MS&E 120 and MS&E 220 Probabilistic Analysis September 23, 2019

Course Information and Syllabus Page 1 of 5

MS&E 120 and MS&E 220: Probabilistic Analysis

These are fast-paced, fundamental courses designed to develop an understanding of uncertain
phenomena using the theory of probability, providing students with conceptual and intuitive
insights into probabilistic reasoning and the ability to understand and analyze problems.

Course Summary
Concepts and tools for the analysis of problems under uncertainty, focusing on structuring,
model building, and analysis. Examples include engineering, medical, and physical problems.
Topics include axioms of probability, probability trees, belief networks, random variables,
distributions, conditioning, inference, expectation, change of variables, and limit theorems.
Prerequisite: multivariate integral calculus at the level of CME 100 (or MATH 51)
Undergraduates should register for MS&E 120 for 5 units,
Graduate students should register for MS&E 220 for 3-4 units.

Course Learning Objectives

By the end of the quarter, students should be able to
• make reasonable assumptions about real uncertain situations to build simple models that
predict what is true or what might happen;
• use engineering principles to analyze the behavior of those simple models;
• represent the relationships among uncertain quantities and events in multiple ways; and
• update beliefs about what is true or what might happen based on new information.
We assess each of these skills through homework, quizzes, and the final exam.

Course Staff
Professor: Ross Shachter, Huang 337, [email protected], 650-353-7456
Staff Support: Rosalind Morf, Huang 339A, [email protected], 723-4173
Teaching Assistants: Tina Diao, [email protected], Huang 338I
Jamie Kang, [email protected], Huang 212U
Yueyang Liu, [email protected], Huang 143C
Methin (Art) Paspanthong, [email protected]
Yanlin Qu, [email protected], Huang 314Y
Entire Teaching Team: [email protected]
Office Hours: posted below

Course Website
The course web site is on Canvas.stanford.edu, where students can find videos of lectures and
review sessions, announcements, grades, and handouts, including lecture notes and solution sets.

Prerequisites
Students need a working knowledge of calculus at the level of CME 100, including some
multivariate integration. Please come to office hours if you need any help with the math.
MS&E 120 and MS&E 220 Probabilistic Analysis September 23, 2019
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Schedule
Students from either course can attend any of the lectures or review sessions.
Lectures: 120: Mondays and Wednesdays, 1:30-3:20pm, 420-040, not televised
220: Mondays and Wednesdays, 9:30-11:20am, Gates B1, televised
Review Session: 220: Fridays, 9:30-11:20, Gates B1, televised
Homework Review: Sundays, 7-9pm, Thornton 110 starting September 29, not televised
We expect students to attend lectures and review sessions because students who are
present, engaged, and asking questions during class gain a deeper understanding of the course
concepts and methods. We make class videos for SCPD students available for all students via
Canvas. We post lecture notes each week to enrich the learning experience for those attending
class live or online; they are not intended as an alternative to attending class.

Office Hours
Please come to office hours if you have questions or want to discuss the course concepts in more
depth. This is a good way to get to know us better and for us to get to know you, too.
Most TA office hours will be available to SCPD students via Zoom meeting ID 808-579-4027.
Office hours start during the second week of classes:
Monday: half an hour before each lecture in the classroom (Ross)
Monday: 4-5pm in Huang 203 (Yanlin)
Tuesday: 4-5pm in Huang 138 (Tina)
Tuesday: 7-9pm in Huang 203 (Jamie)
Wednesday: half an hour before each lecture in the classroom (Ross)
Wednesday: 4-5pm in Huang 203 (Yanlin)
Thursday: 9-11am in Huang 138 (Art)
Thursday: 1:30-3:30pm in Huang 138 (Yueyang)
Friday: 8:15-9:15 in Huang 138 (Tina)

Required Textbook
The required textbook for the course is
Sheldon Ross, A First Course in Probability, Pearson, 2019 (Tenth Edition).
You can use the eighth or ninth edition instead, and copies are on reserve in the Terman
Engineering Library in Huang.

