Introduction to Probability
STAT/MA 519, Fall 2008

MWF, 8:30 -- 9:20 AM, Neil Armstrong Hall of Engineering, room B071

Professor: Mark Daniel Ward
Email: mdw@purdue.edu
Office: MATH 540
Phone: 765-496-9563
Office hours: MWF, 9:30 -- 10:20 AM

Grader: Sanvesh Srivastava
Email: srivasta@stat.purdue.edu
Office: MATH G160
Phone: 765-496-2763

Text: A First Course in Probability, 7th edition, by Sheldon Ross (ISBN: 9780131856622)

Prerequisite: MA 510; or Corequisite: MA 440

Course description: Algebra of sets, sample spaces, combinatorial problems, independence, random variables, distribution functions, moment generating functions, special continuous and discrete distributions, distribution of a function of a random variable, limit theorems.

Midterm exam dates: Friday, October 10; Monday, November 24

Final exam date/time/location: Monday, December 15, at 7 PM - 9 PM, Brown Laboratory of Chemistry (BRWN) room 1154

Plan to be present at all exams. Plan to be present for class every day.

Midterm answers: Midterm exam answers will be posted here (in pdf format) after each midterm exam has been graded.

Midterm answers:
click here for Midterm 1 answers in pdf format

Homework: All assigned homework problems are posted in the calendar grid below. Homework solutions will be collected in class on the due date. Homework solutions will be posted by the instructor here (in pdf format).

HW #1, due Monday, September 8: Chapter 1--problems: 7, 9, 10, 19, 22, 28, 30, 31, 32, 33a; theoretical exercises: 5, 6, 13, 20, 21, 23; self-test problem 14 (I want you to find a solution without a summation in the answer; Ross's answer in the back of the book uses a summation, but there is a simpler solution without using a summation at all)
Also, Chapter 2--problems: 15, 16, 21, 25, 28, 32, 40, 43, 44, 45, 53; theoretical exercises: 11, 15, 16, 19, 20
click here for Homework 1 answers in pdf format

HW #2, due Friday, September 19: Chapter 3--problems: 14b, 24, 30, 37, 40, 44, 53, 56, 58, 59, 65, 67, 73, 74, 77, 84; theoretical exercises: 5, 6, 11, 12, 14, 23
click here for Homework 2 answers in pdf format

HW #3, due Monday, October 6: Chapter 4--problems: 4, 14, 21, 22, 28, 36, 37, 45, 50, 53, 58, 59, 62, 66, 72, 75, 78, 79; theoretical exercises: 4, 5, 6, 7, 10, 12, 16, 19, 27, 30a, 31, 32, 35
click here for Homework 3 answers in pdf format

HW #4, due Wednesday, October 29: Chapter 5--problems: 3, 5, 6, 10, 11, 13, 14, 16, 18, 20, 23, 25, 29, 31, 34, 37, 39, 40; theoretical exercises: 3, 6, 8, 12, 13, 14, 18, 24, 28
click here for Homework 4 answers in pdf format

HW #5, due Wednesday, November 12: Chapter 6--problems: 2, 3, 5, 7, 9, 12, 13, 16, 19, 23, 27, 33, 37, 39, 42, 46, 48, 54a, 57; theoretical exercises: 5, 6, 9, 10, 11, 14, 15, 18
click here for Homework 5 answers in pdf format, as well as a comment on problem 54a

HW #6, due Friday, November 21: Chapter 7--problems: 11, 12, 13, 15, 21, 22, 25, 26; theoretical exercises: 5, 6, 7, 8, 9

Grades: All grades will be posted on Blackboard Vista, so that students can confidentially view their own grades.

Grade Distribution: Each midterm exam counts as 24 percent of the overall grade. The final exam counts as 48 percent of the overall grade. The homework counts as 14 percent of the overall grade. So a total of 24 + 24 + 48 + 14 = 110 percent is possible in the course!

Attendance: Makeup exams may be given in only rare cases, such as: the death of a family member; religious (or similar) observances; or mandatory attendance at an official Purdue event. Please contact the Dr. Ward at least one week in advance of any planned events.

Calculators: The list of approved calculators can be found at:
http://www.soa.org/education/course-catalog/fall-exam-session/2008/edu-calculators.aspx
The list includes ONLY the models:
"the battery or solar-powered Texas Instruments BA-35 model calculator, the BA II Plus*, the BA II Plus Professional*, the TI-30Xa or TI-30X II* (IIS solar or IIB battery)"
* The memory of TI-30X II (IIS solar or IIB battery), BA II Plus and BA II Plus Professional will need to be cleared by the examination supervisor upon the candidates' entrance to the examination room. For the BA II Plus and BA II Plus Professional, clearing will reset the calculator to the factory default settings.

