MATH 5312




This course studies basic probability theory and various distributions. Properties of distributions are derived.




Sample space

Conditional probability


Random variables

Expected values

Mean, variance, covariance and correlation

Discrete distributions including binomial, negative binomial, hypergeometric, Poisson, etc

Continuous distributions including uniform, normal, gamma, exponential, t, χ2, F, etc

Moment generating functions

Distributions of functions of random variables

Central limit theorem

Limiting distributions




Bain, Lee J. and Engelhardt, Max (1992) Introduction to Probability and Mathematical

                 Statistics, 2nd edition. Duxbury


Casella, George and Berger, Roger, L. (1990) Statistical Inference. Wadsworth