Math 451/Stat 451 (Theory of Probability)

Office Hours Monday 9:30-11:00am, Thursday 1:00-3:00pm; or by email appoitment fuchang@uidaho.edu

Lecture time MWF 8:30-9:20 am; ED 401

Textbook A First Course in Probability, by Sheldon Ross, 8th edition

Homework (30%) Homework assignments are the most important part of this course. Homework will be assigned during the semester on weekly basis. Selected homework problems will be graded. Homework is due at the beginning of the class on the dates specified on the tentative schedule. Each student will be given an opportunity to hand in an assignment late for up to two days, or two assignments late up to one day.

Midterm Exams (20% X 2) Two midterm examinations are scheduled on the days specified on the tentative schedule. A make-up examination is possible only if you get my permission before the examination, or with a doctor’s note.

Final Exam (30%) Final examination is scheduled on Thursday, December 19, 2013, from 7:30 am—9:30 am. No make-up finals.

Grading Course grades are determined by: A (90.0%-100%); B (80.0%-89.9%); C (70.0%-79.9%); D (60.0%-69.9%); F (<60.0%).

Tentative Schedule
 Week Monday Wednesday Fridays 8/26-8/30 Introduction; Basic Principle Permutations Combinations 9/2-9/6 Labor Day; no class Multinomial Coefficients Sample Spaces and Events, Homework 1 due. Solution due 9/9-9/13 Axioms of Probability Some Simple Propositions Probability and Equal Likelihood, Homework 2 due. Solution 9/16-9/20 Probability as a Set Function Chapter Review Conditional Probabilities, Homework 3 due Solution and Lecture notes 9/23-9/27 Bayes' Formula Independent Events Random Variables, Homework 4 due 9/30-10/4 Discrete Random Variables Expected Value Review. Sample Exam 1 with Solution 10/7-10/11 Exam 1(Chapters 1-3 Expectations of Discrete Random Variables Homework 5 due on Wednesday Oct 9. Variance 10/14-10/18 Bernoulli Random Variables Binomial Random Variables Binomial Distribution Functions, Homework 6 due 10/21-10/25 Poisson Random Variables Other Discrete Random Variables Expected Value of Sum of Random Variables, Homework 7 due 10/28-11/1 Continuous Random Variable Expectation and Variance of Continuous Random Variables Uniform Random Variables, Homework 8 due 11/4-11/8 Normal Random Variables Exponential Random Variables Other Continuous Random Variables, 11/11-11/15 Review; Homework 9 due Exam 2 (Chapter 4-5) Solutions to Sample Exam and selected HW problems Joint Distribution Functions 11/18-11/22 Sum of Independent Random Variables Expectation of Sums Covariance, Homework 10 due 11/25-11/29 Thanksgiving Break Thanksgiving Break Thanksgiving Break 12/2-12/6 Conditional Expectation Moment Generating Functions Weak Law of Large Numbers, Homework 11 due 12/9-12/13 Central Limit Theorem Strong Law of Large Numbers Final Review Solutions to Sample Final 12/16-12/20 Final Exam on Thursday at 7:30-9:30am

Learning Outcomes
• The student will learn basic skills to calculate probabilities of random events
• The student will learn standard methods to compute expectation and variances of commonly used discrete and continuous randomly variables
• The student will attain a basic understanding of limit theorems, include the law of large numbers and the central limit theorem