Probability Theory, summer 98

Textbook: Sheldon Ross: A first course in probability, fifth edition.

Program

Week 1: 30.6-1.7

Read: Chapter 1: Combinatorial analysis

IHW: pp 16-17: 4, 9, pp 20-23: 3, 8, 10, 15, 18, 23

GHW: p 17: 7, p 23: 17, 19, 20, 21

Week 2: 7.7-10.7

Read: Chapter 2: Axioms of probability

IHW: pp 54-61: 2, 9, 12, 18, 24, 28, 49, 55, pp 61-64: 3, 4, 10, 13

GHW: pp 54-61: 6, 13, 17, 26, 36, 51, pp 61-64: 17, 20

Week 3: 14.7-17.7

Read: Chapter 3: Conditional probability and independence

IHW: pp 104-117: 1, 2, 5, 8, 12, 17, 24, 36, 46, 66

GHW: pp 104-117: 9, 14, 21, 29, 33, 34, 51, 57, 65, p 121: 20

July 21: Midterm

Week 4: 21.7-24.7

Read: Chapter 4: Random variables, Chapter 5: Continuous random variables

IHW: pp 173-184: 1, 2, 13, 20, 23, 30, 58, 77, p 187: 25
pp 232-237: 1, 2, 5, 13, 26, 32, pp 238-240: 28, 29

GHW: pp 173-184: 7, 8, 17, 22, 44, 48, 75, p 186: 14
pp 232-237: 4, 8, 12, 23, pp 238-240: 7, 12, 13, 26

Week 5: 28.7-31.7

Read: Chapter 6: Jointly distributed random variables

IHW: pp 293-300: 1, 7, 8, 10, 11, 20, 26, 31, 32, 43, 54
pp 300-304: 22

GHW: pp 293-300: 2, 3, 4, 14, 16, 25, 27, 28, 30, 35, 40, 48
pp 300-304: 5, 14

Week 6: 4.8-7.8

Read: Chapter 7: Properties of expectation, Chapter 8: Limit theorems

IHW: pp 372-384: 1, 3, 15, 31, 33, 36, 42, 51, 54, 73
pp 384-392: 1, 22, pp 421-424: 1, 6, 7, 8, 11, 13, 15, 18, pp 424-426: 1

GHW: pp 372-384: 5, 19, 32, 34, 35, 47, 60, 66, 67
pp 384-392: 4, 7, 19, 29, pp 421-424: 2, 3, 9, pp 424-426: 7

August 11: Final examination