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M350: Probability Theory and Simulation, Fall 2012

Instructor: Nayantara Bhatnagar
Class Times: MWF 11.15 - 12.05, Purnell 326
Web page: https://sites.google.com/site/nayantarabhatnagar/home/m350f12

Midterm: Friday, October 12, 2012. 11.15-12.05.
Final: TBA

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Office Hours:
MW 1-2 pm, 528 Ewing.

Prerequisites: M210 or M230. Corequired: M243. Permission is needed to attend otherwise.

The main text is S. Gharahmani, Fundamentals for Probability with Stochastic processes, 3rd ed.

Topics: The course will cover the following topics, with the caveat that some changes are possible as needed.
  • Axioms of probability (Ch 1),
  • Conditional probability and independence (Ch 3),
  • Distribution functions and discrete random variables, special discrete distributions (Ch 4,5),
  • Continuous random variables, special continuous distributions (Ch 6,7),
  • Bivariate and multivariate distributions (Ch 8,9.1),
  • Expectations and Variances (Ch 10),
  • Limit theorems (Ch 11),
  • Selected topics from Ch 12, 13.