Thursday, May 21, 2015

edX - 6.041x: Introduction to Probability Review



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 including basic axioms of probability, conditional probability and independence, discrete and continuous random variables, Bayesian inference and the probabilistic underpinnings of classical statistics. The course grade is based on lecture comprehension questions, weekly homework assignments, 2 midterms and 1 final exam. The midterms are worth 15% apiece and the final is worth 30% so good performance on the exams is paramount to getting a good score. You need a total of 60% to pass and it isn't quite as easy to achieve that mark as it is in most MOOCs.



Weekly content consists of 2-4 lecture sequences covering different aspects of a particular topic in probability. Each lecture sequence contains about an hour of video in 5 to 15 minute segments and most video segments are followed by graded comprehension questions. The lecture videos themselves are crisp and the professor is good at explaining the material at a pace that doesn't overload you with too much information too quickly. There can be quite a bit of mathematical notation on the screen at times, but it is well-organized. Each week also has a series of solved problem videos where TAs walk you through applying the material in lecture to problems that are similar to those you will see in the homework. The solved problems sections add another 1 to 2 hours of video content per week.



Pure math courses usually aren't that fun because they spend a lot of time dealing with proofs and theory and not so much time dealing with the real world. This course can be a slog at times because it is long and there is a lot to absorb and remember, but after building up the basic tools of probably in the first few weeks, later weeks focus on more interesting extensions and applications. You won’t find another intro to probability with greater depth and breadth. This course is best suited for technical and math-minded people who will have to work with and apply probability in future coursework or in their professional lives. If you're looking for an intro that just gets you up to speed on the rudiments of every-day probability like coin flipping and dice rolling this course is overkill.



6.041x: Introduction to Probability is a great course for those serious about forming a solid foundation in probability. As professor Tsitsiklis states early on, "the first step in fighting an enemy like randomness is to study and understand your enemy." At the end of this course you will be armed with the tools necessary to wage a well-reasoned war against uncertainty.


I give 6.041x: Introduction to Probability 5 out of 5 stars: Excellent.





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