Statistics 241a/541a , Fall 1996
Probability Theory
Instructor: J. A. Hartigan, 24 Hillhouse Avenue
Email: hartigan@stat.yale.edu
Office hours: 2:005:00 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 inclass 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"