Math-S463/M463 Honors Introduction to Probability Theory

Term: Fall, 2016
Section: 4576/4548
Class Day and Times: MWF 9:05 - 10:10 am
Class Location: SE 245
Text: Introduction to Probability by Grinstead and Snell (freely available online)
WEB Page: http://elizabethhousworth.com/Fall2016/Math463
Instructor: Elizabeth Housworth
Office and Office Hours: Rawles Hall 106C (Chair's office) or RH 127 (Conference Room) Tuesdays 1-2:30 pm and by appointment. My grader, Wai Kit Lam, will also have office hours 1-2 pm on Mondays in SE 232.
Important dates: Last day for automatic withdrawals is Sunday, October 25. The final exam for our section of Math S/M-463 is 8:00-10:00 am, Monday, December 12.

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. One homework assignment will be dropped when calculating your homework average.

There is a participation component to the course grade to encourage attendance. There may be random group pop quizzes to give me a sense of your understanding of the material, to facilitate your learning, and to check 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. If I have determined that you have cheated, following the procedures for evaluating and reporting academic misconduct at IUB, 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
Monday, August 22 Random number generation
Wednesday, August 24 Discrete probability distributions
Friday, August 26 Discrete probability distributions
Homework Problem Set 1 Due Wednesday, August 31
Monday, August 29 Continuous probability distributions
Wednesday, August 31 Continuous probability distributions
Friday, September 2 Permutations
Homework Problem Set 2 Due Wednesday, September 7
Monday, September 5 Labor Day Holiday
Wednesday, September 7 Combinations
Friday, September 9 Combinations
Homework Problem Set 3 Due Wednesday, September 14
Monday, September 12 Combinatorial Proofs
Wednesday, September 14 Discrete joint and conditional distributions
Friday, September 16 Discrete joint and conditional distributions
Homework Problem Set 4 Due Wednesday, September 21
Monday, September 19 Continuous joint and conditional distributions
Wednesday, September 21 Continuous joint and conditional distributions
Friday, September 23 Mixtures and paradoxes
Monday, September 26 Important discrete distributions
Wednesday, September 28 Review
Practice Exam 1
Friday, September 30 Exam 1
Homework Problem Set 5 Due Wednesday, October 5
Monday, October 3 Important discrete distributions
Wednesday, October 5 Important densities
Friday, October 7 Fall Break Holiday
Homework Problem Set 6 Due Wednesday, October 12
Monday, October 10 Important densities
Wednesday, October 12 Functions of random variables
Friday, October 14 Expected value
Homework Problem Set 7 Due Wednesday, October 19
Monday, October 17 Expected value
Wednesday, October 19 Expected value
Friday, October 21 Expected value
Homework Problem Set 8 Due Wednesday, October 26
Monday, October 24 Sums of discrete random variables
Wednesday, October 26 Sums of continuous random variables
Friday, October 28 Functions of random variables
Homework Problem Set 9 Due Wednesday, November 2
Monday, October 31 Laws of Large Numbers
Wednesday, November 2 Methods of convergence
Friday, November 4 Laws of Large Numbers
Monday, November 7 Review
Practice Exam 2
Wednesday, November 9 Exam 2
Friday, November 1 Generating functions
Homework Problem Set 10 Due Wednesday, November 16
Monday, November 14 Branching processes
Wednesday, November 16 Generating functions
Friday, November 18 Central Limit Theorem
Homework Problem Set 11 Due Wednesday, November 30
Thanksgiving Holiday
Monday, November 28 Central limit theorem
Wednesday, November 30 Order statistics
Friday, December 2 Approximate methods
Homework Problem Set 12 Due Wednesday, December 7
Monday, December 5 Rejection method
Wednesday, December 7 Review and evaluations
Practice Final Exam
Friday, December 9 Review
Final - Monday, December 12, 8-10 am