Math 464 Sylabus - Fall '18

We will cover most of chapters 1 to 8 in the textbook. The following is an estimate of when we will cover the topics. It will change some as the course unfolds.

Dates for the in class exams and the final are included.

Aug 20 - 24, classes 1-3
1 1.1 Experiments with chance
1.2 Sample space, events
1.3 Probabilities
1.4 Probability spaces
1.5 conditional probability (in book this is 1.6)

Aug 27-Aug 31, classes 4-6
1.5 conditional probability (cont)
1.6 Discrete probability measures (in book this is 1.5)
1.7 Independence
1.8 Partition theorem
1.9 Continuity of the probability measure
2.1 Probability mass functions
2.2 Discrete RV catalog

Mon, Sept 4 - Holiday

Sept 5-7 classes 7-8
2.3 Functions of discrete RV's
2.4 Expected value

Sept 10-14, classes 9-11
2.5 Conditional expectation and the partition theorem
A Combinatorics
A.1 First principles
A.2 Permutations
A.3 Combinations

Sept 17-21, classes 12-14
3.1 Joint discrete distributions
3.2 Expectation in joint case
3.3 Independence of discrete RV's

Sept 24- Sept 28, classes 15-17
4.1 Generating functions
4.2 Sums of independent RV's

Oct 1-3, classes 18-19
Review
Firday, Oct 5
First exam

Oct 8-12, classes 21-23
5.1 Continuous RV's and densities
5.2 Expected value
5.3 Catalog of continuous RV's
5.4 Cumulative distribution function
5.5 Functions of a RV
5.7 Histograms and meaning of pdf

Oct 15-19, classes 24-26
Multivariate calculus review
6.1 Joint density functions
6.2 Independent and marginal distributions
6.3 Expected value

Oct 22-26, classes 27-29
6.4 Function of two random variable
6.5 Moment generating functions
6.6 Joint cdf's and more independence

Oct 29- Nov 2 classes 30-32
8.1, 8.2 Weak law of large numbers
8.3 Central Limit theorem

Nov 5 - Nov 9 classes 33-35
8.3 Central Limit theorem - cont
6.7 Change of variables

Monday, Nov 12 - Holiday

Nov 14 - classes 36
Review

Friday, Nov 16
Second exam

Nov 19 - Nov 21 classes 38-39
Variance and the correlation coeffecient (7.3 in book)
8.5 Proof of Central Limit theorem

Friday, 23- Holiday

Nov 26 - Nov 30, classes 40-42
6.8 Conditional density functions and expectations
5.6 More on Expected value of a continuous RV
8.4 Strong law of large numbers
Review

Dec 3-5, classes 43-44
Review

Monday, Dec 10, 1:00-3:00
FINAL EXAM