Introduction to Probability

MATH4008, Fall semester, 2014

Instructor: Yizao Wang
Email: yizao.wang@uc.edu
Office: 4302 French Hall
Office Hours: F 10-11:30am, 3:45-4:45pm
Class meeting: M W F 12:20pm - 01:15pm, 620 SWIFT

Textbooks

  1. Lectures will be based on Introduction to Probability, second revised edition by Charles M. Grinstead and J. Laurie Snell
    download a PDF copy.
    Website of the textbook.
    Solutions to odd-numbered problems.
  2. Recommended but not required: A First Course in Probability by Sheldon Ross.

Course description

This course is an introduction to mathematical probability suitable as preparation for actuarial science, statistical theory, and mathematical modeling. Topics include: review of general probability rules, conditional probability and Bayes theorem, discrete and continuous random variables, moment generating functions, common discrete and continuous distributions and their properties, joint, marginal and conditional distributions, law of large numbers, and the central limit theorem.

Chapters 1-10 from the textbook [1] will be covered.

Pre-req: Multivariate calculus (MATH2063), Probability and Statistics I (STAT2037).

Grades

Preparation for SOA/CAS Exam P/1

Tentative Schedule and Homework

We plan to cover the first 10 Chapters of the textbook [1] with the following schedule. Chapters with * are recommended but not covered in lectures. A detailed syllabus can be found here.
Homework include