MATH3280B - Introductory Probability - 2025/26

Course Year: 
2025/26
Term: 
2

Announcement

  • Homework 1 has been uploaded. The deadline is Jan. 16 11:59pm. Please submit your solutions via GradeScope (a link can be found on Canvas)
  • On Feb4th (Wednesday), 12:30--1:15 will be the lecture, and 1:30--2:15 will be the tutorial.
  • Midterm will be held on Wednesday, March 11th at MMW_LT1, 12:35--2:05pm
  • Midterm coverage: lecture notes up to Feb 4th

General Information

Lecturer

  • Shiping CAO
    • Office: LSB 232A
    • Email:
    • Office Hours: By appointment

Teaching Assistant

  • Zhehao XU
    • Email:
  • Jintang LIU
    • Email:

Time and Venue

  • Lecture: Tu 2:30PM - 4:15PM, Wu Ho Man Yuen Bldg 406; We 1:30PM - 2:15PM, Leung Kau Kui Bldg 101
  • Tutorial: We 12:30PM - 1:15PM, Leung Kau Kui Bldg 101

Course Description

Axioms of probability, conditional probability, independence, discrete random variables, continuous random variables, mean, variance and covariance, moment generating function, Poisson distributions, normal distributions, central limit theorem, law of large numbers, random walks, transition probabilities and Markov chains. Students taking this course are expected to have knowledge in advanced calculus.


Textbooks

  • Sheldon Ross, A first course in probability. 8th edition. Pearson Education International

References

  • K. L. Chung, Elementary Probability Theory with Stochastic Processes. Springer International Student Edition, 1978
  • K. L. Chung, A course in probability theory. Elsevier Inc., 1968
  • A. N. Kolmogrov, Foundations of the theory of probability. Chelsea publishing Co., New York. 1956.

Lecture Notes


Tutorial Notes


Assignments


Solutions


Assessment Scheme

Assignments 10%
Mid-term Exam (March 11, MMW_LT1) 40%
Final Exam 50%

Honesty in Academic Work

The Chinese University of Hong Kong places very high importance on honesty in academic work submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence will lead to disciplinary action including termination of studies at the University. Although cases of cheating or plagiarism are rare at the University, everyone should make himself / herself familiar with the content of the following website:

http://www.cuhk.edu.hk/policy/academichonesty/

and thereby help avoid any practice that would not be acceptable.


Assessment Policy

Last updated: April 15, 2026 14:34:10