DUKE MATH230 Probability
Course Info
Syllabus
Class Outline and Schedule
Resources

MATH 230: Probability (Summer Term I 2022)

Course Information

Instructor: Edric (Ed) Tam

  • Office location: Old Chemistry Room 203

  • Office hours: Fridays 10am-11am.

Teaching Assistant & Grader: Hanyou Cao

  • Office location: Physics 150

  • Office hours: Thursdays 2:30pm to 3:30pm.

Lectures

Location/Time: M, T, W, Th, F: 12:30pm-1:45pm at Physics 259

Outline

This is a basic calculus-based first course on the theory and application of probability. It develops quantitative methods for solving problems that involve uncertainty, and provides a foundation for the further study of statistics or random processes.

Topics:

  • foundations and interpretations of probability

  • basic counting and combinatorics. problem solving techniques.

  • random variables with discrete and continuous distributions.

  • random sampling.

  • normal and Poisson approximations.

  • densities and CDFs.

  • expectations. variances. moments.

  • independence.

  • joint distributions. marginal distributions.

  • change of variables.

  • conditional distributions. conditional expectations.

  • covariance. correlation.

  • bivariate normal distribution.

  • inequalities.

  • laws of large numbers, central limit theorem

Prerequisites:

Calculus II (Mathematics 22, 112L, 122, or 122L) OR Multivariable Calculus (Mathematics 202, 212, 219, or 222)

Course Text

We will follow the textbook “Probability” by Jim Pitman very closely. This textbook is required, and is available online for free via the Duke Library.

Contact

There is a Piazza course discussion page. Please direct questions about homeworks and other matters to that page. Note that we are more likely to respond to the Piazza questions than to the email, and your classmates may respond too, so that is a good place to start. You are encouraged to work on homework problems as a team, but each individual must write up their work individually and submit their own work.

Sakai

Sakai will only be used for conducting quizzes and for communicating grades on assignments and exams. You will also find the daily lecture notes posted onto Sakai.

Typos

If you find any typos on this website, please let me know so I can fix them promptly. Thanks!