Calendar
Key Dates:
- Midterm (35%): Th 10/29
- Final (40%): 12/08 4pm-7pm
Here is a tentative calendar:
| Week | Date | Topic |
| 1 | Th 09/24 | Review of the course syllabus. Introduction and basic concepts. Sections 1.1-1.4. Kadane: 1.1 |
| Tu 09/29 | Definition of probability and finite sample spaces. Sections 1.5-1.6. Kadane: 1.2,1.3. | |
| 2 | Th 10/01 | Counting methods. Combinatorial methods. Multinomial coefficients. Sections 1.7-1.9. |
| Tu 10/06 | Union of events. Conditional probability and independent events. Sections 1.10 and 2.1-2.2. Kadane: 2.1, 2.2, 2.3 | |
| 3 | Th 10/08 | Bayes' Theorem. Section 2.3. Kadane: 2.4, 2.5, 2.6 |
| Tu 10/13 |
Discrete random variables. Examples of discrete random variables. Sections 2.3, 3.1, 5.1-5.5.
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| 4 | Th 10/15 | Examples of discrete random variables. Continuous random variables. The CDF. Sections 5.1-5.5, and 3.2-3.3. |
| Tu 10/20 | Bivariate distributions and marginal distributions. Sections 3.4 and 3.5. | |
| 5 | Th 10/22 | Conditional distributions. Section 3.6 |
| Tu 10/27 | Review | |
| 6 | Th 10/29 | Midterm |
| Tu 11/3 | Multivariate distributions. Section 3.7. | |
| 7 | Th 11/5 | Functions of random variables. Sections 3.8-3.9. |
| Tu 11/10 | Markov chains. Section 3.10 | |
| 8 | Th 11/12 | Expectation and variances. Section 4.1-4.3 and 5.1-5.5. |
| Tu 11/17 |
Moment generating functions. Covariance and conditional expectation. Sections 4.4-4.6. |
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| 9 | Th 11/19 | The normal distribution. Markov and Chebyshev's inequalities. The law of large numbers. Sections 5.6, 6.1-6.2. |
| Tu 11/24 | The law of large numbers and the central limit theorem. Sections 6.2-6.3 | |
| Th 11/26 | THANKSGIVING | |
| 10 | Tu 12/01 | More CLT examples. Other distributions: the gamma and beta distributions. The Poisson process. |
| Th 12/03 |
Review. |
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| Tu 12/08 | FINAL EXAM 4pm-7pm |