Time & Location
- 04/28/09: The solutions and statistics for the Final Exam are at statistics and solutions
- 04/18/09: Final guide is available. I will have extended office hours on Wednesday (April 22), Friday (April 24) and Monday (April 27) from 10 - 2.
- 03/27/09: Lecture 24 has been corrected (the computation of the gamma function for odd arguments was incorrect).
- 03/26/09: Midterm 2 solutions and statistics are posted.
- 03/21/09: Homework solutions for Homework 6 and Homework 7 available.
- 03/15/09: Midterm 2 guide is available.
- 02/04/09: Midterm 1 guide
- 02/12/09: Midterm 1 solutions and statistics are posted.
- 02/12/09: Midterm 2 is moved back to Wednesday, March 25.
- 02/04/09: Midterm 1 guide is available with practice exams..
- 01/25/09: Midterm 1 is moved back to Wednesday, February 11.
- 01/07/09: Welcome to Math 425: Introduction to Probability.
Three term calculus sequence. The course will make essential use of the material of Math 116 and 215.
TextA first course in probability by Sheldon Ross (Seventh edition).
This course introduces students to useful and interesting ideas of the mathematical theory of probability. Topics include the basic results and methods of both discrete and continuous probability theory: conditional probability, independent events, random variables, jointly distributed random variables, expectations, variances, covariances. We will cover most of chapters 1-8 from the textbook.
There will be 2 midterms (in class), and a final. We will have 11 weekly homework assignments.
Grades will be determined by the following weighting.
|1||Jan 7||Basic Principles of Counting||1.1-3||Notes|
|2||Jan 9||Binomial Coefficients||1.4-5||Notes||Homework 1 (due Jan 21)|
|3||Jan 12||Review of Chapter 1||Notes|
|4||Jan 14||Probability Models||2.1-2||Notes|
|5||Jan 16||Axioms of Probabilities||2.3-4||Notes|
|Jan 19||NO CLASS|
|6||Jan 21||Sample spaces with equiprobable outcomes||2.5|| Notes
|Homework 2 (due Jan 28)|
|7||Jan 23||Inclusion/Exclusion Principle
Review of Chapter 2
|8||Jan 26||Conditional Probability||3.1-2||
Monty Hall Paradox
|9||Jan 28||Bayes Theorem||3.3||Notes||Homework 3 (due Feb 4)|
|11||Feb 2||Conditional probability function||3.5||Notes|
|12||Feb 4||Review of Chapter 3||Notes|
|13||Feb 6||Discrete Random Variables||4.1-2||
|15||Feb 11||Midterm 1||Chapters 1 - 3||Midterm 1 guide||Homework 4 (due Feb 18)|
|17||Feb 16||Bernoulli distributions||4.6||
|18||Feb 18||Poisson distributions||4.7||
|Homework 5 (due March 4)|
|19||Feb 20||Other distributions||4.8||Notes|
|Spring Break, No class on week of Feb 23 - 27|
|20||March 2||Continuous random variables||5.1-2, 5.7||Notes|
|21||March 4||Uniform distributions||5.3||Notes||Homework 6 (due March 11)|
|22||March 6||Normal distributions||5.4||Notes|
|23||March 9||Normal distribution||5.4||Notes|
|24||March 11||Exponential distribution||5.5||Notes||Homework 7 (due March 18)|
|25||March 13||Other continuous distributions ||5.6
|26||March 16||Joint distributions||6.1|
|28||March 18||Independent R.V.s||6.2||Notes|
|28||March 20||Sums of R.V.s||6.3||Notes|
|29||March 23||Sums of R.V.s||6.3|
|30||March 25||Midterm 2||Chapters 4-5||Midterm 2 guide||Homework 8 (due April 1)|
|31||March 27||Conditional distributions||6.4-5||Notes|
|32||March 30||Joint probability distributions||6.7||Notes|
|33||April 1||Review Chapter 6||Notes||Homework 9 (due April 8)|
|36||April 8||Covariance||7.4||Notes||Homework 10 (due April 15)|
|37||April 10||Conditional expectation||7.5-6||Notes|
|38||April 13||Chebyshev's inequality and the Weak Law||8.1-2||Notes|
|39||April 15||Central Limit Theorem||8.3||Notes||Homework 11 (due April 27)|
|40||April 17||Strong Law of Large Numbers||8.4||Notes|
|41||April 20||Chapter 8 Review|
(Not a required class day)
|April 27|| Final Exam
Monday, April 27