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)