Statistics 241a/541a , Fall 1996
Probability Theory
Instructor: J. A. Hartigan, 24 Hillhouse Avenue
Email: hartigan@stat.yale.edu
Office hours: 2:00-5:00 Thursdays
Probability is the very guide to Life - Butler
The course will develop a working knowledge of probability concepts and techniques emphasizing applications. There will be many in-class demonstrations of probabilistic phenomena.
Homework assignments, which are worth forty percent of the grade, are due
each Monday at 9:30 at the beginning of class. The Monday class will be used
for working
the homework problems. The principal text for the course will be course notes
available at Kinko's. Reference texts are James Pitman, Probability
and Sheldon Ross, A first course in probability, on
reserve at Cross Campus.
Lectures will cover the following topics:
- 4 Sep. Events
-
6 Sep. Random variables
(First homework due 9 Sep.)
- 11 Sep. Conditional Probability
- 13 Sep. Independence
- 18 Sep. Random Walks
- 20 Sep. Gambler's Ruin
- 25 Sep. Discrete Distributions
- 27 Sep. Binomial, Poisson
- 2 Oct. Continuous Distributions
- 4 Oct. Uniform
- 9 Oct. Normal
- 11 Oct. Exponential
(Midterm 14 Oct.)
- 16 Oct. Discrete Joint Distributions
- 18 Oct. Continuous Joint distributions
- 23 Oct. Joint Uniform
- 25 Oct. Joint Normal
- 30 Oct. Regression
- 1 Nov. Transformations
- 6 Nov. Law of Large Numbers
- 8 Nov. Strong Law
- 13 Nov. Generating Functions
- 15 Nov. Central Limit
- 27 Nov. Markov Chains
- 29 Nov. Markov Limits
- 4 Dec. Types of Chains
- 6 Dec. Queues
URL:
"http://www.stat.yale.edu/Courses/241.html"