STA 623-001 (Theory of Probability)

Here is a link to last year’s offering of STA 623-001. I plan to use essentially the same notes this year, although I may make some minor editorial changes. Thus, I will also post the notes (this year’s versions) below. However, this year’s written assignments will be different. Even so, you may find that last year’s written assignments provide useful additional practice.

Syllabus (DOC), posted 20 August 2010

Entrance Survey (DOC), posted 20 August 2010

Notes on Section 1.1: Set Theory (PS PDF), posted 20 August 2010

Notes on Section 1.2: Basics of Probability Theory (PS PDF), posted 20 August 2010

Notes on Section 1.3: Conditional Probability and Independence (PS PDF), posted 20 August 2010

Notes on Section 1.4: Random Variables (PS PDF), posted 20 August 2010

Notes on Section 1.5: Distribution Functions (PS PDF), posted 20 August 2010

Notes on Section 1.6: Density and Mass Functions (PS PDF), posted 20 August 2010

Notes on Section 2.1: Distributions of Functions of a Random Variable (PS PDF), posted 07 September 2010

Notes on Section 2.2: Expected Values (PS PDF), posted 07 September 2010

Notes on Section 2.3: Moments and Moment Generating Functions (PS PDF), posted 07 September 2010

Notes on Section 2.4: Differentiating under an Integral Sign (PS PDF), posted 07 September 2010

Notes on Section 3.2: Discrete Distributions (PS PDF), posted 26 September 2010

Notes on Section 3.3: Continuous Distributions (PS PDF), posted 26 September 2010

Notes on Section 3.4: Exponential Families (PS PDF), posted 26 September 2010

Notes on Section 3.5: Location and Scale Families (PS PDF), posted 26 September 2010

Notes on Section 3.6: Inequalities and Identities (PS PDF), posted 26 September 2010

Notes on Section 4.1: Joint and Marginal Distributions (PS PDF), posted 19 October 2010

Notes on Section 4.2: Conditional Distributions and Independence (PS PDF), posted 19 October 2010

Notes on Section 4.3: Bivariate Transformations (PS PDF), posted 19 October 2010

Notes on Section 4.5: Covariance and Correlation (PS PDF), posted 19 October 2010

Notes on Section 4.6: Multivariate Distributions (PS PDF), posted 19 October 2010

Notes on Section 4.7: Inequalities (PS PDF), posted 19 October 2010

Notes on Section 5.1: Basic Concepts of Random Samples (PS PDF), posted 19 October 2010

Notes on Section 5.2: Sums of Random Variables from a Random Sample (PS PDF), posted 19 October 2010

Written Assignment 1 (PS PDF), posted 30 August 2010 and due 09 September 2010

Solutions (PS PDF), posted 11 September 2010

Written Assignment 2 (PS PDF), posted 07 September 2010 and due 23 September 2010

Solutions (PS PDF), posted 26 September 2010

Midterm Examination (PS PDF), posted 24 September 2010 and due 07 October 2010

Written Assignment 3 (PS PDF), posted 10 October 2010 and due 21 October 2010

Solutions (PS PDF), posted 25 October 2010

Written Assignment 4 (PS PDF), posted 20 October 2010 and due 04 November 2010

Solutions (PS PDF), posted 08 November 2010

Written Assignment 5 (PS PDF), posted 03 November 2010 and due 18 November 2010

Solutions (PS PDF), posted 21 November 2010

In-Class Assessment (PS PDF), posted 03 December 2010

Final Examination (PS PDF), posted 30 November 2010 and due 15 December 2010 [note submission instructions]