Fall 2011

Math 3031 Syllabus

Text: Fundamentals of Probability with Stochastic Processes,
Third Edition by Saeed Ghahramani, Pearson

Chapter 1.

Axioms of Probability

Sections 1.1 through 1.4.

Skip the following: remark 1.2, on page 14, bottom five lines on page 20 through
inclusion exclusion principle on page 21, section 1.5, 1.6; Example 1.21.
Chapter 2.

Combinatorial Methods

Sections 2.1 through 2.4.

Skip the following: Examples 2.22, 2.23, 2.24, 2.27, 2.28, 2.29, 2.30 and theorem
2.6; section 2.5.
Chapter 3.

Conditional Probability and Independence

Sections 3.1 through 3.5.

Skip the following: Theorem 3.1 and Reduction of sample space, page 79,
examples 3.6, 3.7, 3.8, 3.13, 3.14, 3.16, 3.19, 3.20, 3.21, 3.26, 3.28, 3.30, definition on
page 115, examples 3.31, 3.32, 3.33, section 3.6.
Chapter 4.

Distribution Functions and Discrete random variables.

Sections 4.1 through 4.5.

Skip the following: examples 4.4, 4.5, 4.6,4.7, 4.10, 4.13, 4.16, 4.17, 4.18, 4.19,
4.20, 4.21, 4.22, 4.25, 4.26, optional on page 180, theorem 4.6, remark 4.2,
Chapter 5.

Special Discrete Distributions

Sections 5.1 through 5.3

Skip the following: examples 5.5, 5.6, 5.7, bottom half of page 193 and top half
of page 194, examples 5.9, 5.12, 5.13, Poisson process on page 206, theorem 5.2,
examples 5.15, 5.16, 5.17 and remark 5.1, example 5.19, Negative Binomial Random
Variables on page 218, examples 5.21, 5.22, Hypergeometric Random variable on page
220, pages 221 224.

Chapter 6.

Continuous random Variables

Sections 6.1 through 6.3.

Skip the following: on page 233 everything after (e) up to example 6.1, page 246
bottom 2 lines on page 246 up to definition on page 247, theorem 6.2, remarks 6.5, 6.6.
Chapter 7

Special Continuous Distributions.

Sections 7.1 through 7.4.

Skip the following: example 7.3, Proof of Theorem 7.1, remark 7.1, examples
7.8, 7.9, bottom half of page 280, example 7.3, relationship between Exponential and
Geometric on page 289, remark 7.2, skip everything after definition on page 293, sections
7.5 and 7.6.
Chapter 8

Bivariate Distributions.

Sections 8.1 through 8.4. (8.4 if time permits)

Skip the following: bottom half of page 316, last paragraph on page 317,
examples 8.5, 8.8, theorem 8.5, examples 8.12, 8.14, 8.17, 8.18, 8.20, 8.25, remark 8.1,
example 8.27, theorem 8.9, definition on page 361, example 8.28.
Chapter 10

More Expectations and Variances

Sections 10.1 through 10.3

Skip the following: examples 10.3, 10.5, 10.7, 10.8, remark 10.1, theorems 10.2,
10.3, Pattern appearance on page 407 and the rest of the section, examples 10.10, 10.11,
10.14, 10.15, 10.16, 10.19.
Chapter 11

Sums of Independent Random Variables and Limit Theorems.

Sections 11.1, 11.2, 11.5

Skip the following: example 11.6, theorem 11.2, examples 11.10, 11.11, remark
11.1, theorem 11.13 and the rest of the section from 503.

Fall 2011
Chapter

Math 3031 Homework

Section

Page

Problem number

2
4
7

9
23
34

1, 3, 5, 7, 9, 11
1, 3, 5, 11, 13, 15, 18, 19, 22, 23
1, 3, 5.

2
3
4

44
50
63

1, 3, 5, 7, 9, 12, 15, 16, 17

3, 4, 5, 7, 11, 12, 13, 16, 17, 19
1, 3, 5, 6, 11, 13, 15, 16, 21.

1
2
3
4
5

82
87
96
105
119

1, 3, 5, 7, 9, 16.
1, 2, 4
1, 3, 5, 7, 8, 9, 12.
1, 5, 6, 7
2, 5, 6, 7, 17, 21, 22, 27.

2
3
4
5

150
157
173
182

1, 3, 5, 7.
1, 3, 4, 5, 7, 9
2, 3, 4, 5, 9, 11, 12
1, 3, 5, 7

1
2
3

196
211
224

1, 3, 5, 7, 9, 13
1, 4, 5, 7, 11, 15, 16
3, 6, 7.

1
2
3

238
245
254

1, 3, 5, 7a, 8, 9
1, 3, 5
1, 4, 8, 9, 10.

1
2
3

266
281`
290

1, 3, 5
1, 5, 7, 9, 10, 11.
1, 3

1
2
3
4

325
339
353
363

1, 3, 5, 9, 11, 13
1, 3, 8, 9, 10, 13
1, 3, 5, 7, 8, 9, 10
1

10

1
2
3

412
424
433

1, 3
2, 7, 8, 9
1

11

465

1, 2, 6, 7, 8, 11, 13, 16, 17

2
5
Review

474
506
507

3
2, 3
1, 2, 3