Course: MATH 170A, Probability Theory, Lecture 1, Spring 2016
Prerequisite: Math 32B and Math 33A. Not open to students with credit for Electrical Engineering 131A or Statistics 100A.
Course Content: Probability distributions, random variables and vectors, expectation.
Last update: 24 May 2016

Instructor: Steven Heilman, heilman(@-symbol)
Office Hours: Wednesdays 11AM-12PM, 1PM-2PM, Fridays, 11AM-12PM, MS 5634
Lecture Meeting Time/Location: Monday, Wednesday and Friday, 9AM-950AM, Geology 4645
TA: Joe Hughes, jfhughes(@-symbol)
TA Office Hours: Mondays 1PM-2PM, Thursdays 1PM-2PM, MS 3957
Discussion Session Meeting Time/Location: Tuesday, 9AM-950AM Geology 4645
Required Textbook: D. P. Bertsekas and John N. Tsitsiklis, Introduction to Probability, 2nd edition. (The book is freely available online, though some sections are ordered differently than the textbook.)
Other Textbooks (not required): Elementary Probability for Applications, Durrett. (or a more advanced text for someone who has at least taken 115a and 131a:) Probability: Theory and Examples, Durrett.
First Midterm: Friday, April 22, 9AM-950AM, HUMANTS 135
Second Midterm: Monday, May 16, 9AM-950AM, Geology 3656
Final Exam: Tuesday, June 7, 3PM-6PM, Boelter 5249
Other Resources: Supplemental Problems from the textbook. An introduction to mathematical arguments, Michael Hutchings, An Introduction to Proofs, How to Write Mathematical Arguments
Email Policy:

Exam Procedures: Students must bring their UCLA ID cards to the midterms and to the final exam. Phones must be turned off. Cheating on an exam results in a score of zero on that exam. Exams can be regraded at most 15 days after the date of the exam. This policy extends to homeworks as well. All students are expected to be familiar with the UCLA Student Guide to Academic Integrity. If you are an OSD student, I would encourage you to discuss with me ways that I can improve your learning experience; I would also encourage you to contact the OSD office to confirm your exam arrangements at the beginning of the quarter.
Exam Resources: Here are the exams I used when I taught this course last quarter: Exam 1 Exam 1 Solutions Exam 2 Exam 2 Solutions. Final Final Solutions. Here is a page containing old exams for another 170A class. Here is a 170A practice midterm (with solutions). Here is a 170A practice second midterm. Here is a 170A practice final. Occasionally these exams will cover slightly different material than this class, or the material will be in a slightly different order, but generally, the concepts should be close if not identical.

Homework Policy: Grading Policy:

Tentative Schedule: (This schedule may change slightly during the course.)

Week Monday Tuesday Wednesday Thursday Friday
1Mar 28: 1.1, Sets Mar 29: Homework 0 (ungraded) Mar 30: 1.2, Probabilistic Models Apr 1: 1.2, Probabilistic Models
2 Apr 4: 1.3, Conditional Probability Apr 5: Homework 1 due Apr 6: 1.3, Conditional Probability Apr 8: 1.4, Total Probability Theorem and Bayes' Rule
3 Apr 11: 1.5, Independence Apr 12: Homework 2 due Apr 13: 1.5, Independence Apr 15: 1.6, Counting
4 Apr 18: 2.1, Discrete Random Variables Apr 19: Homework 3 due Apr 20: 2.2, Probability Mass Function Apr 22: Midterm #1
5 Apr 25: 2.3, Functions of Random Variables Apr 26: Homework 4 due Apr 27: 2.4, Expectation and Variance Apr 29, 2.5, Joint PMFs, Covariance and Variance
6 May 2: 2.6, Conditioning May 3, Homework 5 due May 4: 2.6, Conditioning May 6: 2.7, Independence
7 May 9, 2.7, Independence May 10: Homework 6 due May 11: 3.1, Continuous random variables and PDFs May 13: 3.1, Continuous random variables and PDFs
8 May 16: Midterm #2 May 17: No homework due May 18: 3.2, Cumulative Distribution Functions May 20: 3.3, Normal Random Variables
9 May 23: Joint PDFs of Multiple Random Variables May 24: Homework 7 due May 25: 3.5, Conditioning May 27: 3.5, Conditioning
10 May 30: No class May 31: Homework 8 due Jun 1: The Continuous Bayes Rule Jun 3, Review of Course

Advice on succeeding in a math class:

Homework Exam Solutions Supplementary Notes