Discrete probability models. Review of discrete and continuous probability. Conditional expectations. Simulation techniques for random variables. Discrete time stochastic processes: random walks and Markov chains with applications to Monte Carlo simulation and mathematical finance. Introduction to Poisson process.

Prerequisites: Mathematics 4A or 4AI or 5A, Mathematics 8 or PSTAT 8, and PSTAT 120A. A minimum letter grade of C or better must be earned in each course.

4

Units

Optional

Grading

1, 2

Passtime

None

Level Limit

Letters and science

College
Unlocks PSTAT 160B PSTAT 170 PSTAT 176 PSTAT 276
These majors only finms actsc stsds stsap stats
HU R
Ruimeng Hu
4.5
6 reviews
AI predicted, based on past grading trends of the course and instructor, class info, and 127 other factors
ILP 3209
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09:00 AM - 09:50 AM
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ILP 4105
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ILP 4211
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Winter 2024 . Zhu Zimu
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17:00 PM - 18:15 PM
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PSTAT 160A Palaniappan V Winter 2026 Total: 177
PSTAT 160A Ichiba T Fall 2025 Total: 98
6
4.5
PSTAT-213B . Hu R 17 Days Ago

The goat of numerical analysis

0 helpful 0 unhelpful
PSTAT-213B . Hu R 1 Year, 30 Days Ago

I'm definitely biased because I come from a math background, but 213B Hu was amazing! Her lectures were very insightful and she does a good job at communicating the motivation/intuition behind each concept. Her exams, while difficult, were curved very generously. You definitely need a good grasp of analysis to fully appreciate her teaching though.

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PSTAT171 . Hu R 3 Years Ago

This class is honestly no joke. The material doesn't seem impossible but then you get the exam and ur like...lol. But Hu is super nice and cares about her student plus there was a fatty curve so overall it was chill. Hard class but curve is huge and the professor and TAs know what they're talking about

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PSTAT171 . Hu R 3 Years Ago

The course has a reputation being difficult, but Ruimeng made it doable. She provided a lot of resources, ranging from review problems to annotated slides, to help you review for the exams. Her midterm was 5 multiple choices and her final was 10 ones. The homework were graded by two randomly chosen questions. Overall, it was a enjoyable course.

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PSTAT171 . Hu R 5 Years Ago

Professor Hu is so passionate and excited about the material that sometimes she goes too fast during lecture, if you ask her she will always slow down. Material is unbelievably hard but going to office hours helps a lot. Do the weekly homework and understand the concepts thoroughly, memorizing does not help. I would definitely take her class again

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PSTAT171 . Hu R 5 Years Ago

HW 25%, Midterm 25%, Final 25%. Professor Hu is very nice and a great prof, really doing her best. But the course is very formula-heavy and even with many examples it's unclear how to apply them in each situation. CLAS is necessary to pass (at least online), be ready for lots and lots of word problems

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