This is a course on theory of probability. In this course you will learn the nomenclature, theory and techniques needed for understanding the major types of probability problems, how to apply them in mathematical modeling, and how to prove problems in probability. We will cover materials including (not limited to) sample space, random variables, distribution functions, conditional probability and independence, expectation, combinatorial analysis, generating functions, convergence of random variables, characteristic functions, laws of large numbers, central limit theorem and its applications. This is a graduate course so you will have to learn how to prove problems (and you will be asked to prove problems).
Probability and Statistics Third Edition, DeGroot and Schervish.
Ruriko Yoshida, Assistant Professor of Statistics
www.polytopes.net/courses/Stat524F08
We will cover Chapter 1, 2, 3, 4, and 5. For more details see PDF.
There will be two in-class exams, graded homeworks, and a final exam: these will count 40%, 30%, and 30% of your grade, respectively.
Students with excused absences will be given a make-up exam. No homework will be made up for credit, but it is important to make it up for your own benefit. The lowest scored HW will be discarded. Late homework will not be accepted. No make up final.
Write each problem neatly. If you have any question about grading, you must prove why you think so. Regrading will be in 7 days after returning. After 7 days, regrading will NOT be accepted. All exams will be in class. Calculator is allowed. They are closed book exams.
Assignments will be weekly, handed out on
Friday and due back the next Friday. Typically these assignments
contain 5 or 6 regular problems.
assignments will be graded and returned and credits will be given only if an answer is completely correct. If you have an incorrect
answer, the problem will be returned to you with some hints and
you will be required to turn it in again with the next set of homework.
This will be repeated until the answer is correct.
ALSOLUTELY NO LATE homework.
The lowest homework score of each semester will be thrown out. This
is basically to handle those emergencies where you are unable to
complete an assignment for external reasons. I strongly recommend
you save this freebie as long as possible and do not blow off an
early assignment.