MATH 180A: INTRODUCTION TO PROBABILITY (WINTER 2009)

Professor: Professor R. J. Williams, Office: AP&M 6121.
Professor's Office Hours: MW 1-1.50pm, F 12-12.50pm. On Friday, March 6 and 13, Professor Williams' office hour will be at 1-1.50pm instead of at noon.
Lecture Time: MWF 3-3.50pm.
Lecture Place: WLH 2111.

Section Times: W 7-7.50pm, W 8-8.50pm
Section Place: HSS 1315.

Teaching Assistant: Allison Cuttler, AP&M 6331.
TA Office Hours: Th 2-3pm, Th 5-6pm, F 11am-noon.

DESCRIPTION: This course provides an introduction to the mathematical concepts and techniques of probability theory. Topics to be covered include probability spaces, conditioning and independence (including Bayes rule), random variables (discrete and continuous), probability distributions, expectations, moments, the law of large numbers and the central limit theorem. Probabilistic models are used to describe a wide variety of random phenomena in the physical, biological, engineering and social sciences. The mathematical concepts introduced in this course will be illustrated throughout with examples. Math 180A is a common prerequisite for Math 180BC (Introduction to Stochastic Processes), Math 181AB (Introduction to Mathematical Statistics) and Math 194 (Introduction to the Mathematics of Finance).

PREREQUISITES: Math 20C (provided you learned series in 20B or 20C).

TEXT: S. Ross, A First Course in Probability, 7th edition, Pearson.

OTHER RESOURCES:

  • Online probability book by R. Durrett, Elementary Probability for Applications,
  • Downloadable probability book by Grinsted and Snell.
  • Online introductory statistics book by Philip Stark.
  • Java applets on probability topics by Susan Holmes.

    HANDOUT: For the course handout, click here.

    HOMEWORK AND READING ASSIGNMENTS: Click here to go to the homework and reading assignments.

    EXAMS: In class exams: Monday, January 26th, 2009 and Monday, February 23rd, 2009.
    Final exam: Wednesday, March 18, 2009, 3-6pm.
    The final exam is on Wednesday, March 18, 2009, 3-6pm, in the usual classroom. The final exam will be an overall test of the course material covered in lectures, reading assignments and homework. Please bring your student ID, a blue book or two, and pens/pencils to write with. You may bring a single 8.5"x11" sheet of paper with writing on one side of it to the exam. No books or other notes are allowed. You may bring a calculator. Make sure to justify your answers (credit will not be given for "inspired'' answers). Remember that part of each problem is to set it up and to arrive at the answer by a progression of logical steps. Please start each problem on a new page, write legibly, and put your name and section number on your blue book.
    Review session, Friday, March 13, 3-4pm, in class.
    The TA will have additional office hours on Monday, 10-11am and Tuesday, March 17, noon-2pm.

    Please direct any questions to Professor Williams, email: williams at math dot ucsd dot edu


    Last updated April 9, 2009.