# 4470-5470 Lecture Note

This course introduces the mathematics of probability theory in concept and applications.

Lecture note | Contents | Quiz/Test Solutions |

note01.pdf
(Rev.09/08/17)
slide01.pdf (Rev.09/08/17) |
1. Sample space and events 2. Probability and combinatorial methods 3. Conditional probability and independence |
Quiz 1 |

note02.pdf
(Rev.09/22/17)
slide02.pdf (Rev.09/22/17) |
4. Random variables 5. Expectation |
Quiz 2 |

note03.pdf
(Rev.10/12/17)
slide03.pdf (Rev.10/12/17) |
6. Binomial and related distributions 7. Poisson distributions 8. Summary diagram 9. Exercise solutions |
Quiz 4
Test 1 |

note04.pdf
(Rev.11/09/17)
slide04.pdf (Rev.11/09/17) chisquare.pdf normal.pdf |
10. Exponential and gamma distributions 11. Normal distributions 12. Sum of independent random variables 13. Summary diagram 14. Exercise solutions |
Quiz 6 |

note05.pdf
(Rev.12/04/17; Hint for Problem 17 corrected) slide05.pdf (Rev.11/10/17) |
15. Bivariate normal distribution 16. Conditional expectation 17. Transformations of variables 18. Exercise solutions |
Quiz 7
Quiz 8 Test 2 |

**Syllabi.**
Other relevant information for Probability & Statistics I can be found at

MATH 4470 Syllabus for undergraduate students

MATH 5470 Syllabus for graduate students

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