Daesung Kim
MATH 461: Probability Theory  (Spring 2022)

Course Information

Grading Policy

  • HW: 15% (weekly, the lowest one HW will be dropped.)
  • Quizzes: 10% (biweekly, in class, the loewst one quiz will be dropped.)
  • Two Midterms: 20% (tentatively Mar 10 and Apr 21, in class)
  • Final: 35%

Tentative Schedule

Note Date Topic Assignments
W1 Jan 19 Basic Combinatorics I (Sec 1.1-3) slide
Jan 21 Basic Combinatorics II (Sec 1.4-6) slide
W2 Jan 24 Basic Combinatorics III (Sec 1.4-6)
Jan 26 Axioms of Probability I (Sec 2.2-3)
Jan 28 Axioms of Probability II (Sec 2.4) HW1, Solution
W3 Jan 31 Axioms of Probability III (Sec 2.4)
Feb 2 Sample spaces having equally likely (Sec 2.5) slide Quiz1, Solution
Feb 4 Conditional Probabilities (Sec 3.2) HW2, Solution
W4 Feb 7 Conditional Probabilities (Sec 3.2)
Feb 9 Bayes's Formula (Sec 3.3), Independent Events (Sec 3.4)
Feb 11 Random Variables (Sec 4.1-2, 10) HW3, Solution
W5 Feb 14 Expectation (Sec 4.3, 4, 6)
Feb 16 Variance (Sec 4.5) Quiz2, Solution
Feb 18 Bernoulli RVs and Binomial RVs (Sec 4.6) HW4, Solution
W6 Feb 21 Poisson RVs (Sec 4.7)
Feb 23 Other discrete RVs (sec 4.8)
Feb 25 Intro to continuous random variables (sec 5.1) HW5, Solution
W7 Feb 28 Review Handout, Solution
Mar 2 Midterm 1 Solution
Mar 4 Intro to continuous random variables (sec 5.1)
W8 Mar 7 Expectation and variance of continuous RVs (sec 5.2)
Mar 9 The uniform random variable (sec 5.3) Quiz3, Solution
Mar 11 Normal random variables (sec 5.4-7) HW6, Solution
W9 Mar 12-20 Spring Break
W10 Mar 21 Exponential random variables (sec 5.4-7) slide
Mar 23 Gamma random variables (sec 5.4-7)
Mar 25 Joint distribution functions (sec 6.1) HW7, Solution
W11 Mar 28 Independent random variables I (sec 6.2)
Mar 30 Independent random variables II (sec 6.2) Quiz4, Solution
Apr 1 Sums of independent random variables (sec 6.3) HW8, Solution
W12 Apr 4 Conditional distribution (sec 6.4-5)
Apr 6 Joint distribution and expectation of functions of RVs (sec 6.7, 7.2) Quiz5, Solution
Apr 8 Expectation of functions of RVs (sec 7.2-3) HW9, Solution
W13 Apr 11 Review Handout, Solution
Apr 13 Midterm 2 Solution
Apr 15 Covariance (sec 7.4) lecturenote
W14 Apr 18 Conditional expectation (sec 7.5) lecturenote
Apr 20 Conditional expectation (sec 7.5) lecturenote
Apr 22 Moment generating functions lecturenote HW10, Solution
W15 Apr 25 Markov's and Chebyshev's inequalities (sec 8.2,5) lecturenote
Apr 27 Other inequalities (sec 8.5) lecturenote Quiz6, Solution
Apr 29 Weak law of large numbers (sec 8.2, 4) lecturenote HW11, Solution
W16 May 2 Strong law of large numbers (sec 8.2, 4) lecturenote
May 4 Central limit theorem (sec 8.3) lecturenote
Final Week May 6-12 Final Take-home Exam Info Practice Take-Home Exam: Due 5/12 at 8pm
May 13 Final PrairieLearn Exam