MATH 441/541 Probability

Fall 2013
Lecture: 9:00-9:50 am MTRF in BH 112

Instructor: Victor Chan Office Hours: MTRF 10 – 11 pm or by appointment

Office: BH 176 Phone: 650-7260
E-mail: Victor.Chan@ wwu.edu

Text: Introduction to Mathematical Statistics, 6th Edition, by Hogg, McKean and Craig
ISBN: 0-13-008507-3

Class Web page: http://faculty.wwu.edu/chanv/math441/math441.html

Objectives: The course is designed to teach concepts and techniques in senior-level

probability theory that are useful in applications and are part of required knowledge in the
actuarial profession. To that end, we will cover the first three chapters in the text, which
includes basic probability, conditional probability and independence, random variables,
expectation and variance, transformation methods, multivariate distributions, conditional
expectation, correlation, and a survey of widely used distributions such as normal and
Poisson.

After completing the course, the student should

o have acquired a good grasp of the topics listed above,
o be able to solve basic problems within or related to those topics,
o have an understanding of the role of probability with respect to other mathematical
fields.

This course addresses part (b) of the overall program objectives of the math department:
completing and understanding courses that address theoretical and applied concepts in
depth in the area of probability and statistics.

Homework: Homework will be assigned approximately once a week. The homework

assignments will be posted on the class Web page. Only one of the problems (indicated in
the assignment) will be collected and graded. However, you are strongly advised to go
over all of the assigned problems; this will not only enhance your understanding of the
materials and improve your problem-solving skills but also prepare you for the exams.
The solutions to the homework problems will be provided.

Graduate Students: You will be held to a higher standard than the undergraduates. On
each homework assignment, there will be one or more additional problems that you have
to complete and turn in. You will also be given a take-home part in each exam.
Exams: There will be two midterms during the quarter. They are scheduled for Tuesday
Oct. 29, and Monday Nov. 25. The final exam will be comprehensive and is scheduled
for Monday Dec. 9 at 8 -10 am.

Grading: Homework (10%), Exams (25% each), Final (40%)

Lecture Schedule
Approx. duration (in weeks) Topics
Chapter 1: Probability and Distributions
Sections: 1.2 through 1.10
Topics: probability set function, conditional probability,
3 independence, discrete and continuous random
variables, transformations, expectation and variance,
moment-generating functions, Markov’s, Chebyshev’s
and Jensen’s Inequalities
Chapter 2: Multivariate Distributions
Sections: 2.1 through 2.6
Topics: joint distributions, transformations of bivariate
3
random variables, conditional distributions and
expectations, correlation coefficient, independent
random variables
Chapter 3: Some Special Distributions
Sections: 3.1 through 3.6
3
Topics: various discrete and continuous distributions,
multivariate normal distribution