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MATH 441/541 Probability: Victor - Chan@ Wwu - Edu
MATH 441/541 Probability: Victor - Chan@ Wwu - Edu
Fall 2013
Lecture: 9:00-9:50 am MTRF in BH 112
Text: Introduction to Mathematical Statistics, 6th Edition, by Hogg, McKean and Craig
ISBN: 0-13-008507-3
This course addresses part (b) of the overall program objectives of the math department:
completing and understanding courses that address theoretical and applied concepts in
depth in the area of probability and statistics.
Graduate Students: You will be held to a higher standard than the undergraduates. On
each homework assignment, there will be one or more additional problems that you have
to complete and turn in. You will also be given a take-home part in each exam.
Exams: There will be two midterms during the quarter. They are scheduled for Tuesday
Oct. 29, and Monday Nov. 25. The final exam will be comprehensive and is scheduled
for Monday Dec. 9 at 8 -10 am.
Lecture Schedule
Approx. duration (in weeks) Topics
Chapter 1: Probability and Distributions
Sections: 1.2 through 1.10
Topics: probability set function, conditional probability,
3 independence, discrete and continuous random
variables, transformations, expectation and variance,
moment-generating functions, Markov’s, Chebyshev’s
and Jensen’s Inequalities
Chapter 2: Multivariate Distributions
Sections: 2.1 through 2.6
Topics: joint distributions, transformations of bivariate
3
random variables, conditional distributions and
expectations, correlation coefficient, independent
random variables
Chapter 3: Some Special Distributions
Sections: 3.1 through 3.6
3
Topics: various discrete and continuous distributions,
multivariate normal distribution