451spring2020

MATH 451 Spring 2020

View the Project on GitHub gjhunt/451spring2020

Welcome to MATH 451 Spring 2020

syllabus

lectures

date lecture name notes Dr. Hunt’s Lecture Playlist Dr. Leemis’s Videos
1-23 basic set notation 1 2    
1-28 axiomatic probability 1 2    
1-30 basic theorems 1 2    
2-4 ordered counting 1 2    
2-6 unordered counting 1 2    
2-11 conditional probability 1 2    
2-13 independence 1 2    
2-18 random variables 1 2    
2-25 pmfs and pdfs 1 2    
2-27 pdfs and expected value 1 2    
3-3 expected value and variance 1 2    
3-5 moments and mgfs 1 2    
3-24 common distributions 1 lecture 13 4.1, 4.2, 4.7 (uniform), 5.1, 5.2, 5.4
3-26 common distributions 1 lecture 14 4.5, 5.3, 4.3, 5.5 (beta)
3-31 transformations 1 lecture 15 7, 7.1, 7.2 (first four, univariate only)
4-2 bivariate rvs 1 lecture 16 6, 6.1 (up to conditional dists)
4-7 bivariate expecation and conditional distributions 1 lecture 17 6.1, 6.2, 6.3 (not joint MGFs)
4-9 conditional expectation and independence 1 lecture 18 6, 6.1 (up to conditional dists)
4-14 iterated expectaiton and bivariate transformations 1 lecture 19 3.4 (condtional expectation), 7.2 (bivariate transformation)
4-16 more bivariate transformations 1 lecture 20 7.2 (bivariate transformation)
4-21 multivariate random variables 1 lecture 21 6.5
4-23 random samples and order statistics 1 lecture 22 7.2 (order stats)
4-28 inequalities and convergence 1 lecture 23  
4-30 central limit theorem 1 lecture 24  

problem sets

see the blackboard site for solutions

date name due reading assignment
1-23 PS 1 1-30 Leemis 1.3 ch1 63, 64, 69, 70, 73
1-30 PS 2 2-6 Leemis 2.1 and 2.2 Leemis ch2 problems 2-7, 9-11, 13
2-6 PS 3 2-13 Leemis 2.1 and 2.2 Leemis ch2 problems 30, 34, 36, 38, 48, 50, 52, 56, 64, 77
2-13 PS 4 not graded Leemis 2.4 - 2.6 Leemis ch2 problems 73, 75, 76, 80, 86, 94, 102, 134, 142, 146
2-24 PS 5 3-5 Leemis 3.1-3.3 Leemis ch3 problems 4, 14, 18, 19, 24, 25, 28, 34, 36, 49
3-5 PS 6 3-19 Leemis 3.4 Leemis ch3: 54, 67, 71, 74, 78, 81, 105, 117, 133, 135
3-26 PS 7 4-2 Leemis 4.1-4.3,4.5, 5.1-5.4 Leemis ch 4: 28, 39, 48, 54, ch 5: 1, 5, 7, 21, 43, 69
4-2 PS 8 4-9 Leemis 7,7.1,7.2 (univariate case only), Leemis 6,6.1 (up to conditional dists) Leemis ch 7: 2,9,13,21,40 Leemis ch 6: 4, 5, 22, 24, 32 (other suggested/ungraded problems: ch 7: 55,57,58,60,63, ch6: 35)
4-9 PS 9 4-16 Leemis 6.1, 6.2, 6.3 (not joint MGFs) Leemis ch 6: 74, 78, 82, 17a, 20, 36, 37, 47, 48, 50, 54, 70
4-16 PS 10 4-23 Leemis 6.3, 6.4, 7.1, 7.2 Leemis ch6: 60, 88, 95, Leemis ch7: 19, 22, 23, 28(a), 38, 49
4-23 PS 11 4-30 Leemis 6.5, 7.2 Leemis ch6: 148, 150, 152, 165, 168, 174, 175, 185, 195

exams