Department of Statistics
University of California
Berkeley, California
Fall Semester, 2002
Statistics 134, Section 2
Concepts of Probability
Units: 3
Instructor: Antar Bandyopadhyay
Office Hours: 357 Evans, MF 11:00 - 12:00
email: antar@stat.berkeley.edu
Course Outline
- Mathematical set-up for probability, equally likely outcomes, basic counting arguments, conditional probability, Bayes' rule, independent events.
- Sampling with and without replacement, Binomial distribution, Normal and Poisson approximations.
- Discrete random variables, Binomial, Poisson, Hypergeometric, Geometric distributions, expectation, variance, generating functions.
- Discrete joint distributions, independent variables, repeated trials.
- Law of Large Numbers, Central Limit Theorem.
- Continuous random variables, density, cumulative distribution function, change of variable, expectation, variance.
- Uniform, Exponential, Gamma, Normal distribution.
- Poisson process.
- Continuous joint distribution, independence.
- Discrete and continuous conditional distributions and conditional expectations.
- Bivariate Normal distribution.
Prerequisites
Calculus ( Math - 53 or equivalent )
Texts
Probability by Jim Pitman.
Grading
- Homework : 30%
- Midterm : 30%
- Final : 40%