Welcome to Probability Theory! For course info and policies, please see the syllabus. For grades, log into Moodle. If you need help, contact Prof. Wright.

**Prof. Wright's office hours in RMS 405:** Mon. 9:00–10:00, Tues. 9:30–10:30, Wed. 2:00–3:00, Thurs 1:00–2:00, Fri. 9:00–10:00, whenever the door is open, or by appointment

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Friday

September 6

September 6

Introduction

What is probability?

What is probability?

Do the following before next class:

- Complete the Syllabus Quiz.
- Read §1.1 and §1.2 (at least through page 10) and answer the questions on the Reading Guide (also on the back of your worksheet from class). Bring your completed Reading Guide with you to the next class.
- Begin Homework 1.

Do the following before next class:

- Read §1.3 and answer the questions on the Reading Guide.
- Finish Homework 1 (due Wednesday at 4pm in the homework mailbox).

Do the following before next class:

- Read this article by Carol Dweck and answer the questions on the Reading Guide. Also make a conjecture about the cookie problem on the Reading Guide.
- Begin Homework 2 (due 4pm Monday).

Do the following before next class:

- Read §1.4 and answer the questions on the Reading Guide.
- Finish Homework 2 (due 4pm Monday).

Do the following before next class:

- Read (or re-read) Section 1.4.3, then read §1.5. Answer the questions on the Reading Guide.
- Begin Homework 3 (due 4pm Friday).

Do the following before next class:

- Read §1.6 and answer the questions on the Reading Guide.
- Finish Homework 3 (due 4pm Friday).
- If possible, bring a laptop with R and RStudio to class on Friday. You can download R here and download RStudio here.

Do the following before next class:

- Read §2.1 and §2.2, and answer the questions on the Reading Guide.
- Begin Homework 4 (due 4pm Wednesday).

Monday

September 23

September 23

Random variables

Discrete distributions

Discrete distributions

Do the following before next class:

- Read §2.3 and answer the questions on the Reading Guide.
- Finish Homework 4 (due 4pm Wednesday).

Do the following before next class:

- Read §2.4 and answer the questions on the Reading Guide.
- Begin Homework 5.

Friday

September 27

September 27

Binomial distribution

Do the following before next class:

- Read §2.5 and answer the questions on the Reading Guide.
- Work on Homework 5 (due 4pm Wednesday).

Monday

September 30

September 30

Poisson distribution

Do the following before next class:

- Finish Homework 5 (due 4pm Wednesday).
- There is no reading assignment for Wednesday, but this would be an excellent time to review §2.1–2.4.

Wednesday

October 2

October 2

Review for exam

Homework 5

due today

due today

Study for Exam 1.

Friday

October 4

October 4

**Exam 1**

- This exam will cover Sections 1.1 through 1.5 and 2.1 through 2.3.
- Calculators will be permitted, but probably not very helpful, and certainly not necessary.
- Books, notes, and internet-capable devices will not be permitted during the exam.
- A review page will be available.

Do the following before next class:

- Take a look at Homework 6 (due 4pm next Friday).

Monday

October 7

October 7

Poisson distribution

Do the following before next class:

- Read §2.6.1 and answer the questions on the Reading Guide.
- Work on Homework 6 (due 4pm Friday).

Wednesday

October 9

October 9

Hypergeometric distribution

Do the following before next class:

- Read §2.6.2 and answer the questions on the Reading Guide.
- Finish Homework 6 (due 4pm Friday).

Friday

October 11

October 11

Negative binomial distribution

Geometric distribution

Geometric distribution

Homework 6

due today

due today

*Fall break! No class Monday, October 14.*

Do the following before next class:

- Reading §2.7 and answer the questions on the Reading Guide.
- Begin Homework 7.

Wednesday

October 16

October 16

Moment generating functions

Homework 7

due today

due today

Do the following before next class:

- Re-read §2.7. This section should make more sense now than the first time you read it. There is no reading guide for Wednesday.
- Finish Homework 7

Friday

October 18

October 18

Moment generating functions

Do the following before next class:

- Read §2.8 and answer the questions on the Reading Guide.
- Begin Homework 8.
- If possible, bring a computer with R and RStudio to class on Friday.

