STATS 100A - Introduction to Probability

Summer Session A 2026

Probability is the mathematics of uncertainty and the foundation of statistics, machine learning, and data science. This course covers probability spaces, conditioning and Bayes' rule, random variables, discrete and continuous distributions, joint distributions, covariance and correlation, conditional expectation, the law of large numbers, and the central limit theorem.

The course is organized around a few recurring themes: events as indicator functions, distributions as the central objects, named distributions arising from mechanisms or limits, the joint distribution as the complete description of a random system, and concentration as the reason statistical estimation works.

General info

Resources

Textbook

Assessment

Component Weight Notes
Homework 10% Six weekly sets, lowest dropped; written problems plus a short Python simulation component in one PDF
Midterm 40% Monday, July 13; covers Lectures 1-6
Final exam 50% Cumulative, weighted toward the second half

Homework includes Python simulation problems. You can use Google Colab to run the starter notebooks.

Tentative syllabus

Lec Date Topic Reading Due
1 Jun 22 What is probability? Spaces, events, counting Ch. 1
2 Jun 24 Conditioning, Bayes' rule, independence Ch. 2
3 Jun 29 Random variables and discrete distributions Ch. 3 HW 1
4 Jul 1 Expectation, the indicator method, the Poisson limit Ch. 4
5 Jul 6 Continuous random variables; universality of the uniform Ch. 5 HW 2
6 Jul 8 Moments and moment generating functions; midterm synthesis Ch. 6
MT Jul 13 Midterm; joint distributions I Ch. 7.1 HW 3
8 Jul 15 Joint distributions II: covariance and correlation Ch. 7.2-7.3
9 Jul 20 Conditional expectation and prediction Ch. 9 HW 4
10 Jul 22 Concentration: the law of large numbers, Monte Carlo Ch. 10.1-10.2
11 Jul 27 The central limit theorem; inference, both ways Ch. 10.3 HW 5
12 Jul 29 Synthesis, capstone, and final review

HW 6 is a short set on the central limit theorem.

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