Math 464 Sylabus - Fall '10
We will cover most of chapters 1 to 8 in the textbook.
Tuesday, Aug 24 - class 1, Thursday, Aug 26- class 2
1.1 Experiments with chance
1.2 Sample space, events
1.3 Probabilities
1.4 Probability spaces
1.5 Discrete probability measures
Tuesday, Aug 31 - class 3, Thursday, Sept 2- class 4
1.6 conditional probability
1.7 Independence
1.8 Partition theorem
1.9 Continuity of the probability measure
2.1 Probability mass functions
Tuesday, Sept 7 - class 5, Thursday, Sept 9- class 6
2.2 Discrete RV catalog
2.3 Functions of discrete RV's
2.4 Expected value
2.5 Conditional expectation and the partition theorem
Tuesday, Sept 14 - class 7, Thursday, Sept 16- class 8
2.5 Conditional expectation and the partition theorem - cont
A Combinatorics
A.1 First principles
A.2 Permutations
A.3 Combinations
Friday, Sept 17 - last day to drop without a grade
Tuesday, Sept 21 - class 9, Thursday, Sept 23- class 10
3.1 Joint discrete distributions
3.2 Expectation in joint case
3.3 Independence of discrete RV's
Tuesday, Sept 28 - class 11, Thursday, Sept 30- class 12
4.1 Generating functions
4.2 Sums of independent RV's
5.1 Continuous RV's and densities
Tuesday, Oct 5- class 13
Review
Thursday, Oct 7- class 14
FIRST EXAM
Tuesday, Oct 12- class 15, Thursday, Oct 14- class 16
5.4 Catalog of continuous RV's
5.5 Functions of a RV
5.6 Expected value of a continuous RV
Friday, Oct 15 - last day to drop with a grade of W or E
Tuesday, Oct 19- class 17, Thursday, Oct 21- class 18
Multivariate calculus review
6.1 Joint density functions
6.2 Independent and marginal distributions
6.3 Expected value
6.4 Function of two random variable
Tuesday, Oct 26- class 19, Thursday, Oct 28- class 20
6.4 Function of two random variable - cont
6.5 Moment generating functions
6.6 Joint cdf's and more independence
Tuesday, Nov 2 - class 21, Thursday, Nov 4- class 22
6.6 Joint cdf's and more independence - cont
6.7 Change of variables
7.3 Variance and the correlation coeffecient
Introduction to R
Tuesday, Nov 9 - class 23
8.1, 8.2 Weak law of large numbers, Chebyshev's inequality
Thursday, Nov 11- Veteran's day - no class
Tuesday, Nov 16 - class 24
8.3 Central Limit theorem
Thursday, Nov 18- class 25
SECOND EXAM
Tuesday, Nov 23 - class 26
8.3 Central Limit theorem -cont
Thursday, Nov 25- Thanksgiving - no class
Tuesday, Nov 30 - class 27, Thursday, Dec 2- class 28
* Conditional density functions and expectations
* Conditional expectation as RV : see notes on web
Tuesday, Dec 7 - class 29
Review
Tuesday, Dec 14, 2-4
FINAL EXAM