Elements of probability calculus

MATH0062-1, University of Liège, Spring

Instructors:
Lecturer: Pierre Sacré
Teaching assistants: Anaëlle De Worm, Antoine Evens, Christian Fernandez Lorden
Student teaching assistants: Arthur de Landsheere, Arnaud Innaurato, Lucie Lejeune

Lectures: Tuesdays, 3:45pm-5:45pm (roll a dice or check CELCAT for location)

Communication: Ed Discussion is our primary digital channel for communication about the course. Sign up here: (choose EU region, use your @student.uliege.be email address). An announcement about the course organization is waiting for you there.

Announcements

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Schedule and materials

Slides are made available as the semester progresses.

This tentative schedule is subject to change.

Review session on counting and sets [podcast, slides].

Date 1:45pm-3:45pm 3:45pm-5:45pm
Tue 03/02
0. Overview [slides]
1. Probability and counting [slides]
2. Conditional probability and Bayes' rule [slides]
Tue 10/02 Exercises 1 + 2 [list]
Tue 17/02 No class (Mardi Gras) No class (Mardi Gras)
Tue 24/02 3. Discrete random variables [slides]
Tue 03/03 Exercises 3 [list]
Tue 10/03 4. Continuous random variables [slides]
Tue 17/03 5. Joint distributions [slides]
Tue 24/03 Exercises 4 [list]
Wed 31/03 Exercises 5 [list]
Tue 07/04 6. Conditional expectation [slides]
Tue 14/04 Exercises 6 [list] 7. Transformations [slides]
8. Inequalities and limit theorems [slides]
Tue 21/04 No class (Easter holidays) No class (Easter holidays)
Tue 28/04 No class (Easter holidays) No class (Easter holidays)
Tue 05/05 Exercises 7 + 8 [list] Q&A
Tue 12/05 Review session
- Examples of conceptual questions
- Solutions of past exam questions

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Book

book image Introduction to Probability

Joseph K. Blitzstein and Jessica Hwang

Chapman and Hall/CRC, 2nd edition, 2019

(freely viewable from authors website)

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Archives

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