6.041 | Spring 2006 | Undergraduate

Probabilistic Systems Analysis and Applied Probability

Related Resources

Problem Solutions: Solutions to Problems in the Textbook (PDF)

MathPages: Probability and Statistics - A sampling of classic problems in probability and statistics.

The Normal Distribution - Tutorial A tutorial on the Normal or Gaussian distribution.

MATLAB® Probability Tutorial - MATLAB® programs dealing mostly with random variables (PDF)

The Applied Probability Trust - The home page for the non-profit foundation that publishes the Journal of Applied Probability and Advances in Applied Probability.

The Layman’s Guide to Probability Theory - An easily readable guide that covers various aspects of probability theory, with a bias to gambling games.

Math for Morons Like Us–Algebra II: Probability - A brief tutorial, focusing mainly on the topic of counting.

Common Probability Distributions - A Compendium which covers numbers of useful distributions for modeling of random data.

Al Drake’s Book

Table of Contents (PDF)

Chapter 1 - Events, Sample Space, and Probability (PDF - 1.0 MB)

Chapter 2 - Random Variables (PDF - 1.3 MB)

Chapter 3 - Transforms and Some Applications to Sums of Independent Random Variables (PDF)

Chapter 4 - Some Basic Probabilistic Processes (PDF - 1.2 MB)

Chapter 5 - Discrete-state Markov Processes (PDF - 1.3 MB)

Chapter 6 - Some Fundamental Limit Theorems (PDF)

Chapter 7 - An Introduction to Statistics (PDF)

Appendix (PDF)

Course Info

As Taught In
Spring 2006
Learning Resource Types
Simulation Videos
Simulations
Problem Sets with Solutions
Exams with Solutions
Lecture Notes