Course Description: An introduction to the mathematical foundations of probability theory including the study of discrete and continuous distributions. Other topics selected from limit theorems, generating functions, stochastic processes, applications. Prerequisite: MATH 743 or Permission by Instructor.
Course Assignments:
Chapter & Topics
1 Combinatorial Analysis
2 Axioms of Probability
3 Conditional Probability and Independence
4 Random Variables
5 Continuous Random Variables
6 Jointly Distributed Random Variables
7 Expectation
8 Limit Theorems
Grading Policy:
Three Tests (each 20%)
Homework & Quizzes (10%)
Final Exam (30%)
Total 100%
Final Grade:
90% to 100% ======== A
80% to below 90% ==== at least a B
70% to below 80% ==== at least a C
60% to below 70% ==== at least a D
below 60% ========= at most a D
Tentative schedule of tests:
Homework and projects:
Homework
will be assigned and collected. "Study group" is strongly encouraged. However,
each student must hand in their own write-up. If you are having trouble,
please see me right away. I recommend that you work on the homework corresponding
to the latest lecture as soon as it is assigned. Graduate students will
be expected to do extra problems for their tests and homework.
Attendance:
It is expected that you will make every possible effort to attend all
classes. Students who missed class are responsible for finding out any
pertinent information concerning the course from the instructor.
Recommendations:
Successful students have found that the subject demands frequent intensive
study with lots of problem solving. Participating in group discussions
is always helpful to yourself and others in learning. If you have any special
problem or learning difficulties, please see me immediately. A scientific
hand calculator that has the mean and standard deviation functions maybe
needed.