STA 4321: Introduction to Probability

Lecture. 11:45am - 12:35pm on Monday, Wednesday, and Friday [Zoom link]
Instructor. Aaron J. Molstad (amolstad@ufl.edu)
Office hours. Mon (10:15 - 11:15am), Thurs (5:30 - 6:30pm) on Zoom [Zoom link]
Teaching assistant. Ruoyang Zhang (njiandan@ufl.edu)
Office hours. Tuesday from 10:00am - 12:00pm on Zoom [Zoom link]
Syllabus. [pdf]

Note that you must be logged into your UFL eLearning account to access course materials.


  Lecture   Topics (suggested readings)  
  1 (1/11)   Syllabus, basic set theory, sample spaces (2.3 - 2.4) [pdf]  
  2 (1/13)   Set theory, sample spaces, axioms of probability (2.1 - 2.5) [pdf][lecture][notes]  
  3 (1/15)   Axioms of probability, counting rules, permutations (2.6) [pdf][lecture][notes]  
  4 (1/20)   Permuations, combinations, examples [pdf][lecture][notes]  

Homework 1 (Due: 5:00pm on Wednesday, January 27th) [pdf][submit][solutions]


  5 (1/22)   Conditional probability, independence (2.7 - 2.8) [pdf][lecture][correction]  
  6 (1/25)   Inclusion-exclusion, law of total probability (2.8, 2.10) [pdf][lecture]  
  7 (1/27)   Bayes rule, “Monty Hall” problem [pdf][lecture]  

Homework 2 (Due: 5:00pm on Wednesday, February 3rd) [pdf][submit][solution]


  8 (1/29)   Discrete random variables, probability mass function (2.11, 3.1, 3.2) [pdf][lecture]  
  9 (2/1)   Distribution function, expected value (3.3) [pdf][lecture]  
  10 (2/3)   Variance, Chebyshev’s theorem (3.3) [pdf][lecture]  

Homework 3 (Due: 5:00pm on Wednesday, February 10rd) [pdf][submit][solutions]


  11 (2/5)   Bernoulli and Binomial random variables [pdf][lecture]  

Exam 1 (7:00pm on Wednesday, February 17th) [practice][practice solutions][notes][solutions]
Exam 1 Correction (Due: 5:00pm on Sunday, March 7th) [pdf][submission]


  12 (2/8)   Geometric distribution (3.5) [pdf][lecture]  
  13 (2/10)   Geometric and negative binomial distributions (3.5, 3.6)[pdf][lecture]  
  14 (2/12)   Examples, Poisson distribution (3.8) [pdf][lecture]  
  15 (2/15)   Example, Hypergeometric distribution (3.8, 3.7) [pdf][lecture]  
  16 (2/17)   Exam 1 review [lecture]  

Homework 4 (Due: 11:45am on Friday, March 5rd) [pdf][submission][solutions]


  17 (2/22)   Continuous random variables, densities (4.2) [pdf][lecture]  
  18 (2/24)   Properties of densities, examples (4.2) [pdf][lecture]  
  19 (2/26)   Expected values and variances (4.3) [pdf][lecture]  
  20 (3/1)   Uniform random variables (4.4) [pdf][lecture]  
  21 (3/3)   Uniform distribution, exponential distribution (4.4, 4.6) [pdf][lecture]  

Homework 5 (Due: 5:00pm on Thursday, March 11th) [pdf][submission][solutions]


  22 (3/5)   Exponential distribution, Gamma distribution (4.6) [pdf][lecture]  
  23 (3/8)   Gamma distribution, Normal distribution (4.5, 4.6) [pdf][lecture]  
  24 (3/10)   Normal distribution, beta distribution (4.5, 4.7) [pdf][lecture]  
  25 (3/12)   Beta distribution [pdf][lecture]  
  26 (3/15)   Moment generating functions (6.5) [pdf][lecture]  
  00 (3/22)   Exam 2 Review [pdf][lecture]  

Homework 6 (Due: 5:00pm on Friday, March 19th) [pdf][submission][solutions]
Exam 2 (7:00 - 9:00pm on Thursday, March 25th) [practice][lectures][curve][solutions]


  27 (3/17)   MGFs continued, Joint distributions (6.5,5.2,5.3) [pdf][lecture]  
  28 (3/19)   Joint distributions of continuous random variables (5.3) [pdf][lecture]  
  29 (3/29)   Joint distributions, independence (5.4) [pdf][lecture]  

Homework 7 (Due: 5:00pm on Monday, April 5th) [pdf][submission][solutions]


  30 (3/31)   Probabilities with two random variables (5.3) [pdf][lecture]  
  31 (4/2)   Expectations, covariance and correlation (5.8, 5.7) [pdf][lecture]  
  32 (4/5)   Covariance and correlation, examples (5.7) [pdf][lecture]  
  33 (4/7)   Conditional expectations (5.11) [pdf][lecture]  
  34 (4/9)   Conditional expectations continued (5.11) [pdf][lecture]  

Homework 8 (Due: 5:00pm on Monday, April 12th) [pdf][submission][solutions]


  35 (4/12)   Functions of random variables (6.2, 6.3) [pdf]][lecture]  
  36 (4/14)   Method of transformations (6.4) [pdf][lecture]  
  00 (4/19)   Exam 3 Review #1 [lecture]  

Homework 9 (Due: 5:00pm on Monday, April 19th) [pdf][submission][solutions]
Exam 3 (7:00 - 9:00pm, on Wednesday, April 21) [practice][practice solutions][lectures]