Thursday Class

Class: September 21, 2000

Topics: variance of a sum of independent random variables; covariance; properties of covariance; Markov's inequality; Chebyshev's inequality; how to compute the probability of an increasing sequence of events; the Poisson distribution

Class: September 14, 2000

Topics: more on generating functions, joint distributions, marginal and conditional distributions, and conditional expectation.

Class: September 7, 2000

Topics: overview of models, derivatives, the binomial theorem, probability generating functions, iterations, simple markov chains, simulation. Notes will appear here at some point.

Class: August 31, 2000

Review of binomial distribution and simple probabilistic risk models; review of probability. Some of this material is on the probability review page, still under construction.