Probability: The Science Of Uncertainty
HONR 399, Fall 2010

Lecture: MWF, 8:30 AM -- 9:20 AM, in HEAV 110
(HONR 39900-001; Banner CRN 43504)

Professor: Mark Daniel Ward
Email: mdw@purdue.edu
Office: MATH 540
Phone: 765-496-9563

Office hours: Dr. Ward is always happy to meet with students.
Dr. Ward is available for walk-in or scheduled appointments anytime, throughout the week.
He is also always guaranteed to be available MWF, 7:30 AM -- 8:20 AM, in MATH 540.

Course description: click here

Course policy: click here

Homework:
  1. Problem Set 1 assigned Mon, Aug 23; due Wed, Aug 25 at 8:30 AM (solutions)
  2. Problem Set 2 assigned Wed, Aug 25; due Fri, Aug 27 at 8:30 AM (solutions)
  3. Problem Set 3 assigned Fri, Aug 27; due Mon, Aug 30 at 8:30 AM (solutions)
  4. Problem Set 4 assigned Mon, Aug 30; due Wed, Sep 1 at 8:30 AM (solutions)
  5. Problem Set 5 assigned Wed, Sep 1; due Fri, Sep 3 at 8:30 AM (solutions)
  6. No Problem Set 6 assigned.
  7. Problem Set 7 assigned Wed, Sep 8; due Fri, Sep 10 at 8:30 AM (solutions)
  8. Problem Set 8 assigned Fri, Sep 10; due Mon, Sep 13 at 8:30 AM (solutions)
  9. Problem Set 9 assigned Mon, Sep 13; due Wed, Sep 15 at 8:30 AM (solutions)
  10. Problem Set 10 assigned Wed, Sep 15; due Fri, Sep 17 at 8:30 AM (solutions)
  11. Problem Set 11 assigned Fri, Sep 17; due Mon, Sep 20 at 8:30 AM (solutions)
  12. Problem Set 12 assigned Mon, Sep 20; due Wed, Sep 22 at 8:30 AM (solutions)
  13. Problem Set 13 assigned Wed, Sep 22; due Fri, Sep 24 at 8:30 AM (solutions)
  14. Problem Set 14 assigned Fri, Sep 24; due Mon, Sep 27 at 8:30 AM (solutions)
  15. Problem Set 15 assigned Mon, Sep 27; due Wed, Sep 29 at 8:30 AM (solutions)
  16. Problem Set 16 assigned Wed, Sep 29; due Fri, Oct 1 at 8:30 AM (solutions)
  17. Problem Set 17 assigned Fri, Oct 1; due Mon, Oct 4 at 8:30 AM (solutions)
  18. Problem Set 18 assigned Mon, Oct 4; due Wed, Oct 6 at 8:30 AM (solutions)
  19. Problem Set 19 assigned Wed, Oct 6; due Fri, Oct 8 at 8:30 AM (solutions)
  20. Problem Set 20 assigned Wed, Oct 13; due Fri, Oct 15 at 8:30 AM (solutions)
  21. Problem Set 21 assigned Fri, Oct 15; due Mon, Oct 18 at 8:30 AM (solutions)
  22. Problem Set 22 assigned Mon, Oct 18; due Wed, Oct 20 at 8:30 AM (solutions)
  23. Problem Set 23 assigned Wed, Oct 20; due Fri, Oct 22 at 8:30 AM (solutions)
  24. Problem Set 24 assigned Fri, Oct 22; due Mon, Oct 25 at 8:30 AM (solutions)
  25. Problem Set 25 assigned Mon, Oct 25; due Wed, Oct 27 at 8:30 AM (solutions)
  26. Problem Set 26 and pictures for Problem Set 26 assigned Wed, Oct 27; due Fri, Oct 29 at 8:30 AM (solutions)
  27. Problem Set 27 assigned Fri, Oct 29; due Mon, Nov 1 at 8:30 AM (solutions)
  28. Problem Set 28 assigned Mon, Nov 1; due Wed, Nov 3 at 8:30 AM (solutions)
  29. Problem Set 29 assigned Wed, Nov 3; due Fri, Nov 5 at 8:30 AM (solutions)
  30. Problem Set 30 assigned Fri, Nov 5; due Mon, Nov 8 at 8:30 AM (solutions)
  31. Problem Set 31 assigned Mon, Nov 8; due Wed, Nov 10 at 8:30 AM (solutions)
  32. Problem Set 32 assigned Wed, Nov 10; due Fri, Nov 12 at 8:30 AM (solutions)
  33. Problem Set 33 assigned Fri, Nov 12; due Wed, Nov 17 at 8:30 AM (note the extension of the due date) (solutions)
  34. No Problem Set 34 assigned (the Chapter 34 material will be combined with Problem Set 35).
  35. Problem Set 35 assigned Wed, Nov 17; due Fri, Nov 19 at 8:30 AM (solutions)
  36. Problem Set 36 assigned Fri, Nov 19; due Mon, Nov 22 at 8:30 AM (solutions)
  37. Problem Set 37 assigned Mon, Nov 29; due Wed, Dec 1 at 8:30 AM (solutions)
  38. Problem Set 38 assigned Wed, Dec 1; due Fri, Dec 3 at 8:30 AM (solutions)
  39. Problem Set 39 assigned Fri, Dec 3; due Mon, Dec 6 at 8:30 AM (solutions)
Corrections recently made to the text are available here.

Flash demonstration of inclusion-exclusion, created by William Hess on August 28, 2010
radiolab show on "stochasticity", sent to me by Vanessa Green from the Center for Coastal Margin Observation & Prediction at Oregon Health & Science University
Other sites that students create or discover? Please let Dr. Ward know.

