The purpose of this course is to provide an introduction to
probability theory and some of its applications. The course
provides a sound background in probability for students
who plan to undertake advanced studies in probability
and statistics. For the students who need to apply
probability in engineering and the sciences, the course
provides a working knowledge of most of the necessary introductory
concepts.
We will use the textbook Introduction to Probability
and Its Applications by Richard L. Schaeffer (Duxbury Press, 1994).
The specific topics to be covered are as follows.
- (1)
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Motivating reasons for studying probability theory.
- (2)
-
Probability.
- (3)
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Discrete probability distributions.
- (4)
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Continuous probability distributions.
- (5)
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Multivariate probability distributions.
- (6)
-
Functions of random variables.
- (7)
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Some approximations to probability distributions: Limit theorems.