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
These majors only finms stsds actsc stsap stats
ICHIBA T
Tomoyuki Ichiba
3.7
17 reviews
AI predicted, based on past grading trends of the course and instructor, class info, and 127 other factors
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17:00 PM - 17:50 PM
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Summer 2024 . Detering N
ON LINE
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14:00 PM - 15:05 PM
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PSTATW 160A Ludkovski M Summer 2025 Total: 119
PSTATW 160A Shkolnik A D Summer 2025 Total: 119
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17
3.7
PSTAT160A . Ichiba T A Month Ago

Boring lectures, hard exams, learn nothing from this course

0 helpful 0 unhelpful
PSTAT160A . Ichiba T 8 Years Ago

The best professor in UCSB! If you see him just take it!

3 helpful 4 unhelpful
PSTAT160A . Ichiba T 10 Years Ago

There is weekly coding homework that is graded and there are weekly quizzes in section. The topic is quite tough but Ichiba grades fairly. He tries very hard to explain things in a way that will make sense and to assist the students whenever necessary. When I took the class, he had an optional extra credit project at the end of the quarter.

3 helpful 0 unhelpful
PSTAT160A . Ichiba T 10 Years Ago

Chill professor, easy grader. The midterm was easy, the final was impossible but he curved it hard.

1 helpful 1 unhelpful
PSTAT-213A . Ichiba T 1 Year, 2 Days Ago

[Fall 2024] 213A with Ichiba was a fine class, though I wish he did a better job at motivating the topics. He speaks softly which made it difficult to hear. Notwithstanding, his lectures were very clear and he was very kind. His exams were easy and straightforward, giving us a ton of leeway. He often gave good hints for homework, though not always.

0 helpful 0 unhelpful
PSTAT174 . Ichiba T 2 Years Ago

Professor Ichiba is very organized, grading criteria is very clear, and Final was a project instead of a test. This class was challenging but all the work was doable. His lectures sadly are very boring and you don't necessarily need to attend class as it's all posted online. He clearly is a very intelligent guy.

0 helpful 0 unhelpful
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