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MATH 2603 Probability Theory |
(1) Basic Probability Theory: Discrete and Continuous Probability Distributions, Conditional Probability, Expectation, Variance, Moment Generating Function, Limit Theorems, Decision Theory and Decision Tree Method.
(2) Poisson Process and Reliability Theory: Exponential Distribution, Markov Property, Poisson Process, Reliability, Components in Series and in Parallel and Maintenance Models.
(3) Markov Chains: Concepts of States and Transition Probability, Irreducibility, Stationary Distribution, Applications, Branching Process and other Markov Models.
(4) Inventory Models: EOQ, Lead Time Effect, Newsboy Models and Stochastic Inventory Systems.
Instructor: Dr Wai-Ki CHING (Room 414, Run Run Shaw Building), (Email: wching@hku.hk).
Consultation Hours: TUE 09:00--12:00
Tutor: Jiawen GU (Room 205, Run Run Shaw Building), (Email: during2009@126.com).
Consultation Hours: TUE 14:00--16:00
Time Table: MON, WED, FRI, 10:30--11:25, MW802.
Textbook: S .M. Ross (1997) Introduction to Probability Model, (7th Edition) San Diego, Calif. : Academic Press. [ HKU Library Call Number : 519.2 R82 i]
Method of Assessment: 3 Tests (50%) and a Final Examination (50%).
Assignments in PDF: Assignment One, Assignment Two, Assignment Three, Assignment Four.
Test 1 (30 September 2011) Part 1.
Test 2 (28 October 2011) Part 2.
Test 3 (30 November 2011) Part 3 and Part 4.
Week01: 02 Sep. (Lecture);
Week02: 04 Sep. (Lecture); 07 Sep. (Lecture); 09 Sep. (Example);
Week03: 12 Sep. (Lecture); 14 Sep. (Lecture); 16 Sep. (Lecture);
Week04: 19 Sep. (Example); 21 Sep. (Lecture); 23 Sep. (Lecture);
Week05: 26 Sep. (Example); 28 Sep. (Lecture); 30 Sep. (Test1);
Week06: 03 Oct. (Lecture); 07 Oct. (Lecture);
Week07: 10 Oct. (Lecture); 12 Oct. (Example); 14 Oct. (Lecture);
Week08: Reading Week;
Week09: 24 Oct. (Example); 26 Oct. (Lecture); 28 Oct. (Test 2);
Week10: 31 Oct. (Lecture); 02 Nov. (Lecture); 05 Oct. (Lecture);
Week11: 07 Nov. (Example); 09 Oct. (Lecture); 11 Nov. (Lecture);
Week12: 14 Nov. (Example); 16 Nov. (Example); 18 Nov. (Lecture);
Week13: 21 Nov. (Lecture); 23 Nov. (Lecture); 25 Nov. (Lecture);
Week14: 28 Nov. (Example); 30 Nov. (Test 3).