Probability Review for MA6783

The following is not a complete review of probability. It assumes a basic understanding of univariate probability including the standard distributions. A more complete review can be obtained by working the problems assigned for Ma3215 but it is not recommended since that is a complete semester's assignment list.

Problem citations and readings are from the book Introductory Probability and Statistical Applications by P. Meyer which is the text for Ma3215 and may purchased from the Ga. Tech. bookstore, or which can be found on reserve in the libarary.

• Chapter 6 - multi dimensional random variables - read all - problems 6.3, 6.8
• Chapter 7 - expected values - read all but 7.7-7.8 - problems 7.37, 7.38
• Chapter 9 - important continuous random variables - read 9.1, 2, 3 and 4 - problems 9.1, 9.2
• Chapter 10 - moment generating functions - read all - problems 10.13, 10.14
• Chapter 12 - sums of random variables - read all - problems 12.6, 12.7