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 176 PSTAT 276 PSTAT 170
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PALANIAPPAN V
V. PALANIAPPAN
3.0
5 reviews
ILP 4211
R
11:00 AM - 11:50 AM
25 / 25 Full

ILP 4107
R
12:00 PM - 12:50 PM
25 / 25 Full

ILP 3316
R
13:00 PM - 13:50 PM
25 / 25 Full

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Fall 2024 . Palaniappan V
HSSB 1173
M W
17:00 PM - 18:15 PM
Fall 2024 . Palaniappan V
BUCHN1920
M W
14:00 PM - 15:15 PM
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PSTAT 160A Tan Ying Spring 2024 Total: 99
PSTAT 160A Tan Ying Winter 2024 Total: 74
5
3.0
pstat160a . Palaniappan V 12 Days Ago

curved a lots, he reads the slides but explain well. three quizzes can drop one. go to lecture and section then you will be fine.

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pstat160a . Palaniappan V 17 Days Ago

He was generous with the grading, but didn't engage in any teaching during class, just reading slides. Even the TAs pointed out errors in his exam solutions. Still, if you're okay with that, you might be satisfied.

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pstat160a . Palaniappan V 18 Days Ago

Vellaisamy demonstrated growing support / compassion for his students, but there is a huge disconnect between his theoretical lectures and the application-based exams / quizzes, consisting of 80% of the overall grade. This made his course very tricky to follow half of the time and hard to study for, but he curved the final grades very generously.

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pstat160a . Palaniappan V 18 Days Ago

He's a caring professor but be wary of his quizzes and tests! Just study up your proofs and attend TA sections, they're super helpful!!!! He gave us a generous curve at the end :)

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pstat160a . Palaniappan V 18 Days Ago

Prof Samy's PSTAT 160A is hard and his accent is hard to understand, but he is a very nice gentleman. He gave out a nice curve at the end, but throughout the quarter his HW and Quizzes and Exams are hard, consisting of proofs on EVERY test. Lecture Slides are clear though. Explanations are not the best but ok. Go to sections; TAs are rly helpful.

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