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M350: Probability Theory and Simulation, Fall 2012

Instructor: Nayantara Bhatnagar
Class Times: MWF 11.15 - 12.05, Purnell 326
Web page: https://sites.google.com/site/nayantarabhatnagar/home/m350f12

Midterm: Friday, October 12, 2012. 11.15-12.05.
Final: TBA

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Office Hours:
MW 1-2 pm, 528 Ewing.

Prerequisites: M210 or M230. Corequired: M243. Permission is needed to attend otherwise.

The main text is S. Gharahmani, Fundamentals for Probability with Stochastic processes, 3rd ed.

Topics: The course will cover the following topics, with the caveat that some changes are possible as needed.
  • Axioms of probability (Ch 1),
  • Conditional probability and independence (Ch 3),
  • Distribution functions and discrete random variables, special discrete distributions (Ch 4,5),
  • Continuous random variables, special continuous distributions (Ch 6,7),
  • Bivariate and multivariate distributions (Ch 8,9.1),
  • Expectations and Variances (Ch 10),
  • Limit theorems (Ch 11),
  • Selected topics from Ch 12, 13.

Evaluation: Homework will be assigned Monday and collected the following 
Monday. Please have completed assignments on my desk by 11.15 am in class.

There will be an in-class final exam, to be scheduled.

Evaluation will be 30% homework, 30% midterm and 40% final.

No late exams will be scheduled. Homeworks are due in class on my desk at 14.30 pm and no
late homeworks will be accepted.

Ethics: You may work on homework problems in groups of 2-4 people.

You must write up solutions on your own.
You may never read or copy solutions of other students.
For each homework, you must write your name and UDel ID as well as your group member
     names and UDel ID's.
You may use books and online resources for help, but you must credit all such sources and
never copy the material verbatim.

Please refer to UD's Guide to Academic Integrity
http://www.udel.edu/studentconduct/ai.html. In particular, note that
copying solutions in whole or in part from other students or any
  other source
 without acknowledgement constitutes cheating.

Any student found cheating risks automatically failing the class and
will be referred to the Office of Student Conduct.