Syllabus

Course Calendar -- Test dates may change during the semester

Week Monday Tue Wednesday Thu Friday
1
Jan 5 Syllabus, Chapter 1
   
Jan 9 probability definition and implications
2
   
Jan 16 §2.5
3
Jan 19 Martin Luther King Jr. Day
   
Jan 23 examples
4
   
Jan 30 review
5
Feb 2 Test I
   
6
Feb 9 Bernoulli/binomial
 
Feb 11 Bernoulli/binomial
 
7
Feb 16 geometric/negative binomial
 
Feb 18 Poisson
 
Feb 20 Poisson/Hypergeometric
8
   
Feb 27 Test II
9
Mar 2 Test II solved
 
Mar 4 discrete MGF/Quiz I
 
Mar 6 Project I
10
Mar 9 Spring Break
 
Mar 11 Spring Break
 
Mar 13 Spring Break
11
Mar 16 continuous rv's
 
Mar 18 E(X),var(X),unif(a,b)
 
Mar 20 exp(θ)
12
Mar 23 gamma(α,β), normal(μ,σ)
 
Mar 25 normal, beta
 
Mar 27 review
13
Mar 30 Test III
 
Apr 1 mgf, mixed
 
Apr 3 bivariate rv's
14
Apr 6 conditional, independence
 
Apr 8 E(g(X,Y)), cov(X,Y), cor(X,Y)
 
Apr 10 Quiz 2
15
Apr 13 E(X|Y)
 
Apr 15 multinomial, functions of rv's, project 2
 
Apr 17 CLT
16
Apr 20 Test IV
 
Apr 22 CLT
  Apr 24
17
   

Apr 30
Final (8:00--10:00pm)

 

Homework

§ 2.2 (p.20): 5, 9, 13

§ 2.3 (p.30): 17, 19, 27, 28, 29

§ 2.4 (p.47): 37, 41, 43, 45, 48, 50, 55, 58, 59, 61, 65

§ 2.5 (p.57): 67, 72

§ 2 Supplementary (p.57): as many as possible


§ 3.1 (p.69): 1,2,5,6,9,13,14,20

§ 3.2 (p.81): 23, 27, 28, 29, 37

§ 3.3 (p.87): 45, 48, 51, 53, 54

§ 3.4 (p.94): 56, 58

§ 3 Supplementary (p.96): as many as possible


§ 4.1 (p.110): 5, 11, 13, 14

§ 4.2 (p.127): 17, 18, 20, 25, 28, 36, 37, 38, 42

§ 4.4 (p.147): 43, 45, 50, 52, 55, 61, 64

§ 4.6 (p.165): 65, 66, 67, 68, 70, 77, 79, 82, 85, 88

§ 4.7 (p.175): 89, 90, 92, 93, 98, 106, 108

§ 4.8 (p.183): 109, 114, 118

§ 4 Supplementary (p.205): as many as possible


§ 5.1 (p.220): 1, 3, 4, 5, 8, 10, 11

§ 5.2 (p.230): 13, 16, 22, 23, 25

§ 5.3 (p.237): 27, 29, 30, 36, 38

§ 5.4 (p.230): 41, 45, 48, 51, 57, 60

§ 5.5 (p.256): 65, 68, 71, 72

§ 5.6 (p.279): 77, 80, 83, 91, 95, 97

§ 5.7 (p.289): 105, 106, 108, 112, 117

§ 5.10 (p.310): 137, 138, 139, 140

§ 5.11 (p.315): 147, 149, 150

§ 5 Supplementary (p.317): as many as possible


§ 6.1 (p.337): 1, 5, 6, 13, 14

§ 6.3 (p.349): 19, 21, 23

§ 6.4 (p.365): 29, 30, 35, 36, 37, 41

§ 6.5 (p.373): 46, 47, 48, 51, 55

§ 6.6 (p.379): 60, 61, 67


§ 7.3 (p.405): 5, 6, 8, 10, 13


§ 8.4 (p.465): 11, 12, 13, 14, 16, 17, 18, 27, 33


Supplementary Reading

A Probability Course for the Actuaries

Grinstead and Snell's Introduction to Probability