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MA395A Fall 2012 Syllabus

Topic(s)Chapter(s)Subtopic(s)
Set theory backgroundn/a Unions, intersections, and compliments
The power set
Cartesian products
Finite, countable, and uncountable sets
Algebras of sets
Functionsn/a Abstract definition of a function
function images
function inverse images
Linear Algebra Reviewn/a Vectors and Matrices
Arithmetic Operations on Vectors and Matrices
Matrix Inverses
Quadratic Forms
Probability spaces2 Experiments and outcomes
Sample spaces
Events
Probability measures
The Kolmogorov axioms
Equally likely outcomes and the random sampling experiment
Conditional probability and independence2 Conditional probability
Independence
Multiplicative and additive rules of probability
Baye's theorem
The law of total probability
Random variables2,3 Discrete - probability mass functions
Continuous - probability density functions
Vector valued random variables
Cumulative distribution functions
Expectation
Moments
Functions of random variables
Chebychev's theorem
Discrete probability distributions3
The Bernoulli distribution
The binomial distribution
The geometric distribution
The negative binomial distribution
The Poisson distribution
The hypergeometric distribution
Continuous probability distributions4
The uniform distribution
The normal or Gaussian distribution
The gamma distribution
The beta distribution
Multivariate probability distributions5 The marginal distribution
The conditional distribution
Independence
Covariance
Linear combinations and quadratic forms
Expected values of linear combinations
Variances of linear combinations
The multinomial distribution
The multivariate normal distribution
Functions and transformations of random variables6 The distribution of a function of a random variable
The method of distribution functions
The method of transformations
The method of moment generating functions
Multivariate transformations and the Jacobian
Order statistics
Sampling distributions and the central limit theorem7 Sampling distributions for normal populations
The central limit theorem
The normal approximation to the binomial distribution