Prof. Munther Dahleh
6.041 / 6.431
This course is offered both to undergraduates (6.041) and graduates (6.431), but the assignments differ. 6.041/6.431 introduces students to the modeling, quantification, and analysis of uncertainty. Topics covered include: formulation and solution in sample space, random variables, transform techniques, simple random processes and their probability distributions, Markov processes, limit theorems, and elements of statistical inference.
MITx offers a free version of this subject on edX. Please register to get started:
Dahleh, Munther. 6.041 Probabilistic Systems Analysis and Applied Probability, Spring 2006. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2006 (Accessed). License: Creative Commons BY-NC-SA