Math 3332: Probability Theory (Spring 2023)

General Information

Instructor: Mikhail Lavrov
Location: Atrium Building 109
Lecture times: 3:30pm to 4:45pm on Monday and Wednesday
Textbook: Introduction to Probability, Statistics, and Random Processes by Hossein Pishro-Nik, available online at https://www.probabilitycourse.com/.
Office hours:  Wednesdays 1pm-3pm and Thursdays 3pm-4pm, or by appointment, in my office (Mathematics 245)
D2L page: https://kennesaw.view.usg.edu/d2l/home/2797395.

D2L will be used to submit assignments (these will be posted both here and on D2L, for convenience) and to view grades. The syllabus will also be posted there.

During the office hours indicated above, you should feel free to show up with no notice if you have questions of any kind. If these times do not work for you, send me an email and we'll work out something else.

Homework and Exams

There will be eight homework assignments, two midterm exams, and one final exam; the dates are marked below.

I will post the homework assignments here and on D2L; they are always due on Friday at 11:59pm, via D2L.

Exams will be given in person during our ordinary 75-minute class period.

Detailed Schedule

A note in the format "PN 1.2.3" is a reference to section 1.2.3 of the official textbook (linked above). I strongly encourage reading the textbook to supplement lectures, and working through the many problems included in the textbook.

• Date
  Topic Covered
  Other details
• Wed 1/11
  Random experiments
  PN 1.3.1-1.3.2
• Mon 1/16
  No class
   
• Wed 1/18
  Finding probabilities
  PN 1.3.3
• Mon 1/23
  Models of probability
  PN 1.3.4-1.3.5
• Wed 1/25
  Conditional probability
  PN 1.4
  HW 1 due Friday
• Mon 1/30
  Law of total probability
  PN 1.4.2
• Wed 2/1
  Bayes' rule
  PN 1.4.3
• Mon 2/6
  Bayes' rule: fancier examples
  PN 1.4.3
• Wed 2/8
  Counting strategies
  PN 2.1.0-2.1.2
  HW 2 due Friday
• Mon 2/13
  Binomial coefficients
  PN 2.1.3-2.1.4
• Wed 2/15
  Multinomials and multisets
  PN 2.1.4
  HW 3 due Friday
• Mon 2/20
  Putting it all together
  PN 2.1
• Wed 2/22
  Exam 1
   
• Mon 2/27
  Random variables
  PN 3.1
• Wed 3/1
  Expected values
  PN 3.2.2
  HW 4 due Friday
• Mon 3/6
  No class
   
• Wed 3/8
  No class
   
• Mon 3/13
  Special distributions
  PN 3.1.5
• Wed 3/15
  Transforming random variables
  PN 3.2.3
  HW 5 due Friday
• Mon 3/20
  Variance
  PN 3.2.4
• Wed 3/22
  Joint distributions
  PN 5.1.1, 5.1.4
• Mon 3/27
  Conditional distributions
  PN 5.1.3, 5.1.5
• Wed 3/29
  Sums of random variables
  PN 5.3.1, 6.1.2
  HW 6 due Friday
• Mon 4/3
  Moment generating functions
  PN 6.1.3
• Wed 4/5
  Exam 2
   
• Mon 4/10
  Continuous random variables
  PN 4.1.0, 4.2.1, 4.2.2
• Wed 4/12
  Probability densities
  PN 4.1.1, 4.2.1, 4.2.2
  HW 7 due Friday
• Mon 4/17
  Expected values
  PN 4.1.2, 4.2.3
• Wed 4/19
  Transforming random variables
  PN 4.1.3, 5.2.3
• Mon 4/24
  Mixed random variables
  PN 4.3.1-4.3.2
• Wed 4/26
  Joint distributions
  PN 5.2
  HW 8 due Friday
• Mon 5/1
  Poisson processes
  PN 4.2.4, 11.1
• Wed 5/3
  No class
  
   
• Mon 5/8
  Final exam (3:30pm - 5:30pm)