STAT 416 Spring 09: Probability

Course Description:

This introductory course will cover the basics of probability theory targeted for undergraduate students in statistics, mathematics, and actuarial sciences.  Among the topics covered will be
For students interested in taking actuarial exams, the course will cover topics appearing on Exam 1/P.

General Information:

Course Number: 27847 STAT 41600 - 001
Also cross-listed as MATH 41600 - 001 (CRN: 22146)

Lectures: Tuesday and Thursday, 9:00-10:15am, 315 Recitation Building

Instructor: Professor Sergey Kirshner
Office Hours: Tuesday 10:30-11:30am, Friday 2:30-3:30pm in HAAS 118 (or by appointment)

Textbook: A First Course in Probability, 7th edition by Sheldon Ross (Required)

Announcements:

1/8: Midterm dates/times are listed on the webpage, preliminary syllabus posted.
1/9: Homework 1 posted.
1/13: Due to a conflict, Friday office hours moved to 2:30-3:30pm.
1/19: Homework 2 posted.  It is due at the beginning of the lecture on Tuesday, January 27.
1/20: Solution for homework 1 is posted on Blackboard Vista.  (Corrected file posted 11:45am.)
1/26: Scores for homework 1 have been posted on Blackboard Vista.
1/27: Homework 3 posted.
1/27: Solution for homework 2 is posted on Blackboard Vista.
1/29: Solution for Quiz 1 is posted on Blackboard Vista.
2/2: Scores for Quiz 1 have been posted on Blackboard Vista.
2/3: Homework 4 posted.
2/3: Solution for homework 3 is posted on Blackboard Vista.
2/3: Scores for homework 2 have been posted on Blackbord Vista.
2/4: Homework 4 updated (2pm).
2/11: Solutions for homework 4 and grades for homework 3 are posted on Blackboard Vista.
2/11: No class or office hours on Tuesday, February 17; office hours on Monday, February 16, 12:30-2:30pm.
2/12: Slides for lecture 10 are posted in Blackboard Vista.
2/18: Homework 5 posted.  It is due on Thursday, February 26, 2009.
2/19: For Friday, February 20 ONLY, office hours moved to 1:30-2:30pm.
2/19: Midterm 1 solution is posted on Blackboard Vista.
2/24: Homework 4, midterm 1 scores posted on Blackboard Vista.
2/24: Amended grading refelected in the updated syllabus.
2/25: Homework 6 posted.  It is due on Thursday, March 5, 2009.
2/27: Scores and a solution for quiz 2 are posted on Blackboard Vista.  Solution for homework 5 is posted as well.
3/4: Homework 7 posted.  It is due on Thursday, March 12, 2009.
3/6: Solution for homework 6 is posted on Blackboard Vista.
3/10: Practice Quiz 3 is posted.  Solution to be posted on Thursday, March 12.
3/10: Homeworks 5 and 6 are graded; grades are posted on Blackboard Vista.
3/12: Solution for Practice Quiz 3.
3/17: Solution for homework 7 posted on Blackboard Vista.
3/17: Homework 8 posted.  It is due on Thursday, March 26, 2009.
3/26: Solution for homework 8 is posted on Blackboard Vista.
3/26: Scores for homework 7 are posted on Blackboard Vista.
3/26: Homework 9 is posted.  It is due on Thursday, April 2, 2009.
3/27: Quiz 3 scores and solutions are posted on Blackboard Vista.
4/2: Change in office hours for the weeks of March 30 and April 6.  4/3 10-12am, 4/7 10:30-11:30am, 4/8 10-12am, 4/9 9-11am (no class), 4/10 office hours cancelled
4/3: Solution for homework 9 is posted on Blackbord Vista.
4/4: Practice Midterm 2 is posted.  Solution will be posted on Tuesday, April 7.
4/6: IMPORTANT: Final exam time/location posted.
4/7: Solution for Practice Midterm 2.
4/7: Scores for homeworks 8 and 9 are posted on Blackboard Vista.  You should now have scores posted for homeworks 1-9, quizzes 1-3, and midterm 1.  If a score for any of the above assignments is blank, it means I did not receive that assignment from you.  Please let me know of any errors as soon as possible.
4/8: Homework 10 is due on April 16.
4/13: Both the scores and a solution for Midterm 2 are posted on Blackboard Vista.
4/16: Homework 11 is due on April 23.  Solution for homework 10 is posted on Blackboard Vista.
4/20: Practice Quiz 4 is posted.  Sorry for the delay.
4/21: Solution for Practice Quiz 4.
4/22: Homework 12 is due on April 30.
4/27: Quiz 4 scores and solutions are posted on Blackboard Vista.
4/27: Additional office hours, 4/30 (Thu) 2-4pm, 5/1 (Fri) 2-4pm, 5/4 (Mon) 10am-noon.
4/29: Scores for homeworks 10 and 11 posted.
4/30: Solution for homework 12 posted on Blackboard Vista.
5/1: Practice Final Exam is posted.  The solution will become available later today.
5/1: Solution for Practice Final posted.
5/4: The practice final/solution contained a number of typos and mistakes.  The affected problems are 1b, 1d, 1h, 1j, 5.  Please reload for the latest version.
5/5: Both the raw scores for the final and the adjusted number of points for the final have been posted.  (Adjusted number of points = 350*final score/225.)  The total scores for the course have been posted.  The grades will be assigned according to the point breakdown in the syllabus.
5/6: I will hold office hours on Thursday, May 7, 1-4pm, and on Friday May 8, 11:30am-1:30pm (was 10am-noon).  Please stop by to see your graded final exams.  The final grades will be submitted Friday (5/8) afternoon.  If you would like to see me before that but cannot meet during office hours, please schedule an appointment.
5/6: CORRECTION for office hours: I have to move Friday OH to 11:30am-1:30pm.  My apologies for a possible inconvenience.

