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.
Sheldon Ross, A first course in probability. 8th edition. Pearson.
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 your point Ranking viz. your final score (out of 100 points). The total score for your course grades is distributed as follows:
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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.
Once you have enrolled your course, we will send you a username and password to access your online learning resources.