Ways of Thinking
Undergraduate students registered in MS&E 120 can acquire Ways of Thinking in Formal
Reasoning (intuitively understand a number of fundamental probabilistic reasoning concepts
based on a mathematical foundation) and Applied Quantitative Reasoning (solve real world
problems under uncertainty by structuring them, building models, and analyzing those models).
This course also satisfies the older Distributional Breadth GER in Engineering and Applied
Science.

SCPD Videotaping Policy

Some of the lectures and review sessions will be videotaped and posted to Canvas. These
recordings might be reused for other educational and research purposes. While the cameras are
positioned to record the instructor, a part of your image or voice might be captured.
MS&E 120 and MS&E 220 Probabilistic Analysis September 23, 2019
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Accommodations
We do our best to accommodate students who need special arrangements. Please let Ross know
as early as possible so we can make those arrangements, and we may ask you to work with
appropriate University officials for assistance and support.

Honor Code
The Honor Code is taken seriously at Stanford University and we expect it to be respectfully
observed by the course staff and students. Simply put, it places the responsibility for ensuring
honest behavior on the students rather than the course staff, and violations should not be
tolerated. The quizzes and final examination are strictly individual work and you may not
consult on them with others. You may consult with others on the homework assignments, but
you must acknowledge by name any sources of help with the work you submit for grading.
Please check with Ross if you have any questions about what is permitted.

Grades
Course grades are based on the percentages of the best possible score for each of the following
components:
10% homework (after dropping worst one),
30% quizzes (after dropping worst one),
45% final exam, and
15% maximum of the quizzes and the final exam, yielding an overall percentage of the
best possible score. Any student who gets more than 90% of the best possible score will receive
at least an A grade; 80% at least a B; and 70% at least a C.
The worst homework grade and quiz grade will be dropped to allow for illness, a tough
week, or whatever, but we encourage you to learn what you missed.
Grades will be assigned separately for the students registered in MS&E 120 and 220.
Borderline decisions will be affected by class participation, including the class survey,
recognizing that SCPD students can only interact in TA office hours.

Remote Submissions
Please submit your homework, quizzes, and final examination solutions to Gradescope.com,
using entry code M5DKKR, if necessary. Submissions should be PDF files, and you should
ensure that all answers are legible. Submission instructions and recommendations for PDF
scanning by smartphone are available at gradescope.stanford.edu.

Quizzes and Final Examination

The quizzes and final examination are strictly individual work and you may not consult on
them with others.
There will be five quizzes during the quarter, available on Canvas noon on Fridays, and
due on Gradescope by noon on Sunday, as described under Remote Submissions. Because we
post solution sets, we cannot accept late quizzes.
The final examination will be available on Canvas noon on Wednesday, December 11, and due
on Gradescope by noon on Thursday, December 12, as described under Remote Submissions.
We have a strict grading deadline and we cannot accept late final exams.
All students are responsible for ensuring that they can take the quizzes and final exam.
MS&E 120 and MS&E 220 Probabilistic Analysis September 23, 2019
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Homework
Solving the homework yourself is the best way to learn the material and prepare for the quizzes
and final examination. Please submit your solutions via Gradescope.com by 11pm on Mondays,
as described under Remote Submissions. Come see us, early and often, if you have questions. It
is important to stay current with the course material and not fall behind. We cannot help you
unless you help yourself first. Because we post solution sets, we cannot accept late homework.
You are welcome to work with others to master the principles and approaches used to
solve homework problems (but not on the quizzes and final exam), although the work you turn
in should be your own. Simply copying the work of others provides you no educational value
and would violate the spirit of the Honor Code. In the spirit of academic integrity and the Honor
Code, you must acknowledge all of the people and materials you have consulted, including
course staff and any non-course websites, in preparing your submissions.

