STAT 451: Introduction to Probability
Fall 2007
Class Notes
Set Theory
The Probability Set Function
Conditional Probability and Independence
Random Variables
Discrete Random Variables
Continuous Random Variables
Expectation of a Random Variable
Some Special Expectations
Important Inequalities
Distributions of Two Random Variables
Expectation
Transformations: Bivariate Random Variables
Conditional Distributions and Expectations
The Correlation Coefficient
Independent Random Variables
The Binomial Distributions
The Poisson Distribution
The Gamma and Beta Distributions
The Normal Distribution