5651-2011

MATH 5651 - Basic Theory of Probability and Statistics, sec 001

Time and location: 10:10AM-12:05PM TTh (09/06/2011-12/14/2011), Vincent 113.

Office hours: Vincent Hall 258, 1:30-3pm TTh.

This course introduces students to the theory of probability and to a number of applications. Topics include: conditional probability, independent events, random variables, jointly distributed random variables, expectations, variances, covariances, special distributions, the law of large numbers. Students should have a good grasp of calculus and should be willing to work at analyzing concepts as well as applying formulas.

Math 5651 is designed to be essentially the same as Statistics 5101.

Text: Probability and Statistics, Fourth Edition, by Morris H. DeGroot and Mark J. Schervish, published by Addison-Wesley. The course will cover the first 6 Chapters, with some topics omitted.

Exams: there will be two midterm exams and one final exam. The final is on 1:30 p.m.-3:30 p.m. Tuesday, December 20. The midterms will be on October 11th and November 15th in class.

Grading: 25% of the grade will be based on homework assignments, 25% will be based on each of the two midterm exams, and 25% will be based on the final exam.

Students are encouraged to work on homeworks in teams, however the writing must be done separately. Late homeworks will not be graded, no exceptions. Make up exams will be granted only if a respectable reason is presented.

Practice problems for the 2nd midterm  3.11: 4, 5, 8, 9, 10, 15, 16, 18, 19, 21, 23, 24; 4.9: 4, 6, 7, 8, 10, 11, 13, 15, 16, 17, 20, 21, 26; 5.11: 9.

Homework (not due) 5.6: 2, 6, 8, 10, 16; 5.7: 6, 8, 10, 12, 22; 6.2: 2, 12; 6.3: 2, 4, 6, 8, 12; 6.4: 2; 6.5: 10, 12; 7.2: 2, 6, 10; 7.3: 4, 6, 8, 10, 12, 14

Homework 1 (due Sep. 15)  1.4: 6, 8; 1.5: 8, 14; 1.6: 2, 6, 8; 1.7: 6, 8, 10

Homework 2 (due Sep. 22)  1.8:  8, 10, 16; 1.9: 2, 6, 8; 1.10: 6, 8, 10; 1.12: 6, 8, 12

Homework 3 (due Sep. 29)  2.1: 6, 10, 12, 14; 2.2: 8, 10, 12, 16; 2.3: 4, 8, 10, 16; 2.5: 20, 22, 26

Homework 4 (due Oct. 6)  3.1: 6, 8, 10; 4.2: 2, 6, 8

Homework 5 (due Oct. 20)  4.3: 2, 4, 6, 8; 5.4: 4, 6, 8, 10, 14

Homework 6 (due Oct. 27)  3.4: 4, 8; 3.5: 4, 6, 10; 3.6: 6, 8; 3.7: 4, 8, 12

Homework 7 (due Nov. 3)  3.6: 10, 12; 3.8: 8, 14; 3.9: 2, 4, 6, 12, 14, 18 

Homework 8 (due Nov. 10) 4.1: 8, 10, 12; 4.2: 10; 4.3: 6, 8; 4.4: 4, 6, 8, 10, 12; 4.5: 8, 10, 12

Homework 9 (due Nov. 29) 4.6: 10, 14, 18; 4.7: 2, 6; 5.7: 2, 8, 10
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