MS&E 120

Probabilistic Analysis

Concepts and tools for the analysis of problems under uncertainty, focusing on model building and communication: structuring, processing, and presentation of probabilistic information. Examples from legal, social, medical, and physical problems. Spreadsheets illustrate and solve problems as a complement to analytical closed-form solutions. Topics: axioms of probability, probability trees, random variables, distributions, conditioning, expectation, change of variables, and limit theorems. Prerequisite: MATH 51. Recommended: knowledge of spreadsheets. (Autumn Quarter)

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