Handouts and Lecture Notes

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Typographical Errors in Probability Essentials, Second Edition (Corrected Second Printing 2004)

Basic Set Theory

Some More Basic Set Theory

Lecture #1:
Lecture #2:
Lecture #3:
Lecture #4: There is no uniform probability on ([0,1],2[0,1])
Lecture #5: The Borel Sets of R
Lecture #6: Construction of a Probability (Part I)
Lecture #7: Proof of the Monotone Class Theorem
Lecture #8: Independence and Conditional Probability
Lecture #9: Construction of a Probability (Part II)
Lecture #10: Continuity of Probability
Lecture #11: Continuity of Probability (Continued)
Lecture #12:
Lecture #13:
Lecture #14:
Lecture #15:
Lecture #16:
Lecture #17: Expectation of a Simple Random Variable
Lecture #18: Construction of Expectation
Lecture #19: Integration and Expectation
Lecture #20: Proofs of the Main Expectation Theorems
Lecture #21: Proofs of the Main Expectation Theorems (continued)
Lecture #22: Computing Expectations of Discrete Random Variables
Lecture #23: Proofs of the Main Expectation Theorems (continued)
Lecture #24: The Expectation Rule


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Michael Kozdron
November 1, 2013