set 3

                        - Problem set 4

                        - Problem set 5

                        - Problem set 6 Problem set 5+6 (for those groups which did not have classes on October 31st)

                        - Problem set 7

                        - Problem set 8

                        - Problem set 9

                        - Problem set 10

                        - Problem set 11

                        - Problem set 12

                        - Problem set 13

                        - Problem set 14

            HOMEWORK

                        - Homework set 1 (to be returned on October 10th)

                        - Homework set 2 (to be returned on October 17th)

                        - Homework set 3 (to be returned on October 24th)

                        - Homework set 4 (to be returned on October 31st)

                        - Homework set 5 (to be returned on November 14th)

                        - Homework set 6 (to be returned on November 21st)

                        - Homework set 7 (to be returned on November 28th)

                        - Homework set 8 (to be returned on December 12th)

                        - Homework set 9 (to be returned on December 19th)

                        - Homework set 10 (to be returned on January 9th)

                        - Homework set 11 (to be returned on January 16th)

            ADDITIONAL MATERIALS

                      - Course  Rules

                      - Midterm 2017 2016 2015 2014 2013 2012

                      - Final Exam, 1st term  2017 2016 2015 2014 2012

                      - Final exam, 2nd term 2017 2016 2015 2014 2013 2012

            ARCHIVE