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MS&E 220: Probabilistic Analysis

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, and physical problems. Spreadsheets illustrate and solve problems as a complement to analytical closed-form solutions. Topics: axioms of probability, probability trees, random variables, distributions, conditioning, expectation, change of variables, and limit theorems. Prerequisite: multivariable calculus and linear algebra. Recommended: knowledge of spreadsheets.
Terms: Aut, Sum | Units: 3-4 | Grading: Letter or Credit/No Credit
Instructors: Chiu, S. (PI)
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