Teaching Assistant: Tim Mesikepp. Office: PDL C-34. Email: mesiket@uw.edu
Office hours: Thursdays 1:30-3:30 pm. at PDL C-38.
Textbook. D. F. Anderson, T. Seppalainen and B. Valko: Introduction to Probability. Cambridge Mathematical Textbooks, 2018.
This is the second quarter of a three-quarter sequence course in probability theory. In this quarter we plan to cover topics on expectations and variance, Covariance, correlation, and Cauchy-Schwarz inequality, Bivariate normal distribution, Multivariate transformations, Moment generating functions, Sums of independent random variables, Central limit theorem. We will also discuss Chernoff's inequality, Jensen's inequality, Entropy and Kullback-Leibler divergence. Except that last part, they correspond to Sections 5.1, 6.1-6.4, 7.1, 8.1-8.5, 9.3, and 10.1-10.4 of the textbook.
The prerequisite for this course is 2.0 in Math/Stat 394.
Class Assignments and Grading
There will be 8 weekly homework assignments, two midterm exams and one final. The final grade of this course will be based on homework (10%), midterm exams (25% each) and final (40%).