Mathematics 464
Theory of Probability
Fall 2009
Course Syllabus
|
Week
|
Dates
|
Topic
|
Pages
|
|
|
1
|
25 Aug – 27 Aug
|
Experiments
with Chance Sample
Space Events Probabilities Probability
Spaces Conditional Probability |
4-9
|
|
|
2
|
1 Sept – 3 Sept |
Independence Partition Theorem Continuity of the Probability Measure Counting |
9-16 |
|
|
3
|
8 Sept – 10 Sept |
Probability
Mass Functions Discrete
RV Catalog |
22-28 |
Quiz 1: 8 Sept
|
|
4
|
15 Sept – 17 Sept |
Discrete
RV Catalog (cont’d) |
24-28 |
Quiz 2: 17 Sept |
|
5
|
22 Sept – 24 Sept |
Functions of Discrete RVs Expected Value Cond. Expectation and the Partition Function |
28 - 34 |
|
|
6
|
28 Sept
– 1 Oct
|
Multivariate Discrete Distributions
|
36 - 38 |
Quiz 3: 1 Oct
|
|
7
|
6 Oct – 8 Oct |
Review for Midterm
|
|
Midterm 1: 8 Oct |
|
8
|
13 Oct – 15 Oct |
Independence of Discrete RVs Sums of Random Variables Generating Functions
|
38 - 46
|
|
|
9
|
20 Oct – 22 Oct |
Generating Functions Moments Sums of Independent RVs
|
46 - 53 |
|
|
10
|
27 Oct – 29 Oct |
Distribution Functions, Density Functions, Continuous RVs
|
56 - 65
|
Quiz 4: 29 Oct |
|
11
|
3 Nov – 5 Nov |
Continuous RVs, Expectations, Variance Order Statistics |
65-70 |
|
|
12
|
10 Nov – 12 Nov |
Waiting Times, Joint Distributions and Densities for Continuous RVs, Marginal Density Functions, Sums of Continuous RVs, Changes of Variables, Conditional Density Functions, Expectations |
75-92 |
Quiz 5: 10 Nov |
|
13
|
17 Nov – 19 Nov |
Conditional Expectation and the Bivariate normal distribution Review for Midterm 2
|
92-96
|
Quiz 6: 17 Nov |
|
14
|
24 Nov
|
|
|
Midterm 2: 24 Nov |
|
15
|
1 Dec – 3 Dec |
Moments, Variance & Covariance, Moment Generating Functions, Weak
|
104-115 |
|
|
16
|
8 Dec |
Law of Large Numbers Central Limit Theorem |
124-132 |
Quiz 7: 8 Dec |
|
17
|
14 Dec -17 Dec |
|
|
Review Session: 14 Dec 4 pm Math East 246 Final Exam: 17 Dec 2 – 4 PM, PAS 224
|