Fundamentals of Probability OpenCourseWare: MIT's Free Online Graduate Level Probability Course

Published Jan 15, 2009

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'Fundamentals of Probability,' an OpenCourseWare offered by the Massachusetts Institute of Technology, provides background material to support students who use probability in their research projects. This course is suited to graduate students in computer science or electrical engineering who have studied probability in undergraduate courses and who have some mathematical maturity.

Fundamentals of Probability: Course Specifics

Degree Level Free Audio Video Downloads
Graduate Yes No No Yes

Lectures/Notes Study Materials Tests/Quizzes
No Yes Yes

Fundamentals of Probability: Course Description

This OpenCourseWare from the Massachusetts Institute of Technology (MIT) is for first-year or second-year graduate students in electrical engineering or computer science who need to use probability at a fairly sophisticated level in their research. The course assumes that students have some mathematical maturity and a basic knowledge of undergraduate-level probability. It covers many of the same subjects as MIT's OpenCourseWare on 'Probabilistic Systems Analysis and Applied Probability,' but more quickly and with more detail, and additional topics are covered. The subjects you could learn include limit theorems, Bernoulli and Poisson processes, language and terminology, conditional distributions and expectations, finite Markov chains and measure theory's key results. MIT's Professor John Tsitsiklis teaches the on-campus course about the basics of probability on which this OpenCourseWare is based.

This OpenCourseWare about the fundamentals of probability includes reading handouts, a reading list sorted by topic, midterm and final exams and review material for the exams. If you'd like more information about this free course, visit the fundamental probability course page.