## Math-M463/S463 Introduction to Probability Theory

Section: 19028/19058
Class Day and Times: MWF 11:15 am - 12:05 pm
Class Location: SW 221
Text: Mathematical Statistics and Data Analysis by John Rice
WEB Page: http://elizabethhousworth.com/Fall2012/Math463
Instructor: Elizabeth Housworth
Office and Office Hours: 371 Rawles Hall, 1-2:30 MW and by appointment
Important dates: Last day for automatic withdrawals is Wednesday, October 17. The final exam for our section of Math 463 is 12:30-2:30 pm on Wednesday, 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. 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 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, August 20 1.1-1.3: Sample spaces and probability measures --
Wednesday, August 22 1.4: Combinatorics --
Friday, August 24 1.4: Combinatorics --
Monday, August 27 1.4: Combinatorics --
Wednesday, August 29 1.5: Conditional probabilities and Bayes's Theorem --
Friday, August 31 1.6: Independence Chapter 1: 5, 7, 13, 18, 23, 24, 28, 33, 34, 35.
Monday, September 3 LABOR DAY --
Wednesday, September 5 2.1: Models for discrete data --
Friday, September 7 2.2: Models for continuous data Chapter 1: 39, 47, 53, 56, 57, 68, 70, 74, 75, 78.
Monday, September 10 2.2: Models for continuous data --
Wednesday, September 12 2.3: Functions of a random variable --
Friday, September 14 2.3: Functions of a random variable Chapter 2: 8, 9, 10, 11, 14, 16, 21, 24, 27, 32.
Monday, September 17 3.2: Joint distributions of discrete random variables --
Wednesday, September 19 3.3 Joint distributions of continuous random variables --
Friday, September 21 3.3 Joint distributions of continuous random variables Chapter 2: 34, 37, 42, 43, 44, 47, 49, 60, 67, 68. Extra credit: 72.
Monday, September 24 Review --
Wednesday, September 26 Review Practice Exam 1A
Practice Exam 1B
Combinatorial Proof Practice
Friday, September 28 Exam 1 (covering chapters 1 and 2) --
Monday, October 1 3.4: Joint distribution of independent random variables --
Wednesday, October 3 3.5: Conditional distributions --
Friday, October 5 3.5: Conditional distributions --
Monday, October 8 3.6: Functions of jointly distributed random variables --
Wednesday, October 10 3.6: Functions of jointly distributed random variables --
Friday, October 12 FALL RECESS --
Monday, October 15 3.6: Functions of jointly distributed random variables Chapter 3: 2, 5, 6, 11, 23, 24, 27, 28, 29, 30.
Wednesday, October 17 3.7: Extrema and order statistics --
Friday, October 19 4.1: Expected values --
Monday, October 22 4.1: Expected values --
Wednesday, October 24 4.2: Variance and standard deviation --
Friday, October 26 4.3: Covariance and correlation Chapter 3: 32, 38, 43, 44, 47, 55, 64, 67, 70, 74.
Monday, October 29 4.3: Covariance and correlation --
Wednesday, October 31 4.4: Conditional expectation and prediction --
Friday, November 2 4.4: Conditional expectation and prediction Chapter 4: 8, 9, 10, 11, 13, 15, 18, 36, 37, 42.
Monday, November 5 Review --
Wednesday, November 7 Review Practice Exam 2A
Practice Exam 2B
Friday, November 9 Exam 2 (covering material through 4.2) --
Monday, November 12 4.5: Moment generating functions --
Wednesday, November 14 4.6: Approximate Methods --
Friday, November 16 4.6: Approximate Methods --
Thanksgiving Week November 19-23
Monday, November 26 5.2: Law of Large Numbers Exam 2 re-writes due.
Wednesday, November 28 5.3: Convergence in distribution Chapter 4: 49, 52, 53, 68, 83, 75, 77, 84, 85, 102.
Friday, November 30 5.3: The Central Limit Theorem --
Monday, December 3 Chapter 6: The distribution of common sample statistics --
Wednesday, December 5 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. Solutions to the Last Homework Assignment to be posted after you turn them in.
Friday, December 7 Review/evaluations Problem List for the Final Exam
Final - Wednesday, December 12, 12:30-2:30 pm