Catalog Description: Probability spaces, random variables, moment generating functions, algebra of expectations, conditional and marginal distributions, multivariate distributions, order statistics, law of large numbers.
Prerequisite: AMS 301 and 310
Co-prerequisite: AMS 261 or MAT 203 or 205
3 credits
Textbook: A First Course in Probability, by Sheldon Ross, Seventh Edition, Pearson
Actuarial Exam: The material in this course is the basis of the first actuarial exam, Exam P, of the Society of Actuaries . AMS 410 is a review course for Exam P, in which the material in AMS 311 is revisited in the form of practice questions for Exam P. For more details about actuarial preparation at Stony Brook see Actuarial Program
Fall 2009 Section
92687 LEC 01 TUTH 09:50-11:10AM Loc: Melville Lbr W4550 Inst: Joseph Mitchell AMS 311 Webpage
Spring 2010 Section
52494 LEC 01 MWF 11:45-12:40PM Loc: Melville Lbr E4320 Inst: Stephen Finch
Topics
1. Probability Spaces – 3 class hours.
2. Conditional probability and independence – 4 class hours.
3. Random Variables; Special Distributions – 6 class hours.
4. Expectation – 4 class hours.
5. Joint Distributions – 4 class hours.
6. Conditional Distributions – 3 class hours.
7. Covariance and correlations – 2 class hours.
8. Moment Generating Functions – 3 class hours.
9. Transformation of variables – 4 class hours.
10. Order Statistics – 2 class hours.
11. Law of Large Numbers – 3 class hours.