- Introductory Probability

Lecturer

E-mail

jwong@math.cuhk.edu.hk

Office

Lady Shaw Bldg 208

Phone extension

3943 7987

Lecturer's office hours

Please email me to arrange an appointment.

Teaching Assistant

XIE, Yuhao

E-mail

yhxie@math.cuhk.edu.hk

Office

LSB G08

Phone extension

TA's office hours

Please email me to arrange an appointment.

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 advanced calculus knowledge.

Advisory: MATH Majors should select not more than 5 MATH courses in a term.

Text

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

Reading List: This will be updated during the academic year.

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.

The text/references is/are available at the CUHK library.

The text/reference should not be treated as a substitute for the lectures. The lectures may present the material covered in the text in a different manner, or deviate from it entirely. You should take your own notes in class.

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. For information on categories of offenses and types of penalties, students should consult the following link: .

Your final letter-grade will be determined by the criterion-referenced assessment.

Homework

10%

Mid-term Exam

40%

from 2:45 pm - 4:00 pm, March 12, 2024

Final Exam

50%

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There will be seven graded homework assignments.

Please note that you MUST do the whole homework entirely by yourself. In case of difficulty, you may consult the instructor and the tutors during their office hours. Any answers that show evidence of having been done with others will receive a score of zero; stronger action may also be taken (visit ). Don’t copy the work of others! Be neat, concise and well-organized.

Late homework answers will NOT be graded, and will receive a score of zero.

Submit your homework using Gradescope in Blackboard.

Please click the links below to download the homework.

Once you have enrolled your course, we will send you a username and password to access your online learning resources.

Please click the link below to download the lecture notes via Blackboard.

Jeff Chak-Fu WONG,
Department of Mathematics, The Chinese University of Hong Kong, Shatin, Hong Kong.