** STAT559: Measure Theory (2021) **

This is a 10-week lecture-based course focused on introducing the very foundation of probability, the celebrated measure theory, which ends a hundreds-of-years debate of Bayesian v.s. Frequentist. This course covers measure spaces, measurable functions over measure spaces, Lebesgue integration of measurable functions, product spaces and measure-theoretical Fubini's theorem, measure-theoretical random variables, and lastly, modes of convergence and their implications in probability theory (particularly, law of large numbers and central limit theorem).
Check the ** Syllabus ** for detailed course plan.

Instructor: Fang Han (fanghan@uw.edu)

Grader: Zhenman Yuan (yzhenman@uw.edu)

Lectures: WF 11:30-12:50, on Zoom

Office hour: M 9-10, on Zoom

Midterm: 05/07, in-class

Final: 06/04, in-class

**Homework assigments:**

** HW1 **

** HW2 **

** HW3 **

** HW4 **

** HW5 **

** HW6 **

** HW7 **

** HW8 **

** HW9 **