## TAU:0365-2100 | ## Probability Theory | ## Semester 2, 2005/2006 |

- Lecturer
- Prof. Boris Tsirelson, School of Mathematical Sciences.
- Time and place
- Sunday 11-12 Shenkar 104;

Wednesday 13-15 Melamed auditorium (006). - Instructor
- Shiri Alon.
- Prerequisites
- (Infinitesimal) calculus 2; introduction to probability theory.
- Grading policy
- The final exam.

- General probability spaces.
- Random variables. Cumulative distribution function, density (if exists), quantiles. Examples, discrete and continuous (uniform, exponential, normal).
- One-dimensional transformations of distributions.
- Expectation of a random variable (and its function). Variance, moments, moment generating function. Special cases.
- Joint distributions and independence, marginal distributions, joint density.
- Infinite sequences of random variables. Borel-Cantelli lemma. Modes of convergence. Convergence of expectations. Strong law of large numbers, central limit theorem.
- Joint distributions: conditioning, correlation, and transformations. Conditional distributions, conditional expectation. Total probability formula (continuous case). Regression and correlation. Examples. Multidimensional transformations of distributions. Distribution and density of sum, product and quotient of one-dimensional random variables.

- SIEGRIST K.,
"Virtual Laboratories in Probability and Statistics"

http://www.math.uah.edu/stat/

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