## Math-M463/S463 Introduction to Probability Theory

Section: 11102/11136
Class Day and Times: MWF 9:05 - 9:55
Class Location: SW 221
Text: Mathematical Statistic and Data Analysis by John Rice
WEB Page: http://elizabethhousworth.com/Fall2008/Math463
Instructor: Elizabeth Housworth
Office and Office Hours: 371 Rawles Hall, 12-1 Tuesdays, 1-2 Thursdays, 2-3 Sundays and by appointment
Important dates: Last day for automatic withdrawals is Wednesday, October 29. The final exam for our section of Math 463 is 8-10 am on Monday, December 15.

 Grading Procedure and class policies: Homework is due in class on the dates indicated on the syllabus below. If you know you will have to miss class, you may turn in your homework early. Late homework will not generally be accepted. In cases of dire illness or other emergencies, short delays in turning in the assignment may be allowed but proof of illness or emergency may be required as well. There is a participation component to the course grade to encourage attendance.
Points
Homeworks  100
Attendance and Participation    50
Exam 1  100
Exam 2  100
Final Exam  150
--------------------------------
Total  500

Cheating Policy: You can work together on the homeworks. Exams are individual work only and if I have determined that you have cheated, I will give you an F in the course.

Religious Holiday Policy: If you will miss class, especially a class during which there will be an exam or other required work, for a religious holiday, you must inform me during the first two weeks of the semester.

Tentative Syllabus
Date Topics Work Due
Monday, September 1 Labor Day --
Wednesday, September 3 1.1-1.3: Sample spaces and probability measures --
Friday, September 5 1.4: Combinatorics --
Monday, September 8 1.4: Combinatorics --
Wednesday, September 10 1.4: Combinatorics --
Friday, September 12 1.5: Conditional probabilities --
Monday, September 15 1.5: Bayes's Theorem Chapter 1: 5, 7, 13, 18, 23, 24, 28, 33, 34, 35.
Wednesday, September 17 1.6: Independence --
Friday, September 19 2.1: Models for discrete data --
Monday, September 22 2.2: Models for continuous data Chapter 1: 39, 47, 53, 56, 57, 68, 70, 74, 75, 78.
Wednesday, September 24 2.2: Models for continuous data --
Friday, September 26 2.3: Functions of a random variable --
Monday, September 29 2.3: Functions of a random variable Chapter 2: 8, 9, 10, 11, 14, 16, 21, 24, 27, 32.
Wednesday, October 1 Catch-up day/problem session/review --
Friday, October 3 3.2: Joint distributions of discrete random variables --
Monday, October 6 3.3 Joint distributions of continuous random variables Chapter 2: 34, 37, 42, 43, 44, 47, 49, 60, 67, 68. Extra credit: 72.
Wednesday, October 8 3.3 Joint distributions of continuous random variables --
Friday, October 10 3.4 & 3.5: Joint distribution of independent random variables and conditional distributions --
Monday, October 13 Review --
Wednesday, October 15 Exam 1 (covering chapters 1 and 2) --
Friday, October 17 3.5: Conditional distributions --
Monday, October 20 3.6: Functions of jointly distributed random variables Chapter 3: 2, 5, 6, 11, 23, 24, 27, 28, 29, 30.
Wednesday, October 22 3.6: Functions of jointly distributed random variables --
Friday, October 24 3.7: Extrema and order statistics --
Monday, October 27 4.1: Expected values --
Wednesday, October 29 4.1: Expected values Chapter 3: 32, 38, 43, 44, 47, 55, 64, 67, 70, 74.
Friday, October 31 4.1: Expected values --
Monday, November 3 4.2: Variance and standard deviation --
Wednesday, November 5 4.3: Covariance and correlation --
Friday, November 7 4.3: Covariance and correlation --
Monday, November 10 4.4: Conditional expectation and prediction Chapter 4: 8, 9, 10, 11, 13, 15, 18, 36, 37, 42.
Wednesday, November 12 4.4: Conditional expectation and prediction --
Friday, November 14 4.5: Moment generating functions --
Monday, November 17 4.6: Approximate methods --
Wednesday, November 19 Catch-up day/problem session/review Chapter 4: 49, 52, 53, 68, 83, 75, 77, 84, 85, 102.
Friday, November 21 Review --
Monday, November 24 Exam 2 (covering material through 4.3) --
Wednesday, November 26 Thanksgiving Break --
Friday, November 28 Thanksgiving Break --
Monday, December 1 5.2: Law of Large Numbers --
Wednesday, December 3 5.3: Convergence in distribution --
Friday, December 5 5.3: The Central Limit Theorem --
Monday, December 8 Chapter 6: The distribution of common sample statistics --
Wednesday, December 10 Catch up day/review/evaluations Chapter 5: 1, 2, 6, 7, 11, 12, 16, 20 (skip the part about comparing to part (a) of previous problems), 28, 29.
Friday, December 12 Review/evaluations --
Final - Monday, December 15, 8-10 am