e-Statistics > 4470-5470 Probability and Statistics I

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