STP 425 (SP25)

Textbook: (1) Sheldon M. Ross, Introduction to Probability Models, 10th edition, Academic Press. (2) Robert P. Dobrow, Introduction to Stochastic Processes with R, Wiley. 

Syllabus

Calendar

HANDWRITTEN LECTURE NOTES:

• Complete versions 

• Incomplete versions

Midterms: 

• Midterm I

• Midterm II

Topics to  know for exams:

• Midterm I

• Midterm II

• Final exam

R scripts:

• Weather model (C,R)

• Metropolis-Hastings, small example

• Metropolis-Hastings, normal distribution

• MCMC, parameter estimation

• Yule Process and exponential growth