STA 6444, Fall 2005

Mathematical Probability


Dr. Hongwei Long, office: SE 268, phone: 297-0810, e-mail:

Course homepage:


Time and Place:

MWF 3:00-3:50 pm in SE 215.


Office Hours:

MWF 11:00am-12:00pm and 4:00-5:00 pm in SE 268.

Other times by appointment or just stop by the office.



Probability and Measure , 3rd Edition, by Patrick Billingsley, John Wiley & Sons, New York, 1995.


Course Description:

This course will provide an introduction to the rigorous mathematical treatment of probability theory using measure theory. Topics covered include construction of probability measures, random variables, distributions, expectation and integration, independence, product measures, and laws of large numbers.

(Sections 2-5, 10-18, 20-22 of the textbook.)


Prerequisites: STA 4442 or 4443.


Exam Dates:




Monday, October 17, in class. Closed book exam.




Monday, December 5, 1:15-3:45 pm, in SE 215. Closed book exam.



There will be about six homework assignments. These will involve using methods presented in class to solve problems from the textbook. Assignments should be handed in on the due date. Late assignments will not be accepted.



Grading will be based on the following weighting:

30% Assignments

30% Midterm exam

40% Final exam

There will be no make-up midterm. If a student has an acceptable excuse for missing the midterm, the weight of the midterm will be shifted to the final. Make-up final exam will be given only under exceptional circumstance, and written, verifiable excuses must be provided.

Word and PDF files

Homework Assignments

         Assignment 1

         Assignment 2

         Assignment 3

         Assignment 4

         Assignment 5




Last modified: November 23, 2005