Department of Mathematics and Statistics
McGill University
MATH-323 Probability Theory

MATH-323 Probability Theory (3 credits; Prerequisites: MATH-141 or equivalent). Sample spaces, events, probability and conditional probability, independence; discrete and continuous random variables, multivariate distributions; expectation and conditional expectation, Chebychev's theorem, law of large numbers, moment generating functions; special probability distributions including the binomial, Poisson, hypergeometric, multinomial, uniform, exponential, gamma, beta, and normal distributions; functions of random variables; the central limit theorem..

Textbook: Wackerly, Mendenhall, and Scheaffer. (2007). Mathematical Statistics with Applications, 7th Ed., Duxbury. Chapters 2 to 6 (except sections 3.10, 4.11, 5.10, 6.7) and sections 7.3 and 7.5.

Assignments: There will be two weekly tutorial hours, with time and place to be announced. Assignments must be submitted by 5 p.m. on the due date, after which they will not be accepted. They may be handed in at the end of class, or deposited in the slot by the Math Office on the tenth floor of Burnside Hall. In the latter case, make sure you write the course number MATH-323 and tutor's name prominently on the front of your assignment (as well as your own name and student number, of course). The markers will be available during office hours (TBA) when assignments are returned, to answer questions concerning the marking.

Tutor and Marker: TBA

Marking Scheme:

Midterm Examination: TBA in class

Your final mark for the course will be the greater of the marks computed from these two formulas. Those students who do not write the midterm will be marked according to formula II. If needed, there will be a supplemental examination. No special writings of the final examination can be arranged, other than those officially prescribed by the University.

W. J. Anderson
Burnside Hall 1245
bill@math.mcgill.ca

Assignments: (all from W,M&S)