Math 464 Sylabus - Fall '11

We will cover most of chapters 1 to 8 in the textbook.

Tuesday, Aug 23 - class 1, Thursday, Aug 25- class 2
1.1 Experiments with chance
1.2 Sample space, events
1.3 Probabilities
Introduction to R

Tuesday, Aug 30 - class 3, Thursday, Sept 1- class 4
1.4 Probability spaces
1.5 Discrete probability measures
1.6 conditional probability
1.7 Independence
1.8 Partition theorem

Tuesday, Sept 6 - class 5, Thursday, Sept 8- class 6
1.9 Continuity of the probability measure
2.1 Probability mass functions
2.2 Discrete RV catalog
2.3 Functions of discrete RV's
2.4 Expected value

Tuesday, Sept 13 - class 7, Thursday, Sept 15- class 8
2.5 Conditional expectation and the partition theorem
A Combinatorics
A.1 First principles
A.2 Permutations

Sunday, Sept 18 - last day to drop without a grade

Tuesday, Sept 20 - class 9, Thursday, Sept 22- class 10
A.3 Combinations
3.1 Joint discrete distributions
3.2 Expectation in joint case

Tuesday, Sept 27 - class 11, Thursday, Sept 29- class 12
3.3 Independence of discrete RV's
4.1 Generating functions
4.2 Sums of independent RV's

Tuesday, Oct 4- class 13
Review
Thursday, Oct 6- class 14
FIRST EXAM

Tuesday, Oct 11- class 15, Thursday, Oct 13- class 16
5.1 Continuous RV's and densities
5.4 Catalog of continuous RV's
5.5 Functions of a RV

Friday, Oct 14 - last day to drop with a grade of W or E

Tuesday, Oct 18- class 17, Thursday, Oct 20 - class 18
5.6 More on Expected value of a continuous RV
5.7 Histograms and meaning of pdf
Multivariate calculus review
6.1 Joint density functions
6.2 Independent and marginal distributions
6.3 Expected value

Tuesday, Oct 25- class 19, Thursday, Oct 27- class 20
6.4 Function of two random variable
6.5 Moment generating functions
6.6 Joint cdf's and more independence

Tuesday, Nov 1 - class 21, Thursday, Nov 3- class 22
8.1, 8.2 Weak law of large numbers, Chebyshev's inequality
6.7 Change of variables

Tuesday, Nov 8 - class 23, Thursday, Nov 10 - class 24
6.7 Change of variables -cont
7.3 Variance and the correlation coeffecient
8.3 Central Limit theorem

Tuesday, Nov 15 - class 25
Review
Thursday, Nov 17- class 26
SECOND EXAM

Tuesday, Nov 22 - class 27
8.3 Central Limit theorem -cont

Thursday, Nov 24- Thanksgiving - no class

Tuesday, Nov 29 - class 28, Thursday, Dec 1- class 29
6.8 Conditional density functions and expectations
8.3 Central Limit theorem -cont
Review

Tuesday, Dec 6 - class 30
Review

Friday, Dec 9, 1-3
FINAL EXAM