Math 464/564 Sylabus - Spring '07
We will cover most of chapters 1 to 8 in the textbook.
This page will keep track of what we have covered so far.
Wednesday, Jan 10 - class 1
1.1 Experiments with chance
1.2 Sample space, events
1.3 Probabilities
Friday, Jan 12 - class 2
1.3 Probabilities - continued
1.4 Probability spaces
Monday, Jan 15 - MLK holiday
Wednesday, Jan 17 - class 3
1.6 conditional probability
Friday, Jan 19 - class 4
1.7 Independence
1.8 Partition theorem
Monday, Jan 22 - class 5
1.9 Continuity of the probability measure
2.1 Probability mass functions
2.2 Discrete RV catalog
Wednesday, Jan 24 - class 6
2.2 Discrete RV catalog - continuted
2.3 Functions of discrete RV's
Friday, Jan 26 - class 7
2.4 Expected value
Monday, Jan 29 - class 8
2.4 Expected value cont.
2.5 Conditional expectation and the partition theorem
Wednesday, Jan 31 - class 9
2.5 Conditional expectation and the partition theorem - cont.
Friday, Feb 2 - class 10
A Combinatorics
A.1 First principles
A.2 Permutations
Monday, Feb 5 - class 11
A.2 Permutations - cont.
A.3 Combinations
Wednesday, Feb 7 - class 12
A.3 Combinations -cont.
Friday, Feb 9 - class 13
3.1 Joint discrete distributions
3.2 Expectation in joint case
Monday, Feb 12 - class 14
3.2 Expectation in joint case - cont
Wednesday, Feb 14 - class 15
3.3 Independence of discrete RV's
Friday, Feb 16 - class 16
FIRST EXAM
Monday, Feb 19 - class 17
4.1 Generating functions
Wednesday, Feb 21 - class 18
4.2 Sums of independent RV's
Friday, Feb 23 - class 19
5.1 Distributions
5.3 Continuous RV's
5.4 Catalog of continuous RV's
Monday, Feb 26 - class 20
5.4 Catalog of continuous RV's - cont
Wednesday, Feb 28 - class 21
5.5 Functions of a RV
Friday, Mar 2 - class 22
5.6 Expected value of a continuous RV
Monday, Mar 5 - class 23
Multivariate calculus review
6.1 Joint distributions and independence
Wednesday, Mar 7 - class 24
6.2 Joint density functions
Friday, Mar 9 - class 25
6.3 Marginal densities and independence
Monday, Mar 12 to Friday, Mar 16: SPRING BREAK
Monday, Mar 19 - class 26
6.7 Expectations and joint densities
Wednesday, Mar 21 - class 27
6.4 Sums and other functions of continuous RV's
Friday, Mar 23 - class 28
6.4 Sums and other functions of continuous RV's - cont
Gamma distribution
Monday, Mar 26 - class 29
SECOND EXAM
Wednesday, Mar 28 - class 30
7.4 Moment generating function for continous RV's
Friday, Mar 30 - class 31
6.5 Change of variables
Monday, Apr 2 - class 32
6.6 Conditional density functions
6.8 Conditional expectations, the bivariate normal
Wednesday, Apr 4 - class 33
6.8 Conditional expectations, the bivariate normal - cont.
Friday, Apr 6 - class 34
7.3 Variance and the correlation coeffecient
Monday, Apr 9 - class 35
8.1, 8.2 Weak law of large numbers, Chebyshev's inequality
Wednesday, Apr 11 - class 36
8.1, 8.2 Weak law of large numbers, Chebyshev's inequality - cont
Friday, Apr 13 - class 37
8.3 Central Limit theorem
Monday, Apr 16 - class 38
8.3 Central Limit theorem (cont.)
Wednesday, Apr 18 - class 39
8.3 Central Limit theorem (cont.)
Friday, Apr 20 - class 40
no class
Monday, Apr 23 - class 41
Conditional expectation as RV : see my notes on web
Wednesday, Apr 25 - class 42
Conditional expectation as RV (cont.)
Friday, Apr 27 - class 43
Big picture
Monday, Apr 30 - class 44
Review
Wednesday, May 2 - class 45 (last class)
Review cont.
Friday, May 4, 2:00-4:00: Final Exam