Statistics 110 - Introduction to Probability

Instructor: Mark Irwin
Office: Science Center 611
Phone: 617-495-5617
E-mail: irwin@stat.harvard.edu
Lectures: Monday - Friday , 11:00 - 12:00, Science Center 109
Office Hours: Tuesday 12:00 - 1:00, Thursday 12:00 - 1:00, or by appointment.
Syllabus: PDF version of the syllabus (Tentative)

Teaching Fellow: TBA
E-mail:
Office Hours:

Sections: Monday, 1:00 - 2:00, Science Center 109

Course Description

A comprehensive introduction to calculus based probability. Basics: sample space, conditional probability, Bayes Theorem. Univariate distributions: mass functions and density, expectation and variance, binomial, Poisson, normal, and gamma distributions. Multivariate distributions: joint and conditional distribution, independence, transformation, multivariate normal and related distributions. Limit laws: probability inequalities, law of large numbers, central limit theorem. Monte Carlo (simulation) methods. Markov chains: transition probability, stationary distribution and convergence.

Announcements

Final Exam

The final exam will be held in Science Center 222 on Wednesday, August 16th at 9:00.

This 3 hour exam will be comprehensive, though will be weighted a bit towards material covered after the midterm. You may bring 2 pages of notes to the exam and a calculator. As with earlier exams, any tables that might be needed will be supplied with the exam.

Exam Week Office Hours

Monday: 1:00 - 3:00
Tuesday: 2:00 - 4:00
or by appointment

Department of Statistics Harvard University

Copyright 2006 by Mark E. Irwin