Assignment Problems from the Text, Tenth Edition [eighth or nine editions in brackets]

Homework 1 Chapter 1 Problems 3, 7, 8, 14[12], 15[13], 16[14], 17[15], 21[19], 23[21], 24[22]
Theoretical Exercises 2, 3
Chapter 2 Problems 1, 3, 9, 13; Theoretical Exercises 6

Homework 2 Chapter 2 Problems 12, 15, 21, 43, 44, 45, 52, 56; Theoretical Exercises 15
Chapter 3 Problems 2, 16[15], 18[17], 21[20], 23[22], 27[25], 30[28], 41[39],
46[44], 51[49]

Homework 3 Chapter 3 Problems 58[53], 60[55], 64[59], 65[60], 70[66]

Theoretical Exercises 11, 28
Chapter 4 Problems 2, 21, 23, 29, 31; Theoretical Exercises 7

Homework 4 Chapter 4 Problems 32, 38[37], 39[38], 44[43], 49[48], 55[52], 61[58], 63[60]
Theoretical Exercises 2, 28[27]
Chapter 5 Problems 1, 10; Theoretical Exercises 7, 29

Homework 5 Chapter 5 Problems 15, 18, 20, 24, 28, 29, 32, 34, 36[35], 40[39], 42[40]
Theoretical Exercises 13, 14, 16, 17, 31
Chapter 6 Problems 2, 4, 65[61]

Homework 6 Chapter 6 Problems 10, 12, 16, 19, 20, 23, 30, 47[43], 60[56], 61[57]
Theoretical Exercises 8, 9, 14, 22

Homework 7 Chapter 7 Problems 5, 7, 10, 11, 12, 18, 22; Theoretical Exercises 11[10]
Plus additional problems, not from the textbook

Homework 8 Chapter 7 Problems 30, 33, 34, 36, 43[41], 44[42], 47[45], 55[53], 58[56], 70[65]
Theoretical Exercises 20[19]

Homework 9 Chapter 7 Problems 80[75]; Theoretical Exercises 49[48], 53[52]

Chapter 8 Problems 1, 2, 3, 4, 10, 11, 13, 14, 15; Theoretical Exercises 8
MS&E 120 and MS&E 220 Probabilistic Analysis September 23, 2019
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Course Schedule

The text section numbers cited refer to the course textbook.

All assignments – homework, quizzes, and final examination – are submitted to gradescope.com

Homework Due
Dates Lecture and Review Topics Text Sections 11pm Next Monday

Sept 23-29 Combinatorics, Axioms 1.1-2.4 Homework 1

Sept 30-Oct 6 Axioms, Conditioning 2.5-3.3 Homework 2

Quiz available Friday noon, Oct 4;
due noon on Sunday, Oct 6

Oct 7-13 Conditioning, Discrete Random Variables 3.4-4.5 Homework 3

Oct 14-20 Discrete RVs, Continuous RVs 4.6-5.3 Homework 4

Quiz available Friday noon, Oct 18;
due noon on Sunday, Oct 20

Oct 21-27 Continuous RVs, Dependent RVs 5.4-6.1, 6.8 Homework 5

Oct 28-Nov 3 Dependent Random Variables 6.2-6.7 Homework 6

Quiz available Friday noon, Nov 1;
due noon on Sunday, Nov 3

Nov 4-10 Belief Networks, Expectation handout Homework 7

7.1-7.3

Nov 11-17 Expectation 7.4-7.6 Homework 8

Quiz available Friday noon, Nov 15;
due noon on Sunday, Nov 17

Nov 18-24 Expectation, Bounds, Limit Theorems 7.7, 8.1-8.5 Homework 9

Quiz available Friday noon, Nov 22;
due noon on Sunday, Nov 24

Nov 25-Dec 1 Thanksgiving Holiday

Dec 2-8 Course Review 9.1

Dec 11-12 Final Examination

Available Wednesday noon, Dec 11;
due noon on Thursday, Dec 12