Course Materials for University of Washington Stat 395, Mathematical Probability II
This repo contains my prepared lectures notes for Stat 395, as taught by me in Summer 2022. The primary textbook used in the course is "Introduction to Probability" by Anderson, Valko, and Seppaleinen, however, the lecture notes are self-contained.
This repo will be updated with new lecture notes from Summer 2023 throughout the summer term.
Course Topics:
Jointly distributed random variables; conditional distributions and densities; conditional expectations and variance; covariance, correlation, and Cauchy-Schwarz inequality; bivariate normal distribution; multivariate transformations; moment generating functions; sums of independent random variables; Central Limit Theorem; Chernoff's inequality; Jensen's inequality.