MATH 3338 - Probability - University of Houston

# MATH 3338 - Probability

***This is a course guideline.  Students should contact instructor for the updated information on current course syllabus, textbooks, and course content***

Prerequisites: MATH 2414

Course Description: Discrete and continuous probability distributions, including multivariate and joint distributions. Random variables, cumulative distribution functions, density functions, expectation, variance and covariance. Independence of events, and independence of random variables. Common discrete and continuous distributions. Law of Large Numbers and the Central Limit Theorem.

Text: A First Course in Probability | Edition: 9, Pearson.  Sheldon Ross. ISBN: 9780321794772

Learning Objectives: To provide the basic probability background for computer scientists, mathematicians and mathematical biology who have a minor in mathematics. This course provides indispensable education for those who need to learn the basic probability theory required for subsequent studies in pattern recognition, biomedical imaging, geosciences, information theory, or for those who intent to do research in biology and need to use statistical methods for their experimental design and analysis. The course is absolutely necessary for all those who intent to pursue a career as an actuary or a financial engineer. This is also a very good course for finance/business majors, especially for those who would like to venture in investments and stock market and need to learn the basics for stock market analysis using time-series.

Syllabus:

• Chapter 1, all but section 1.5
• Chapter 2, all but sections 2.6 and 2.7
• Chapter 3. Additionally, to Chapter 3 we cover sensitivity, specificity and positive predictive value of diagnostic tests as well as false positives/negatives and the Receiver Operating Characteristic curve of a binary classification system.
• Chapter 4, sections 1-10.
• Chapter 5, Sections 1-7
• Chapter 6, sections 1-5, section 7
• Chapter 7, sections 1-5 and perhaps section 7.
• Chapter 8, sections 3 and 4 without proofs.