Math Theory of Probability
Mathematics 477:04 — Spring 2013

Prof. Han (640:477:04)

Tentative Course Syllabus  

Week Lecture dates Sections topics
11/24 (Thurs) 1.1-1.6 Combinatorics
21/28, 1/31 2.1-2.5 Axioms of probability; Inclusion/exclusion formula; Equally likely outcomes
3 2/4, 2/72.5, 3.1-3.3 More examples; Stirling's approximation;
Conditional probability and Bayes' formula
42/11, 2/143.4-3.5 Independent events, Repeated independent trials
52/18, 2/214.1-4.5, 4.9 Discrete random variables and distribution functions; Expectation and variance
62/25, 2/284.6-4.10 Special Random variables: Bernoulli, binomial, Poisson, geometric, negative binomial, and hypergeometric random variables
73/4, 3/7Review, EXAM 1 Covers work on this syllabus through Chapter 4
83/11, 3/145.1--5.5 Continuous random variables and distribution functions;
Uniform, exponential and normal distributions
8+3/16-3/24SPRING BREAKindividual
93/25, 3/295.6.1, 5.7, 6.1 Gamma random variable; functions of a random variable;
Joint distributions of several random variables
104/1, 4/4 6.2-6.3 Independent random variables and their sums
11  4/8,   4/117.1, 7.2, 7.4 Linearity of expectation; covariance and correlation
124/15, 4/18EXAM 2 Covers work on this syllabus covered since Exam 1
134/22, 4/256.4, 6.5, 7.5, 7.7 Conditional expectation; conditional distributions; moment generating functions
144/29, 5/28.1-8.3 Markov and Chebyshev inequalities; weak law of large numbers;
Central Limit Theorem
15 5/6 (Mon.)8.3 Proof of the central limit theorem; examples; review.
FINAL 5/9 8:00--11:00 AM The exam will be cumulative, and will be in SEC-211

Syllabus in Catalogue: Basic probability theory in both discrete and continuous sample spaces, combinations, random variables and their distribution functions, expectations, law of large numbers, central limit theorem.


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