Outline of Topics
Week 1: Mon, Aug 23
Chapter 1: Outcomes and sample spaces
Problem Set 1 (solutions)
Wed, Aug 25
Chapter 2: Events and probability
Problem Set 2 (solutions)
Fri, Aug 27
Chapter 3: More events and probability
Problem Set 3 (solutions)
Week 2: Mon, Aug 30
Chapter 4: Conditional probability
Problem Set 4 (solutions)
Wed, Sep 1
Chapter 5: Bayes' theorem
Problem Set 5 (solutions)
Fri, Sep 3
Chapter 6: More about conditional
probability and Bayes' theorem
(No Problem Set 6 assigned.)
Week 3: Mon, Sep 6 (no lecture)
Labor Day
Wed, Sep 8
Chapter 7: Independent events
Problem Set 7 (solutions)
Fri, Sep 10
Chapter 8: Random variables;
cumulative distribution functions
Problem Set 8 (solutions)
Week 4: Mon, Sep 13
Chapter 9: Discrete random variables;
probability mass functions;
conditional mass functions
Problem Set 9 (solutions)
Wed, Sep 15
Chapter 10: Independent random variables
Problem Set 10 (solutions)
Fri, Sep 17
Chapter 11: Expected values of
discrete random variables
Problem Set 11 (solutions)
Week 5: Mon, Sep 20
Chapter 12: Expected values of
sums of random variables
(also known as Magic Day!)
Problem Set 12 (solutions)
Wed, Sep 22
Chapter 13: Expected values of functions
of discrete random variables;
variance of discrete random variables
Problem Set 13 (solutions)
Fri, Sep 24
Chapter 14: Higher moments of
discrete random variables
Problem Set 14 (solutions)
Week 6: Mon, Sep 27
Chapter 15: Bernoulli and Binomial
random variables
Problem Set 15 (solutions)
Wed, Sep 29
Chapter 16: Poisson random variables;
Poisson approximation
Problem Set 16 (solutions)
Fri, Oct 1
Chapter 17: Geometric random variables;
waiting times;
negative binomial random variables
Problem Set 17 (solutions)

Supplement: Five Friendly Facts about
Discrete Random Variables
Week 7: Mon, Oct 4
Chapter 18: Counting
Problem Set 18 (solutions)
Wed, Oct 6
Chapter 19: Counting (Part 2),
and hypergeometric random variables
Problem Set 19 (solutions)
Fri, Oct 8
Calculus Review
(no new Chapter today)
(no Problem Set today)
Week 8: Mon, Oct 11 (no lecture)
October Break
Wed, Oct 13
Chapter 20: Continuous random variables;
probability density functions
Problem Set 20 (solutions)
Fri, Oct 15
Chapter 21: Joint densities
Problem Set 21 (solutions)
Week 9: Mon, Oct 18
**Dinner at the Ward family home**
Chapter 22:
Independent continuous random variables
Problem Set 22 (solutions)
Wed, Oct 20
Chapter 23: Conditional distributions
for continuous random variables
Problem Set 23 (solutions)
Fri, Oct 22
Chapter 24: Expected values of
continuous random variables
Problem Set 24 (solutions)
Week 10: Mon, Oct 25
Chapter 25: Expected values of functions
of continuous random variables
Problem Set 25 (solutions)
Wed, Oct 27
Chapter 26: Continuous uniform random variables
Problem Set 26 and pictures for Problem Set 26
(solutions)
Fri, Oct 29
Chapter 27: Normal random variables
Problem Set 27 (solutions)
Week 11: Mon, Nov 1
Chapter 28: Sums of independent
normal random variables
Problem Set 28 (solutions)
Wed, Nov 3
Chapter 29: Central Limit Theorem,
and Laws of Large Numbers
Problem Set 29 (solutions)
Fri, Nov 5
Chapter 30: Central Limit Theorem:
Normal Approximations to Binomial
and Poisson Random Variables
Problem Set 30 (solutions)
Week 12: Mon, Nov 8
Chapter 31: Exponential random variables;
waiting times
Problem Set 31 (solutions)
Wed, Nov 10
Chapter 32: Distribution of functions of
continuous random variables
Problem Set 32 (solutions)
Fri, Nov 12
Chapter 33: Joint density of two random variables
that are functions of another pair
of random variables
Problem Set 33 (solutions)
Week 13: Mon, Nov 15
Chapter 34: Variance of sums of random variables
No Problem Set 34 assigned
(the Chapter 34 material will
be combined with Problem Set 35)
Wed, Nov 17
Variance of sums of random variables (continued)
and Chapter 35: Correlation
Problem Set 35 (solutions)
Fri, Nov 19
Chapter 36: Conditional expectation
Problem Set 36 (solutions)
Week 14: Mon, Nov 22
Opportunity to ask questions
about Conditional Expectation
with Mohan at the regular class time
Wed, Nov 24 (no lecture)
Thanksgiving Vacation
Fri, Nov 26 (no lecture)
Thanksgiving Vacation
Week 15: Mon, Nov 29
Chapter 37: Moment generating functions
Problem Set 37 (solutions)
Wed, Dec 1
Chapter 38: Markov and Chebyshev inequalities
Problem Set 38 (solutions)
Fri, Dec 3
Chapter 39: Order statistics
Chapter 39 addendum to the lecture
Problem Set 39 (solutions)
Week 16: Mon, Dec 6
Order statistics
(continued)
Wed, Dec 8
Flexible day in schedule
(could be review day)
Fri, Dec 10
Review for Final Exam
Final exam (take home) due on Saturday, December 18, by 10 AM, in Dr. Ward's office (MATH room 540).