STAT 582     Fall Term 

Instructor: Yehuda Vardi
    E-mail: vardi@stat.rutgers.edu

  Textbook: Probability and Statistics , by Morris H. DeGroot

Syllabus: set theory, sample spaces, events, probability functions on  sample spaces, combinatorial methods, 
            conditional probability, Bayes' theorem, Markov chains (if time permits),  random variables and 
	    distributions (discrete, continuous, mixed, multivariate), conditional distributions, functions 
	    of random variables,  expectations (mean, variance, covariance, correlation, moments, conditional 
	    expectations), moment-generating functions,  inequalities (Chebyshev, Jensen), limit theorems 
	    (laws of large numbers, central limit theorem), large sample approximations (Poisson and normal  
	    to binomial, normal to Poisson, normal to the t distribution, etc.), special distributions 
	    (Bernoulli, binomial, multinomial, geometric, negative binomial, hypergeometric,  Poisson, 
	    exponential, gamma, beta, t, normal and multivariate normal, chi-square.

Grading Policy:   20% Quizes,   20% Midterm,   60% Final Exam