IEORE3658 Probability for Engineers
3 pts. Lect: 3. Solid knowledge of calculus, including multiple variable integration. For undergraduates only. This course is required for the OR:FE concentration. This class must be taken during (or before) the third semester. Students who take IEOR E3658 may not take SIEO W3600 or W4150 due to significant overlap. This is an introductory course to probability theory, and does not assume any prior knowledge of the subject. The course aims to teach students the foundations required to use probability in applications, but the course itself is theoretical in nature. The content and pace of the course is best suited for students (undergraduates) with strong mathematical skills. The course begins with the basic definitions and axioms of probability and then introduces the notions of independence and conditional probability. The majority of the course focuses on random variables, both continuous and discrete, and covers the topics of expectation, variance, conditional distributions, conditional expectation and variance, and moment generating functions. The course ends with the Central Limit Theorem for sums of random variables. The method of instruction consists of lectures, recitations, weekly homework, and in-class exams.