Math 461. Probability Theory I
Instructor Syllabus
Text: Sheldon Ross, A first Course in Probability, 7th Edition, Prentice Hall, 2006.
Chapter 1, Combinatorial Analysis, 4 hours
Chapter 2, Axioms of Probability (omit sections 2.6, 2.7), 5 hours
Chapter 3, Conditional Probability and Independence (omit section 3.5), 5 hours
Chapter 4, Random Variables (omit subsection 4.8.4), 6 hours
Chapter 5, Continuous Random Variables (omit subsections 5.5.1, 5.6.2, 5.6.4), 5 hours
Chapter 6, Jointly Distributed Random Variables (omit sections 6.6, 6.8), 5 hours
Chapter 7, Properties of Expectations (omit subsections 7.2.1, 7.2.2, 7.7.1, and section 7.9), 7 hours
Chapter 8, Limit Theorems (omit sections 8.4, 8.5, 8.6), 3 hours
Exams and leeway, 5 hours
Total: 45 hours
Note: Many students have difficulties with certain topics in calculus needed for this course, such as infinite series with positive terms (most calculations involve the geometric series and series derived from it), improper integrals and double integrals (change of variables formula, manipulating Gaussian integrals). Homework assignments and/or quizzes might help students to review this material.
If there is time left over, material from Chapter 9 or 10 can be covered. For chapter 10 students should have access to computers with appropriate software.
1/8/2008