Math-M463/S463 Honors Introduction to Probability Theory

Term: Fall, 2015
Section: 4829/4858
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:
Instructor: Elizabeth Housworth
Office and Office Hours: Rawles Hall 106C (Chair's office) Tuesdays 2-3:30 pm and by appointment. My grader will also have office hours that I will announce in class.
Important dates: Last day for automatic withdrawals is Sunday, October 25. The final exam for our section of Math 463 is 8:00-10:00 am, Wednesday, December 16.

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.

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 24 Random number generation
Wednesday, August 26 Discrete probability distributions
Friday, August 28 Discrete probability distributions
Homework Problem Set 1 Due Wednesday, September 2
Monday, August 31 Continuous probability distributions
Wednesday, September 2 Continuous probability distributions
Friday, September 4 Permutations
Homework Problem Set 2 Due Wednesday, September 9
Monday, September 7 Labor Day Holiday
Wednesday, September 9 Combinations
Friday, September 11 Combinations
Homework Problem Set 3 Due Wednesday, September 16
Monday, September 14 Combinatorial Proofs
Wednesday, September 16 Discrete joint and conditional distributions
Friday, September 18 Discrete joint and conditional distributions
Homework Problem Set 4 Due Wednesday, September 23
Monday, September 21 Continuous joint and conditional distributions
Wednesday, September 23 Continuous joint and conditional distributions
Friday, September 25 Mixtures and paradoxes
Monday, September 28 Review
Practice Exam 1
Wednesday, September 30 Exam 1
Friday, October 2 Important discrete distributions
Homework Problem Set 5 Due Wednesday, October 7
Monday, October 5 Important discrete distributions
Wednesday, October 7 Important densities
Friday, October 9 Fall Break Holiday
Homework Problem Set 6 Due Wednesday, October 14
Monday, October 12 Important densities
Wednesday, October 14 Functions of random variables
Friday, October 16 Expected value
Homework Problem Set 7 Due Wednesday, October 21
Monday, October 19 Expected value
Wednesday, October 21 Expected value
Friday, October 23 Expected value
Homework Problem Set 8 Due Wednesday, October 28
Monday, October 26 Sums of discrete random variables
Wednesday, October 28 Sums of continuous random variables
Friday, October 30 Functions of random variables
Homework Problem Set 9 Due Wednesday, November 4
Monday, November 2 Laws of Large Numbers
Wednesday, November 4 Methods of convergence
Friday, November 6 Laws of Large Numbers
Monday, November 9 Review
Practice Exam 2
Wednesday, November 11 Exam 2
Friday, November 13 Generating functions
Homework Problem Set 10 Due Wednesday, November 18
Monday, November 16 Branching processes
Wednesday, November 18 Generating functions
Friday, November 20 Central Limit Theorem
Homework Problem Set 11 Due Wednesday, December 2
Thanksgiving Holiday
Monday, November 29 Central limit theorem
Wednesday, December 2 Order statistics
Friday, December 4 Approximate methods
Homework Problem Set 12 Due Wednesday, December 9
Monday, December 7 Rejection method
Wednesday, December 9 Review and evaluations
Practice Final Exam
Friday, December 11 Review
Final - Wednesday, December 16, 8-10 am