Monday

October 21

October 21

Simulation of discrete random variables

Do the following before next class:

- Read §3.1 and answer the questions on the Reading Guide.
- Finish Homework 8.

Wednesday

October 23

October 23

Continuous random variables

Uniform distribution

Uniform distribution

Homework 8

due today

due today

Do the following before next class:

- Read §3.2 and answer the questions on the Reading Guide.
- Begin Homework 9.

Friday

October 25

October 25

Expected values and moment generating functions of continuous distributions

Do the following before next class:

- Read §3.3 and answer the questions on the Reading Guide.
- Begin Homework 10.

Monday

October 28

October 28

Normal distribution

Homework 9

due today

due today

Do the following before next class:

- Read §3.4.1 and answer the questions on the Reading Guide.
- Begin Homework 10.

Wednesday

October 30

October 30

Exponential distribution

Do the following before next class:

- Read §3.4.2 and answer the questions on the Reading Guide.
- Finish Homework 10.

Friday

November 1

November 1

Gamma distribution

Homework 10

due today

due today

Do the following before next class:

- Read §3.7 and answer the questions on the Reading Guide.
- Begin Homework 11.

Monday

November 4

November 4

Transformations of continuous random variables

Do the following before next class:

- Re-read §3.7, focusing on Examples 3.39–3.41.
- Work on Homework 11.

Wednesday

November 6

November 6

Transformation and simulation

Do the following before next class:

Friday

November 8

November 8

Review for exam

Take-home exam problems distributed

Take-home exam problems distributed

Homework 11

due today

due today

Complete the take-home exam problems before next class.

Monday

November 11

November 11

**Exam 2**

Do the following before next class:

- Read §4.1 and answer the questions on the Reading Guide.
- Begin Homework 12 (due 4pm Friday).

Wednesday

November 13

November 13

Joint distributions

Do the following before next class:

- Read §4.2 and answer the questions on the Reading Guide.
- Finish Homework 12 (due 4pm Friday).

Friday

November 15

November 15

Expected values

Covariance and correlation

Covariance and correlation

Homework 12

due today

due today

Do the following before next class:

- Read from the beginning of §4.3 up to the §4.3.1 heading (pages 264–268 in the Second Edition of the text). Answer the questions on the Reading Guide.
- Begin Homework 13 (due 4pm Wednesday).

Monday

November 11

November 11

Linear combinations of random variables

Do the following before next class:

- Read §4.3.1 and §4.3.2. Answer the questions on the Reading Guide.
- Finish Homework 13 (due 4pm Wednesday).

Wednesday

November 20

November 20

Properties of linear combinations

Homework 13

due today

due today

Do the following before next class:

- Read §4.4 and answer the questions on the Reading Guide.
- Begin Homework 14 (due 4pm Monday).

Friday

November 22

November 22

Conditional distributions and expectation

Do the following before next class:

- Read §4.5.1 and §4.5.2. Answer the questions on the Reading Guide.
- Finish Homework 14 (due 4pm Monday).

Monday

November 25

November 25

Limit theorems

Homework 14

due today

due today

*Thanksgiving break! No class November 27 or 29.*

Do the following before next class:

- Read §4.5.3 and §4.5.4. Answer the questions on the Reading Guide.
- Take a look at Homework 15.

Monday

December 2

December 2

Limit theorems

Do the following before next class:

- Read §4.6 and answer the questions on the Reading Guide.
- Work on Homework 15.

Wednesday

December 4

December 4

Transformations of random variables

Distribution function method

Distribution function method

Do the following before next class:

- Re-read §4.6. There is no new reading guide for Wednesday.
- Finish Homework 15.

Friday

December 6

December 6

Transformations of random variables

Bivariate transformation theorem

Bivariate transformation theorem

Homework 15

due today

due today

Do the following before next class:

- Read §4.9 and answer the questions on the Reading Guide.
- Begin Homework 16.

Monday

December 9

December 9

Order statistics

Do the following before next class:

- Finish Homework 16.

Wednesday

December 11

December 11

Review day

Homework 16

due today

due today

Complete the take-home portion of the final exam.

Friday

December 13

December 13

**Final Exam, 9–11am**