Homework: The homework assignments will need to be submitted in PDF format via Canvas and before the respective deadline. Late homework will not be accepted.
Schedule: Monday, January 4 Joint probability mass function. Joint probability density function. Independent random variables. Sums of random variables. Huber: Chapter 13 Lectures 1-6 slides (PDF) Wednesday, January 6 Sums of random variables. Gamma and beta random variables. Examples. Grinstead and Snell: Sections 7.1 and 7.2 Huber: Chapter 13 Lectures 1-6 slides (PDF) Friday, January 8 Gamma and beta random variables. Poisson process. Grinstead and Snell: Sections 7.1 and 7.2 Huber: Chapters 13 and 21 Lectures 1-6 slides (PDF) Monday, January 11 Poisson process. Marginal distributions from joint distribution. Grinstead and Snell: Sections 7.1 and 7.2 Huber: Chapters 13 and 21 Lectures 1-6 slides (PDF) Wednesday, January 13 Marginal distributions from joint distribution. Expectations of functions of random variables. Grinstead and Snell: Sections 7.1 and 7.2 Huber: Chapter 13 Lectures 1-6 slides (PDF) Friday, January 15 Covariance and correlation. Huber: Chapters 14 and 15 Lectures 1-6 slides (PDF) Wednesday, January 20 Covariance and correlation. Multivariate normal distribution. Huber: Chapters 14 and 15 Lectures 7-11 slides (PDF) Firday, January 22 Covariance and correlation. Multivariate normal distribution. Huber: Chapters 14 and 15 Lectures 7-11 slides (PDF)