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Introduction to Probability - The Science of Uncertainty

Massachusetts Institute of Technology via edX

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Overview

The world is full of uncertainty: accidents, storms, unruly financial markets, noisy communications. The world is also full of data. Probabilistic modeling and the related field of statistical inference are the keys to analyzing data and making scientifically sound predictions.

Probabilistic models use the language of mathematics. But instead of relying on the traditional "theorem - proof" format, we develop the material in an intuitive -- but still rigorous and mathematically precise -- manner. Furthermore, while the applications are multiple and evident, we emphasize the basic concepts and methodologies that are universally applicable.

The course covers all of the basic probability concepts, including:

  • multiple discrete or continuous random variables, expectations, and conditional distributions
  • laws of large numbers
  • the main tools of Bayesian inference methods
  • an introduction to random processes (Poisson processes and Markov chains)

The contents of this course are essentially the same as those of the corresponding MIT class (Probabilistic Systems Analysis and Applied Probability) -- a course that has been offered and continuously refined over more than 50 years. It is a challenging class, but it will enable you to apply the tools of probability theory to real-world applications or your research.

Taught by

Patrick Jaillet and John Tsitsiklis

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Reviews for edX's Introduction to Probability - The Science of Uncertainty
4.9 Based on 20 reviews

  • 5 stars 85%
  • 4 stars 15%
  • 3 star 0%
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  • 1
Dolly Y
5.0 2 years ago
by Dolly is taking this course right now, spending 14 hours a week on it and found the course difficulty to be hard.
This course is very thorough and challenging.The learning curve could be steep at times,but don't get frustrated.

The problem sets are structured to deepen your understanding of the materials.I partially completed it a year before,but taking it again makes me realize how important it is to review according to the forgetting curve. The course support is excellent too!

When you struggle with problem sets that "threatens" to fill your weekends,say this to yourself:

"Doing things we know how to do well is enjoyable, and that’s exactly the opposite of what…
Was this review helpful to you? Yes
Gregory S
5.0 3 years ago
by Gregory completed this course and found the course difficulty to be hard.
6.041x: Introduction to Probability - The Science of Uncertainty is a comprehensive 16-week introduction to probability offered by MIT through the edX MOOC platform. Although this course is dubbed an “introduction” it is not easy. You need familiarity with differential and integral calculus to understand some of the material, and the course can easily take 10-15 hours per week. Given its 16-week duration, the time commitment required to get through everything is much higher than the average MOOC. The course touches on all the major topics you need to gain a solid understanding of probability i…
30 people found
this review helpful
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Anonymous
5.0 5 years ago
Bart completed this course.
The best courses I have taken. I have some prior experience but that is very rusty and definitely not as extensive as the topics in this course.

The professor has a very clear way of explaining the topics. There is hardly any repetition and a good balance of proving and not proving concepts using math.

The best aspect about this course are the exercises. They are a valuable learning tool in themselves. Most exercises use sub answers and the problem often progresses to a more complex problem yielding in depth understanding of the material.

Many exercises c…
18 people found
this review helpful
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Hchan H
5.0 3 years ago
by Hchan completed this course, spending 8 hours a week on it and found the course difficulty to be medium.
Many online courses are watered down in some way, but this one feels like a proper rigorous exercise-driven course similar to what you'd get in-person at a top school like MIT. The professors present concepts in lectures that have obviously been honed to a laser focus through years of pedogogical experience - there is not a single wasted second in the presentations and they go exactly at the right pace and detail for you to understand the concepts. The exercises will make you work for your knowledge and are critical for really internalizing the concepts. This is the best online course I have taken in any subject.
11 people found
this review helpful
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Siddharth G
5.0 3 years ago
by Siddharth completed this course, spending 14 hours a week on it and found the course difficulty to be medium.
This is the most beautifully designed course I have ever attended in my life, having completed first 4 weeks, it has been both rigorous and to the point. This course questions the whole pedagogy that I have faced in India. If someone fails to attempt the questions after the lectures, it is because of his inefficiency of grasping the concepts, the questions are designed in such a way that they would test your learning to the core.
7 people found
this review helpful
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Jiting T
5.0 a year ago
by Jiting completed this course, spending 16 hours a week on it and found the course difficulty to be hard.
This is an introductory course on probability theory, but, it's very hard (after all, it's from MIT). The materials, which have covered all the related topics on probability, are organized quite well and illustrated in a gradual and clear way. A lot of difficult exercises are required, but they are very useful to help students understand the concepts and master the calculation ways. The whole course lasts for 16 weeks (oh my god!), but when I insist on to the end, I have learnt so much and feel so satisfied. Thank you, Prof. John Tsitsiklis and the course staff!
Was this review helpful to you? Yes
Jinqiang Z
5.0 7 months ago
by Jinqiang completed this course, spending 10 hours a week on it and found the course difficulty to be very hard.
I tried 2 or 3 times for the course, it's very hard. It's hard because it has more content than a usual probability course. The professor is very good, nice accent, smart guy.

It's good to have some calculus knowledge prior to this course, because you don't want to handle the difficulty from the course itself, as well as the technique issue from calculus. At the end of the course, the classical part of the probability is quite different from the front parts, I don't feel I had a firm grasp of the ideas, I guess at some point I need to revisit this part.
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Soumyadeep R
5.0 2 years ago
Soumyadeep is taking this course right now, spending 8 hours a week on it and found the course difficulty to be medium.
This is my 2nd online course from MIT. It's indeed the best introduction to probability theory I've ever had. I had no intuition about the subject,and moreover I used to think it's something which can't be done by myself. But as the course is going on, I'm finding myself not only good in probability,and it has also created a love for probabilistic models that ,I guess,truly govern everything around us. Enjoying so far : )
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Prashant S
5.0 9 months ago
by Prashant completed this course, spending 40 hours a week on it and found the course difficulty to be hard.
-Its a very good course which deals with concepts.

-Quizzes tests your understanding.

-Requires good books for help.

-Requires effort.

-High quality video .

-High quality quizzes.

-But I feel some concepts could be explained easily.
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Harish R
5.0 11 months ago
by Harish completed this course, spending 9 hours a week on it and found the course difficulty to be hard.
One of the best ever MOOCs. Very challenging. This should be in top 10 MOOCs of all time. Overall it is worth all the time we invest
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Dhawal S
5.0 4 years ago
by Dhawal is taking this course right now, spending 15 hours a week on it and found the course difficulty to be hard.
2 people found
this review helpful
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Christopher G
5.0 4 years ago
by Christopher completed this course, spending 10 hours a week on it and found the course difficulty to be hard.
1 person found
this review helpful
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Met B
4.0 3 years ago
by Met completed this course.
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Tai T
5.0 4 years ago
by Tai completed this course, spending 6 hours a week on it and found the course difficulty to be hard.
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John A
5.0 2 years ago
by John completed this course.
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Wildan R
4.0 3 years ago
by Wildan completed this course.
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Hamdy M
5.0 2 years ago
by Hamdy completed this course.
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Marat M
5.0 3 years ago
by Marat is taking this course right now, spending 8 hours a week on it and found the course difficulty to be hard.
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Raphael F
5.0 2 years ago
Raphael completed this course.
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Ipsita B
4.0 4 years ago
by Ipsita is taking this course right now, spending 2 hours a week on it and found the course difficulty to be medium.
0 person found
this review helpful
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  • 1

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