[944] HW2
Gautam Iyer
gi1242+944 at cmu.edu
Wed Nov 1 20:54:21 EDT 2017
Hi All,
Homework 2 is now online. It is due before class starts, one week from
today. The homework has lots of questions on martingales and conditional
probabilities and should help digesting these concepts. (I will briefly
talk about Martingales again in Mondays lecture.)
Solutions to HW1 will be online Friday after 2:45pm, just in case I get
a few late homework submissions.
A few notes:
1. Please scan in your homework as a PDF and submit it on Canvas. Do
not hand it in physically.
2. Recitation on Friday by your TA David at 9:30AM will have lots of
examples.
In terms of class: conditional expectation and conditional probabilities
are one of the hardest concepts to grasp in the measure theoretic
probability framework. It is, however, fundamental and will be used
repeatedly. If you look at the notes, I wrote two independent treatments
of this, one in section 2.4.1 and the other in Section 2.4.2. I followed
section 4.2 in class today. You might want to read 2.4.1 for a different
perspective and extra motivation.
Best,
Gautam
--
A computer scientist is someone who, when told to 'Go to Hell', sees the
'go to', rather than the destination, as harmful.
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