Part I: The Fundamentals

The videos in Part I introduce the general framework of probability models, multiple discrete or continuous random variables, expectations, conditional distributions, and various powerful tools of general applicability.

The textbook for this subject is Buy at Amazon Bertsekas, Dimitri, and John Tsitsiklis. Introduction to Probability. 2nd ed. Athena Scientific, 2008. ISBN: 9781886529236.

The authors have made this Selected Summary Material (PDF) available for OCW users.

L = Lecture Content

S = Supplemental Content

SES # & TOPICS SLIDES
Lecture 1: Probability Models and Axioms

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Lecture 1 Slides (PDF - 1.5MB)

Lecture 1 Slides Annotated (PDF)
Lecture 1 Supplement: Mathematical Background

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Math Overview Slides (PDF)
Lecture 2: Conditioning and Bayes' Rule

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This resource may not render correctly in a screen reader.Lecture 2 Slides (PDF - 3.3MB)

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Lecture 3: Independence

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Lecture 3 Slides (PDF)

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Lecture 4: Counting

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Lecture 4 Slides (PDF - 1.0MB)

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Lecture 5: Discrete Random Variables Part I

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Lecture 5 Slides (PDF - 1.9MB)

Lecture 5 Slides Annotated (PDF - 1.1MB)
Lecture 6: Discrete Random Variables Part II

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This resource may not render correctly in a screen reader.Lecture 6 Slides (PDF - 1.4MB)

Lecture 6 Slides Annotated (PDF - 1.1MB)
Lecture 7: Discrete Random Variables Part III

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Lecture 7 Slides (PDF - 1.1MB)

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Lecture 8: Continuous Random Variables Part I

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This resource may not render correctly in a screen reader.Lecture 8 Slides (PDF - 3.2MB)

Lecture 8 Slides Annotated (PDF - 1.2MB)
Lecture 9: Continuous Random Variables Part II

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Lecture 9 Slides (PDF - 1.7MB)

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Lecture 10: Continuous Random Variables Part III

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This resource may not render correctly in a screen reader.Lecture 10 Slides (PDF - 1.5MB)

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Lecture 11: Derived Distributions

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Lecture 11 Slides (PDF)

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Lecture 12: Sum of Independent R.V.s. Covariance and Correlation

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Lecture 13: Conditional Expectation & Variance Revisited; Sum of a Random Number of Independent R.V.s

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Lecture 13 Slides (PDF - 1.2MB)

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