Probability Theory

date: 2018-01-01

I review Math 451: Probability Theory as taught by Chris Remein. This was a correspondence course I took through the University of Idaho Fall 2017.

I wrote up my coursework in jupyter notebooks, though didn’t really need to make computations. The notebooks were a mix of (quite) awkward typesetting and a couple of calls from scipy. I used Bruce Shapiro’s Scientific Computation as a guide.

Remien’s lectures could have been organized. Similarly, our textbook Stochastic Modeling and Mathematical Statistics by Francisco J. Samaniego wanted for structure.

To complement the colloquial lectures and text, I referenced Paul Pfeiffer’s Probability for Applications. I prefer deliberately thinking about random variables as inverse images, which Pfeiffer’s exposition makes plain.