Courses:

Probabilistic Systems Analysis and Applied Probability >> Content Detail



Syllabus



Syllabus

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Included in this opening day handout:

  1. General Information (please digest it before next lecture)
  2. Statement on Collaboration, Honesty, and Other Stuff


General Information


Welcome to 6.041/6.431! This fundamental course is concerned with the nature, formulation, and analysis of probabilistic situations. No previous experience with probability is assumed.



6.041 and 6.431


Students intending to take the undergraduate version of the course need to sign up for 6.041, while those intending to take the graduate version should sign up for 6.431, which includes full participation in 6.041, together with some additional homework problems, additional topics, and possibly different quiz and exam questions. 6.041/6.431 has three types of class sessions: lectures, recitations, and tutorials. The lectures and recitations each meet twice a week. In addition, there will be a tutorial once a week, which is not mandatory, but is highly recommended.



Lectures


Lectures serve to introduce new concepts. They have an overview character, but also include some derivations and motivating applications. You are expected to attend. Lectures are at 12-1 p.m. on Mondays and Wednesdays.



Recitations


Recitations meet on Tuesdays and Thursdays, and attendance is mandatory. In recitation, your instructor elaborates on the theory, works through new examples with your participation, and answers your questions about them. The recitation assignments will be made based on the recitation and tutorial schedule forms you complete and turn in immediately at the end of the first lecture. The recitation assignments are available in the recitations section. Requests for a change of recitation must include a revised listing of your schedule, and should be submitted promptly by e-mail to the head TA by 5 p.m. on Friday, two days after lecture 1.



Advanced Recitation Section for 6.041


We may offer a more advanced section that is faster paced than usual 6.041 recitations. If you are interested, indicate it on the recitation/tutorial schedule form at the back.



Tutorials


Tutorials for 6.041 and 6.431 meet on Thursday afternoons and Fridays, and will be assigned in response to the recitation and tutorial schedule form, within a few days. In tutorial, you discuss and solve new examples with a little help from your classmates and your instructor. Tutorials are active sessions to help you develop confidence in thinking about probabilistic situations in real time. Tutorials are not mandatory, but are highly recommended. Past students have found them to be very helpful. The TA who leads the tutorial you are assigned to, will be your first point of contact for questions on the problem sets. Tutorial assignments are available in the recitations section. Requests for a change of tutorial must include a revised listing of your schedule, and should be submitted promptly by e-mail to the head TA by 5 p.m. on Friday, two days after lecture 1.



First Week


There will be no tutorials during the first week of classes. For the first recitation, if you are unsure of your section, you may attend a "random" one. (You must attend your assigned section thereafter.)

Individual meetings with your recitation instructor and TA are encouraged. We want to help! They will both give you their office hours at the first recitation or tutorial meeting. If you have already made a reasonable effort, your instructor or TA will be glad to help you with homework problems, before or after they are due. However, do not expect either of them to work with you if you have not yet carefully read the relevant material in both the lecture handouts and the text.



Prerequisites


The prerequisite for 6.041 and 6.431 is 18.02, or a year of college level calculus for those with undergraduate degrees from other universities. Students who have not completed the prerequisite with a grade of A, B, C, or P may not enroll.



Text


The text for this course is: Bertsekas, Dimitri P., and John N. Tsitsiklis. Introduction to Probability. Belmont, MA: Athena Scientific Press, June 2002. ISBN: 188652940X.

Solutions to end-of-chapter problems are available in the related resources section. We recommend that you print out these solutions. A few of these problems will be covered in recitation and tutorial. The remaining ones can be used for self-study (for best results, always try to solve a problem on your own before reading the solution).

Additionally, the following books cover many of the topics in this course, although in a different style. You may wish to consult them to get a different perspective on particular topics:

  1. Drake, A. Fundamentals of Applied Probability Theory. New York, NY: McGraw-Hill, 1988. ISBN: 0070178151.

  2. Ross, S. A First Course in Probability. Upper Saddle River, NJ: Prentice Hall, 2005. ISBN: 0131856626.


Problem Sets


Problem sets will be handed out on an approximately weekly basis and will be due at the beginning of lecture on their respective due dates. Baskets will be placed outside the class room 10 minutes before lecture starts. You must put your solutions into the basket corresponding to your recitation instructor. Solutions will be handed out on the day problem sets are due, after the lecture. There will be a total of 10 problem sets.

