1996:12:16:13:48:

**Professor JOEL OWEN**

B90.3301

Introduction to the Theory of Probability

**office**: MEC room 8-63

**tel**: 212- 998 -0446

**e-mail**: jowen@stern.nyu.edu

**fax**: 212-995-4003

**office hours**: 5:30 to 6:30 MW or by appointment

**class meeting**: Monday and Wednesday from 7:00 until 8:20 in Room 3-80 MEC

**first class**: September 9,1998

**text**: Mathematical Statistics and Data Analysis by John A. Rice 2nd edition, 1995, Duxbury Press

**grading policy**: There will be a midterm examination as well as a final examination. There will also be a weekly assignment to be handed in on time. Since the working of problems is critical to the understanding of the material, your effort will contribute to your grade. The midterm grade and the final grade will each count for 40% toward the course grade with the weekly assignments contributing the remaining 20%. There will be no makeup examinations except with special arrangements made under extremely special circumstances.

SYLLABUS

I. Basics of Probability Chapter 1: sections 1.1 to 1.7

II. Discrete Random Variables Chapter 2: sections 2.1.1 to 2.1.5

III. Continuous Random Variables Chapter 2: sections 2.2.1 to 2.2.3

IV. Functions of a Random Variable Chapter 2: section 2.3

V. Bivariate Distributions Chapter 3: sections 3.1 and 3.5

VI. Functions of Random Variables Chapter 3: sections 3.6.1 to 3.6.2

VII. Order Statistics Chapter 3: section 3.7

VIII. Expected Value Chapter 4: sections 4.1 to 4.6

VIII. Limiting Distributions Chapter 5: sections 5.1 to 5.3

IX. Distributions Derived from the Normal Chapter 6: sections 6.1 to 6.3

X. Introduction to Estimation (time permitting)