Grading:

The course will be evaluated on a point system.


 Number of assignments
 Points each
Total
Homeworks
 12 - 2 lowest scores = 10
 15
 150
Quizzes
 4 - 1 lowest score = 3
 50
 150
Midterms
 2
 175
 350
Final
 1
 350
 350
Total

1000

Grading scheme and course policies are described in the course syllabus.

Practice Exams:

Quiz 3, solution
Midterm 2, solution
Quiz 4, solution
Final, solution

(Very) Tentative schedule:

Week
 Tuesday
 Thursday
1
 Jan 13: Course overview, sample space and events (2.2), combinatorial analysis (ch. 1)
 Jan 15: Combinatorial analysis (ch. 1)
2
 Jan 20: HW 1 due, axioms of probability (2.3) and their simple consequences (2.4) with examples (2.5)
 Jan 22: Simple uses of probability (2.5), conditional probabilities (3.2)
3
 Jan 27: HW 2 due, conditional probabilities (3.2), Bayes' theorem (3.3)
 Jan 29: Quiz 1, independence (3.4), conditional independence (3.5)
4
 Feb 3: HW 3 due, independence (3.4), conditional independence (3.5), random variables (4.1)
 Feb 5: Discrete random variables (4.2), expected value (4.3-4.4)
5
 Feb 10: HW 4 due, expected value of a function (4.4)
 Feb 12: Expected value of a function (4.4), variance (4.5), midterm information
6
 Feb 17: Midterm 1 covering chapters 1-3, 4.1-4.5 (MONDAY Feb 16, 6:30-7:30pm, MATH 175), lecture cancelled Feb 19: Binomial and geometric distributions (4.6-4.7)
7
 Feb 24: Geometric and Poisson random variables (4.7-4.8), other standard distributions (4.8)
 Feb 26: Quiz 2, HW 5 due, continuous random variables (5.1), CDF (4.9)
8
 Mar 3: Expectation and variance (5.2), uniform distribution (5.3), Gaussian distribution (5.4)
 Mar 5: HW 6 due, Gaussian distribution (5.4)
9
 Mar 10: Exponential distribution (5.5), other distributions (5.6), transformation of a random variable (5.7) Mar 12: HW 7 due, jointly distributed variables (6.1)
10
 Mar 17: Spring Break
 Mar 19: Spring Break
11
 Mar 24: Independent random variables (6.2)
 Mar 26: Quiz 3, HW 8 due, sums of independent random variables (6.3)
12
 Mar 31: Conditional distributions (6.4-6.5) Apr 2: HW 9 due, joint distributions of transformed random variables (6.7)
13
 Apr 7: Joint distributions of transformed random variables (6.7), review for midterm 2
 Apr 9: Midterm 2 covering chapters 4.6-4.8, 5, 6.1-6.3 (THURSDAY Apr 9, 6:30-7:30pm, MATH 175), lecture cancelled
14
 Apr 14:  Expectation (7.1), expectation of sums of random variables (7.2) Apr 16: HW 10 due, covariance, correlation (7.4)
15
 Apr 21: Conditional expectation (7.5) Apr 23: Quiz 4, HW 11 due, Moment generating functions (7.7)
16
 Apr 28: Chebyshev's inequality (8.2), laws of large numbers, central limit theorem (8.3-8.4)
 Apr 30: HW 12 due, review
17
 Final Exam (comprehensive): MONDAY May 4, 7-9pm, PHYS 223

IMPORTANT NOTE: Both midterms and the final will be shared across two sections of the course.  Both midterms will take place in the evening:
  1. Monday, February 16, 2009, 6:30-7:30pm, MATH 175,
  2. Thursday, April 9, 2009, 6:30-7:30pm, MATH 175.
Final exam will take place on Monday, May 4, 7-9pm, PHYS 223.
Last modified: 06 May 2009