477:01 Mathematical Theory of Probability –Fall 2011

TF2, MU114 CAC. Lecturer: Simon Gindikin, gindikin@math.rutgers.edu, Hill-524. Office Hours: Fri.12-13

Text: Sheldon Ross, A FIRST COURSE IN PROBABILITY, 8^th edition, ISBN#978-0-13-603313-4, Prentice-Hall.

Grader: Yi Hao <annxbd@yahoo.com.cn>

Lecture Sections Topics

1 1.1-1.6 Combinatorics

2 2.1-2.3 Axioms of Probability

3 2.4 Inclusion/Exclusion

4,5 2.5 Equally Likely Outcomes

6 3.1-3.3 Conditional Probability

7,8 3.4 Independent Events

9 4.1-4.2 Random Variables

10 4.3-4.5 Expectation and Variance

11 4.6 ,4.8.1-2 Special Discrete RV (Bernoulli,Binomial)

12

Exam 1, Tuesday, October 11

13,14 4.7 Poissson RV

15 5.1-5.3 Continuous RV

16 5.3-5.5 Special Continuous RV

17,18 5.4 Normal RV and Normal Approximation

19 6.1 Joint Distribution of Several RV

20 6.2-6.3 Independent RV

21 6.4-6.5 Conditional Distributions

22 7.1-7.2 Expectation of a Sum

23 7.4 Covariance, Correlation

24 Exam 2, Tuesday, November 29

25,26 8.1-8.2 Markov amd Chebyshev Inequalities

27 8.3 Central Limit Theorem

28 Catch up and review

Final, Friday, December 23, 8-11

Final grade: Midterms-20% each; quizzes-20%; homeworks -10%,

final-30%.

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