We expect you to turn in all problem sets on time. We will record that assignments turned in late were handed in, but they will be returned to you ungraded. We grade problem sets, but often only a small, randomly chosen subset of the problems. We do distribute thorough solutions. Your TA is available to discuss your work with you, both before and after it is due.

You may encounter difficulty figuring out where your own solution of a problem went astray. There are many ways to approach most probability problems. Just agreeing with our problem solutions may not explain why your approach didn't work. Please let your instructor or TA help you whenever such issues occur.



Quizzes and Exams


There will be two quizzes, during regular class hours (12:05-12:55 p.m.), after lectures 9 and 16. There will also be a comprehensive final examination during finals week.



Conflict Exams


Arrangements for conflict quizzes and final exams, and for special exams for special needs students will be made by the head TA. The deadline to register for a conflict quiz or final exam is three weeks in advance of the quiz or exam date. If you miss a quiz or exam without prior authorization, you will need to provide the head TA with a written excuse from the MIT Medical Department or other appropriate office. We will not offer conflict quizzes or final exams to students who are absent without prior authorization or a written excuse from the Medical Department or the MIT administration.



Study Habits


In order to get the most out of the course, try to stay ahead. By the weekend, make sure you have reviewed the material covered in the lectures of the preceding week. Read the assigned material, and, if not, make sure to review the lecture slides at a minimum. This way, recitations and tutorials will be much more informative and meaningful. Make it a point to go to staff office hours if you have any questions or just want to chat about the course; we count on seeing you during the term! Also, it is a good idea to retain a copy of your homework solutions before you turn them in. This lets you compare them with our solutions right away, rather then waiting a week until the graded solutions come back to you.



Grades


Grades will be determined by your work in all aspects of this course. After all of your tutorials, problem sets, quizzes, and final exam, your instructor and TA will have a pretty good idea of your understanding of the material. Final grades are assigned in a meeting by the entire staff. Your TA is not allowed to discuss likely final grades with you.

The "formula" that will be used to determine your grade is:


activitiespercentages
First Quiz22%
Second Quiz28%
Final35%
Homework10% (Based on your best 9 out of 10 problem sets)
Interest, Effort, and Mastery5% (Your recitation instructor's and tutorial TA's combined assessment, based primarily on their personal contact with you during recitations, tutorials, and office hours.)



6.041/6.431 Statement on Collaboration, Honesty, and Other Stuff


We encourage working together whenever possible - on problem sets, in tutorials, and discussing and interpreting reading assignments. Talking about things is a great way to learn.

Regarding problem sets, the following is a fruitful (and acceptable) form of collaboration:

Discuss with your classmates possible approaches to solving the problems, and then have each one fill in the details and write her/his solution independently. An unacceptable form of dealing with problem sets is to copy a solution that someone else has written.

We discourage, but do not forbid, use of materials from prior terms that students may have access to. Furthermore, at the time that you are actually writing up your solutions, these materials must be set aside; copy-editing from a bible is not acceptable.

At the top of each homework you turn in, we expect you to briefly list all sources of information you used, other than the text, books on reserve for this course, or discussions with 6.041/6.431 staff. A brief note such as "Did homework with John Thompson and Jane Appleby in study group" or "Looked at old bible for Problem 4" would be sufficient. To use such sources without reference is plagiarism and is not acceptable.

After a quiz has been returned, we give students a limited amount of time to resubmit their quizzes for regrades if they feel that there is a problem with the grading on their exam. If you submit an exam to be regraded, do not write anything at all on the exam booklet. Please write a note on a separate sheet of paper. We will reconsider the grade based on the explanation in your note, but TAs are not allowed to discuss the grading with you personally. Any attempt to modify an exam booklet is considered a serious breach of academic honesty. We photocopy a substantial fraction of the exams before they are returned and the probability of catching a change is high.

In general, we expect students to adhere to basic, common sense concepts of academic honesty. Presenting another's work as if it were your own, or cheating in exams will not be tolerated. The appropriate authorities at MIT will be notified in cases of academic dishonesty.



Additional Help from Staff Members


Your tutorial TA and your recitation instructor will both have office hours every week. Optional quiz reviews are presented uniformly for the entire class, not for individual sections. Similarly, any supplementary handouts will be identical for all sections.



Special Personal Situations


Unforeseen events happen to many of us during the semester. If any are likely to affect your performance, please keep your TA, your recitation instructor, the head TA, or the lecturer aware of your situation. If you have quizzes immediately before or after our quizzes, we are usually able to find an arrangement that eliminates the need for you to race from one exam to another.


 








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