Fall, 2008 STA 531 - 001 Theorey of Probability
Instructor: Dr. Mai Zhou Office: P. O. T. 849, Mailbox: P. O. T. 843, Phone: 257-6912, E-mail: mai@ms.uky.edu, Office hour: Tuesdays 3 - 4 pm Fridays 3 - 4pm
Textbook: First 5 chapters of
(Casella and Berger: Statistical Inference, 2nd Ed).
and we have 7 weeks of class time. We need to hit the ground
running...literally.
Tough on people that have to be absent for some classes. It is hard to
catch up.
(it goes so fast .... there is very little time for things to sink in)
midterm 25% (Sept. 19 or 22 or 23?)
final 35% (Oct. 15 or 16 ? I prefer 75 min)
In class asking and answering questions 5%
Try to maximize the benefit of in-class time... read book before the
class
and try to resolve remaining questions as much as you can in-class.
If you do not understand the materials after two classes, let me know, do not wait for
a week and then too late.
I assume you have had some probability before, like Elementary
Probability, or within a Discrete Mathematics course,
perhaps. For example I will spent very little time on "counting
method".
Also, you should have some calculus and a little matrix algebra
background.
On the other hand, this is not a measure theoretic
probability. So we shall not proof some of the subtle
measure theoretic results, but just state the results
and comment on the need of such result, and how
one can expect such results and why it is reasonable.
I am a statistician, and will teach this course from a statistics
point of view (so is the book), i.e. how probability
can be useful in statistics.
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Have you heard of/how well do you know/ what in the following list are
new to you?
Probability P( )
random variables X
distribution functions
, density function
Mean, Variance, Expectation
Law of large numbers
Central limit theorem
Jacobian Matrix, double integrals
If you took a probability course, what book you used?