Math 464 Sylabus - Fall '13

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

Tuesday, Aug 27 - class 1, Thursday, Aug 29- class 2
1 1.1 Experiments with chance
1.2 Sample space, events
1.3 Probabilities
1.4 Probability spaces
1.5 Discrete probability measures
1.6 conditional probability

Tuesday, Sep 3 - class 3, Thursday, Sept 5- class 4
1.7 Independence
1.8 Partition theorem
1.9 Continuity of the probability measure
2.1 Probability mass functions
2.2 Discrete RV catalog

Tuesday, Sept 10 - class 5, Thursday, Sept 12- class 6
2.2 Discrete RV catalog (cont)
2.3 Functions of discrete RV's
2.4 Expected value
2.5 Conditional expectation and the partition theorem

Tuesday, Sept 17 - class 7, Thursday, Sept 19- class 8
2.5 Conditional expectation and the partition theorem (cont)
A Combinatorics
A.1 First principles
A.2 Permutations
A.3 Combinations

Sunday, Sept 22 - last day to drop without a grade

Tuesday, Sept 24 - class 9, Thursday, Sept 26- class 10
3.1 Joint discrete distributions
3.2 Expectation in joint case
3.3 Independence of discrete RV's

Tuesday, Oct 1 - class 11, Thursday, Oct 3 - class 12
4.1 Generating functions
4.2 Sums of independent RV's
5.1 Continuous RV's and densities
5.2 Expected value

Tuesday, Oct 8- class 13
Review
Thursday, Oct 10- class 14
FIRST EXAM

Tuesday, Oct 15- class 15, Thursday, Oct 17- class 16
5.3 Catalog of continuous RV's
5.4 Cumulative distribution function
5.5 Functions of a RV
5.6 More on Expected value of a continuous RV
5.7 Histograms and meaning of pdf

Friday, Oct 18 - last day to drop with a grade of W or E

Tuesday, Oct 22- class 17, Thursday, Oct 24 - class 18
Multivariate calculus review
6.1 Joint density functions
6.2 Independent and marginal distributions
6.3 Expected value

Tuesday, Oct 29- class 19, Thursday, Oct 31- class 20
6.4 Function of two random variable
6.5 Moment generating functions
6.6 Joint cdf's and more independence

Tuesday, Nov 5 - class 21, Thursday, Nov 7- class 22
6.7 Change of variables
Variance and the correlation coeffecient (7.3 in book)
8.1, 8.2 Weak law of large numbers

Tuesday, Nov 12 - class 23, Thursday, Nov 14 - class 24
8.2 Weak law of large numbers, Chebyshev's inequality - cont
8.3 Central Limit theorem

Tuesday, Nov 19 - class 25
Review
Thursday, Nov 21- class 26
SECOND EXAM

Tuesday, Nov 26 - class 27
6.8 Conditional density functions and expectations

Thursday, Nov 28- Thanksgiving - no class

Tuesday, Dec 3 - class 28, Thursday, Dec 5- class 29
to be determined
Review

Tuesday, Dec 10 - class 30
Review

Thursday, Dec 19, 1-3
FINAL EXAM