Mathematics 564

Theory of Probability

Fall 2009

Course Syllabus

Week	Dates	Topic	Sections
1	25Aug – 27Aug	Introduction and Overview Basics of Probability	1.1 – 1.2
2	1Sep – 3Sep	Review of Counting Conditioning and Independence	1.3
3	8Sep – 10Sep	Random Variables & Distribution Functions Mass and Density Functions	1.4, 1.5	Problem Set 1
4	15Sep – 17Sep	Transformations of Random Variables	1.6
5	22Sep – 24Sep	Expectation Moments and Generating Functions	2.1-2.3
6	29Sep – 1Oct	Families of Discrete Distributions		Problem Set 2
7	6Oct – 8Oct	Families of Continuous Distributions Exponential Families of Random Variables
8	13Oct – 15Oct	Probability Inequalities		Exam 1 Problem Set 3
9	20Oct – 22Oct	Independence and Conditional Distributions
10	27Oct – 29Oct	Bivariate Distributions Covariance and Correlation
11	3Nov – 5Nov	Random Sample		Problem Set 4
12	10 Nov – 12Nov	Order Statistics
13	17Nov – 19Nov	Convergence Concepts		Problem Set 5
14	24Nov	Central Limit Theorem
15	1Dec – 3Dec	Simulating Random Variables
16	9Dec			Problem Set 6
17	17Dec			Final Exam

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