Tentative Syllabus 
Math 477:03 – Fall 2013

Section numbers refer to A First Course in Probability, Ninth Edition, by Sheldon Ross.

Date Sections Topics
9/05 2.1 – 2.2, 1.1 – 1.3 Course intro. Sample spaces and intro to counting
9/09 2.3, 1.1 – 1.4 Product principle for counting lists, counting subsets. Events
9/12 2.3 – 2.5 Probability functions; equally likely outcomes
9/16 1.4 – 1.5, 2.4 Probability calculation examples. Binomial and multinomial coefficients. Principle of inclusion-exclusion
9/19 3.1 – 3.3 Conditional probability and Bayes' formula
9/23 3.4 – 3.5 Independent events and more conditional probability
9/26 3.4 – 3.5 Conditional probability and independence. More examples
9/30 4.1 – 4.3 Random variables, distribution functions and expectation
10/03 4.4 – 4.5, 4.9 Expectation (continued) and variance of discrete random variables
10/07 4.6 – 4.7 Bernoulli, binomial and poisson random variables
10/10 4.8 More discrete random variables
10/14 EXAM 1 All material covered through lecture of 10/07
10/17 5.1 – 5.2 Continuous random variables; expectation, variance
10/21 5.3 – 5.5 Uniform, exponential, and normal random variables
10/24 5.4.1;5.6.1 Normal approximation to binomial random variables; Gamma random variables
10/28 5.7 Functions of a random variable
10/31 6.1 Joint distributions of several random variables
11/04 6.2 Independent random variables
11/07 6.3 Sums of independent random variables
11/11 7.1 – 7.2 Linearity of expectation
11/14 7.4 Covariance and correlation
11/18 EXAM 2 All material covered through lecture of 11/11
11/21 6.4, 6.5 Conditional distributions
11/25 7.5 Conditional expectation
11/26 (Univ. follows Thurs. schedule 7.7 Moment generating functions
12/02 8.1 – 8.2 Markov and Chebyshev inequalities; weak law of large numbers
12/05 8.3 The central limit theorem
12/9 8.3 Proof of the central limit theorem; examples.
12/20 FINAL EXAM 4:00 – 7:00 P.M.