Table for Exams: The midterm exams and the final exam will both include the Actuary Exam P/1 table of information found at this address: http://www.soa.org/files/pdf/P-05-05tables.pdf

Academic adjustments: Please refer all cases to the Office of the Dean of Students in Schleman Hall.

Academic honesty: All students are expected to abide by Purdue's Student Conduct Code. Academic dishonesty of any type will result in a failing "F" course grade, as well as other consequences deemed appropriate by the Office of the Dean of Students.

Campus emergency: In the event of a major campus emergency, course requirements, deadlines and grading percentages are subject to changes that may be necessitated by a revised semester calendar or other circumstances. Here are ways to get information about changes in this course. Blackboard Vista web page, my email address: mdw@purdue.edu, and my office phone: 765-496-9563.

Nondiscrimination: Purdue University prohibits discrimination against any member of the University community on the basis of race, religion, color, sex, age, national origin or ancestry, marital status, parental status, sexual orientation, disability, or status as a veteran. Dr. Ward intends for STAT/MA 519 to be welcoming and fair for all students.

Outline of Topics
Week 1: Mon, Aug 25
Lecture: Sections 2.2, 2.3
HW #1 assigned 		Wed, Aug 27
Lecture: Sections 2.4, 2.6, 2.5, 1.2 		Fri, Aug 29
Lecture: Sections 1.3, 1.5, 1.4
Week 2: Mon, Sep 1 (no lecture)
Labor Day 		Wed, Sep 3
Lecture: Sections 1.4, 1.6 		Fri, Sep 5
Discussion: some Homework 1 questions
Lecture: Section 3.2
Week 3: Mon, Sep 8
Lecture: Section 3.3
HW #1 due
HW #2 assigned 		Wed, Sep 10
Lecture: Section 3.3 		Fri, Sep 12
Lecture: Section 3.4
Week 4: Mon, Sep 15
Lecture: Sections 3.5, 4.1
dinner at the Ward family home 		Wed, Sep 17
Discussion: some Homework 2 questions
Announcement: STAT 598Z for Spring 2009
Lecture: Sections 4.2, 4.3 		Fri, Sep 19
Lecture: Sections 4.3, 4.4, 4.5
HW #2 due
HW #3 assigned
Week 5: Mon, Sep 22
Lecture: Section 4.6 		Wed, Sep 24
Lecture: Section 4.7 		Fri, Sep 26
Lecture: Sections 4.7, 4.8.1
Week 6: Mon, Sep 29
Lecture: Section 4.8.2 		Wed, Oct 1
Lecture: Sections 4.8.3, 4.8.4 		Fri, Oct 3
Discussion: some Homework 3 questions
Week 7: Mon, Oct 6
Lecture: Supplementary problems
HW #3 due 		Wed, Oct 8
Review for Midterm Exam 1 		Fri, Oct 10
Midterm Exam 1
Week 8: Mon, Oct 13 (no lecture)
October Break 		Wed, Oct 15
Lecture: Sections 5.1, 5.2
HW #4 assigned 		Fri, Oct 17
Reading: Sections 5.2, 5.3
Week 9: Mon, Oct 20
Lecture: Section 5.4 		Wed, Oct 22
Discussion: Answers to Midterm Exam 1
Lecture: Section 5.4 		Fri, Oct 24
Lecture: Sections 5.5, 5.7
Week 10: Mon, Oct 27
Lecture: Sections 5.6, 6.1 		Wed, Oct 29
Lecture: Section 6.1
HW #4 due
HW #5 assigned 		Fri, Oct 31
Lecture: Section 6.2
Week 11: Mon, Nov 3
Lecture: Section 6.2 		Wed, Nov 5
Lecture: Sections 6.3, 6.4 		Fri, Nov 7
Lecture: Sections 6.5, 6.7
Week 12: Mon, Nov 10
Lecture: Sections 6.6, 6.7 		Wed, Nov 12
Lecture: Sections 7.1, 7.2
HW #5 due 		Fri, Nov 14
Lecture: Sections 7.2, 7.3
HW #6 assigned
Week 13: Mon, Nov 17 Wed, Nov 19 Fri, Nov 21
HW #6 due
Week 14: Mon, Nov 24
Midterm Exam 2 		Wed, Nov 26 (no lecture)
Thanksgiving Vacation 		Fri, Nov 28 (no lecture)
Thanksgiving Vacation
Week 15: Mon, Dec 1 Wed, Dec 3 Fri, Dec 5
Week 16: Mon, Dec 8 Wed, Dec 10 Fri, Dec 12
Final exam: Monday, December 15, at 7 PM - 9 PM, Brown Laboratory of Chemistry (BRWN) room 1154