Course description: Probability is the study of random phenomena. Probability theory can be applied, for example, to study games of chance (e.g. roulette games, card games), occurrences of catastrophic events (e.g. tornados, earthquakes), survival of animal species, the relationship between genetic variation and disease, and changes in stock and commodity markets.

This course is a calculus-based introduction to the principles of probability theory, and to some of its applications. The course is generally taken by mathematics and science students. Prerequisites include differential and integral calculus, sequences and series, multiple integration.

MATH4426 is the first course in a three-semester mathematical statistics sequence. In later courses in the sequence, students will learn how to apply the principles of probability theory to problems in statistics.

Fall 2018 course information: Materials will be drawn from the text Mathematical Statistics and Data Analysis, Third Edition by UC Berkeley Professor John Rice (Duxbury Press, 2007) and from my ASA-SIAM text.

Other references (and good sources for additional problems) are: An Introduction to Mathematical Statistics and its Applications by Vanderbilt University Professor Richard Larsen and University of Mississippi Professor Morris Marx (Pearson, Prentice-Hall), and A First Course in Probability by University of Southern California Professor Sheldon Ross (Pearson, Prentice Hall).

Course notes: notebook1, notebook2, notebook3, notebook4, notebook5.

Syllabus (posted 8/24/2018).  Important information you need to know.

Additional documents:  lecture01, hw00 (calculus review), ans00 (answers to calculus review; please let me know if you find any typos), hw01 (due 9/10), hw02 (due 9/17), hw03 (due 9/24), overview01 (overview for first class test, with extra study problems and solutions), hw04 (due 10/12), hw05 (due 10/19), hw06 (due 10/29), overview02 (overview for second test, with extra study problems and solutions), models02 (models cheat sheet that will be distributed during the second class test), hw07 (due 11/9), hw08 (due 11/16), hw09 (due 11/28), models03 (models cheat sheet that will be distribute during the third class test), overview03 (overview for third test with extra study problems and solutions), overview04 (overview for final exam with last problems and solutions),