STA 6444, Fall 2008

Mathematical Probability


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

Course homepage:


Time and Place:

TR 12:30-1:50pm in BU 403.


Office Hours:

MWR  10:00-11:00am and 2:00-3:00 pm  in SE 268.

Other times by appointment or just stop by the office.



A Probability Path, by Sidney I. Resnick, Birkhauser, Boston, Basel, Berlin, 1999.


Course Description:

This course will provide an introduction to the rigorous mathematical treatment of probability theory. Topics covered include construction of probability spaces, random variables, independence, integration and expectation, convergence concepts, laws of large numbers, convergence in distribution, characteristic functions and central limit theorem (Chapters 1-9 of the textbook).


Prerequisites:  STA 4442.



Take-home midterm

Tentatively October 14-17


Thursday, December 4, 10:30am-1:00pm, location: BU 403. 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 14, 2008