math 135A: course outline

Mathematical set-up for probability, equally likely outcomes, basic counting arguments, conditional probability, Bayes' rule, independent events.
Sampling with and without replacement, Binomial distribution, Normal and Poisson approximations.
Discrete random variables, Binomial, Poisson, Hypergeometric, Geometric distributions, expectation, variance.
Discrete joint distributions, independent variables, repeated trials.
Law of Large Numbers, Central Limit Theorem.
Continuous random variables, density, cumulative distribution function, change of variable, expectation, variance.
Uniform, Exponential, Gamma, Normal distribution.

Calculus (Math 21 or equivalent)

Probability by Jim Pitman.

COMMENTS:

Homework will not be collected. However, it is important that you keep up with the homework schedule so that you can do the quizzes.

There will be a quiz every Friday (except 9/28 and 11/24) in class.

Please bear in mind that cell phone ringing, talking, newspaper reading, etc. disrupt the lectures.

Use of books, notes, calculators and other electronic equipment (e.g. cell phones) will not be allowed on any exam.

There will be no make-up midterms or quizzes. A missed midterm counts as 0 points. The lowest quiz score will be dropped.

Solutions for the midterm will be posted on the web.