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IEOR E3658 Probability for engineers. 3 points.

Lect: 3.

Prerequisites: Solid knowledge of calculus, including multiple variable integration.

For undergraduates only. Required for the OR:FE concentration. Must be taken during (or before) the third semester. Students who take IEOR E3658 may not take W4150 due to significant overlap. Recommended: strong mathematical skills. Introductory course to probability theory, and does not assume any prior knowledge of the subject. Teaches foundations required to use probability in applications, but the course itself is theoretical in nature. Basic definitions and axioms of probability and notions of independence and conditional probability introduced. Focus on random variables, both continuous and discrete, and covers topics of expectation, variance, conditional distributions, conditional expectation and variance, and moment generating functions. Also Central Limit Theorem for sums of random variables. Consists of lectures, recitations, weekly homework, and in-class exams.

Fall 2018: IEOR E3658
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3658 001/70871 T Th 11:40am - 12:55pm
405 Milbank Hall
Daniel Lacker 3 96/150
IEOR 3658 R01/76769 F 3:00pm - 4:00pm
Room TBA
3 0/0