Detailed Schedule -- Probability Theory

Fall 2011, Prof. Little

This is a tentative, evolving schedule. As always, topics may be added, deleted, or rearranged during the course of the semester. Any changes will be announced in class and here.

Date Class Topic Reading (Wackerly, Mendenhall and Scheaffer)
8/31 Course Introduction Chapter 1
9/2 Descriptive statistics -- mean, SD Chapter 1
9/5 Descriptive statistics -- median, percentiles (Lab Day 1) Chapter 1
9/7 Sample spaces, events, probabilities 2.1 - 2.4
9/9 Counting methods; Problem Set 1 due 2.5-2.6
9/12 More on counting methods 2.6
9/14 Conditional probabilities, independence 2.7-2.8
9/16 The event-composition method; Problem Set 2 due 2.9
9/19 Bayes' Rule 2.10-2.13
9/21 Discrete random variables 3.1-3.2
9/23 Expected value; Problem Set 3 due 3.3
9/26 Binomial and geometric random variables 3.4
9/28 More on binomial and geometric random variables 3.5
9/30 Hypergeometric random variables, etc.; Problem Set 4 due 3.5
10/3 Poisson processes 3.8
10/5 Moment generating functions 3.9
10/7 Exam 1 Chapters 1, 2, 3 (through section 3.5)
10/10,12,14 Fall Break -- no class 4.1-4.2
10/17 Cumulative distribution and probability density (Lab Day 2) 4.2
10/19 Expected values 4.3
10/21 Uniform and normal distributions; Problem set 5 due 4.4-4.5
10/24 Exponential and Gamma distributions 4.6
10/26 Beta distributions 4.7-4.8
10/28 Moment generating functions for continuous random variables; Problem set 6 due 4.9
10/31 Tchebysheff's Theorem; begin joint distributions 4.10, 5.1-5.2
11/2 Multivariate distributions 5.1-5.2
11/4 Marginal and conditional distributions; Problem Set 7 due 5.3
11/7 Independence 5.4
11/9 Expected value of a function of random variables 5.5-5.6
11/11 The covariance matrix; Problem Set 8 due 5.7
11/14 Linear combinations of random variables 5.8
11/16 Correlation and covariance (Lab Day 3) 6.1-6.3
11/18 Exam 2 Material through class on 11/11
11/21 Functions of random variables 6.1-6.3
11/23,25 Thanksgiving Break -- no class 6.5
11/28 Method of distribution functions 6.5
11/30 Method of moment generating functions 6.5
12/2 More on method of moment generating functions; Problem Set 9 due 6.5
12/5 Central Limit Theorem, begin 7.3
12/7 Central Limit Theorem -- proof 7.4
12/9 Semester wrap-up; Problem Set 10 due 7.4
The Final Exam for this course will be given 3:00 - 5:30pm on Friday, December 16.

Last modified: November 28, 2011