# Introduction to Probability STAT/MA 519, Fall 2008

## 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.

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

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

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

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

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

HW #7, due Friday, December 12: Chapter 7--problems: 34, 36, 38, 40, 42, 48, 50, 53, 56, 58; theoretical exercises: 13, 29, 33, 34, 36; Chapter 8--problems: 1, 3, 4, 6, 7, 14, 15

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.

 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 Lecture: Section 7.4 Wed, Nov 19 Lecture: Sections 7.4, 7.5 Fri, Nov 21 Review for Midterm Exam 2 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 Lecture: Section 7.5 Wed, Dec 3 Lecture: Sections 7.5, 7.7 Fri, Dec 5 Lecture: Sections 7.7, 8.1, 8.2, 8.3 Week 16: Mon, Dec 8 Lecture: Sections 8.3, 8.4 Wed, Dec 10 Review for Final Exam Fri, Dec 12 Review for Final Exam Final exam: Brown Laboratory of Chemistry (BRWN) room 1154 Monday, December 15, at 7 PM - 9 PM Topics: Chapters 1 - 8 (comprehensive)