ST359B: Probability II (Winter 2019)

Jan. 15, 2020
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Calendar Description

Formal probability spaces and random variables; multivariate and conditional distributions; functions of jointly distributed random variables; mathematical expectations; conditioning; moment generating function and other transforms; functions of random variables; modes of convergence and limit theorems; introduction to topics in applied probability.

Prerequisites

MA201, ST259.

Exclusions

MA340.

Instructor

Professor Marc Kilgour (PhD)
Office location: LH3033 (Lazaridis Hall)
Office hours: Monday 3 p.m. - 4:30 pm., Wednesday 10:30 a.m. - noon, or as announced in class. Students may contact the instructor by email to make an appointment at another mutually convenient time.
E: mkilgour@wlu.ca
T: x4208

Lectures

Tuesday and Thursday 2:30 p.m. - 4 p.m. in 1C17 (Arts Building)

Textbook

Allan Gut. An Intermediate Course in Probability, 2nd Edition. Springer, 2009.

MyLearningSpace

Materials related to this course and the full course outline will be posted on the ST359 MyLearningSpace website. You are responsible for checking here on a regular basis for important announcements.

Evaluation

A final mark out of 100 will be calculated as follows:

  • Midterm 1 (Tuesday, Feb. 5, 2019, in class): 20%
  • Midterm 2 (Tuesday, March 12, 2019, in class): 30%
  • Final Examination (2.5 hours, exact date, time and location to be announced): 50%

Students must achieve a score of at least 40% of the marks available on the final examination to be eligible to pass the course. The final mark will be reported as a letter grade in accordance with the conversion table of the current undergraduate calendar.

This document is a summary of the course outline for ST359 and is provided for the convenience of students.