MAST90081: Advanced Probability (Semester 1 2020)

Course Materials:

  • Course Information

  • Lecture Notes:
  • Full Lecture Notes
  • Lecture-by-Lecture Notes

  • Supplementary Notes:
  • Probability Measures and the Mathematical Expectation
  • The Theory of Moment Generating Functions
  • A Probability Measure That Has No Masses on Compact Sets
  • Deriving the Inversion Formula
  • A Proof of Polya's Criterion Based on Euclidean Geometry
  • A Beautiful Way of Deriving the Characteristic Function of the Cauchy Distribution
  • The Cantor Function and the Cantor Set

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  • Review Session on Measure and Integration

  • Practice Sessions