Textbook. Sheldon Ross: A First Course in Probability, Seventh Edition, Pearson Prentice Hall, 2006.
This is the second quarter of a three-quarter sequence course in probability theory. In this quarter we plan to cover materials from Chapters 6 to 8 of the textbook, i.e. topics of this course include Conditional distributions and conditional expectations, multidimensional distributions and transformations, laws of large numbers, and Normal approximation and other limit theorems.
The prerequisite for this course is 2.0 in Math/Stat 394.
Class Assignments and Grading
There will be weekly homework assignments, two midterm exams and one final. The final grade of this course will be based on homework (5%), midterm exams (30% each) and final (35%).