Theory of Probability (Stat 592)
Fall 2014

General Information

Lecturer Zhiqiang Tan
Office: 459 Hill Center
Email: ztan at

Lectures: MW 10:20-11:40am, HIL 522
Office hours: M 1:00-2:00pm
Prerequisite Advanced, multivariate calculus. Please see test problems.
An introductory course in statistics is helpful, but not required.
Textbook Casella and Berger (2002) Statistical Inference (2nd edition), Duxbury.
Probability Sections 1.1-1.3
Random Variables, Distributions, Expectations Sections 1.4-1.6, 2.1-2.3, 3.1-3.6
Multivariate Probability Distributions Sections 4.1-4.7
Random Sampling Sections 5.1-5.5

Note: there will be additional material from lectures.
Exams and homework There will be 2 midterm exams and a final exam. One page of information sheet is allowed.
Homework will be assigned from Casella and Berger (2002).
Grading The final grade will be based on the following components with the weights:
Homework: 20%
Midterm Exam #1: 20%
Midterm Exam #2: 20%
Final Exam: 40%
Makeup policy Make-up exams will only be given if written documentation of a major outside circumstance is provided by a dean or a doctor.
Students who miss exams without presenting proper documentation in a timely manner will receive a grade of zero.
Homework Assignments HW 1, HW 2, HW 3, HW 4, HW 5, HW 6.

HW 1 solution, HW 1 additional solution.
HW 2 solution, HW 2 additional solution.
HW 3 solution, HW 3 additional solution.
HW 4 solution, HW 4 additional solution.
HW 5 solution, HW 5 additional solution.
Second midterm solution.
Solution to HW 6.