MATH 477:01. Mathematical Theory of Probability.

Fall 2016. TF2, 10:55-12:15 CDL - 102

Text: Sheldon Ross, A FIRST COURSE IN PROBABILITY

9^th edition, ISBN#978-0-321-79477-2, Pearson.

Instructor: Simon Gindikin, Hill-524

Office hours: Tue.2-3

gindikin@math.rutgers.edu

Lecture 1,2 3 4 5,6 7 8 9,10 11 12 13 14 15 16,17 18 19 20,21 22 23 24,25 26,27 28

Sections 1.1-1.6 2.1-2.3 2.4 2.5 3.1-3.3 3.4 4.1,4.2 4.3.4.4 Exam 1, Tuesday, October 14 4.6,4.7,4.8.1-3 5.1-5.3 5.3-5.5 5.4 6.1 6.2,6.3 6.4,6.5 Exam 2, Friday, November 18 7.1-7.2,7.4 8.1-8.2 8.3

Topics Combinatorics Axioms of Probability Inclusion/Exclusion Equally Likely Outcomes Conditional Probability Independent Events Random Variables Expectation and Variance Special Discrete RV (Bernoulli,Binomial, Poisson,Geometric, Negative Binomial, Hypergeometric) Continuous RV Special Continuous RV (Uniform, Exponential) Normal RV and Normal Approximation Joint Distribution of Several RV Independent RV Conditional Distributions Expectation of a Sum, Covariance, Correlation Markov amd Chebyshev Inequalities Central Limit Theorem Catch up and review

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

final-30%.

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