Math 451 (Probability) . . . . Fall 2004

Instructor: Steve Krone . . . . Office hours: MWF 1:30-2:20, and by appt
Office: 416 Brink Hall

Class Time:11:30 - 12:20 MWF
Place: 317 Admin. Bldg.

Text: S. Ross, A First Course in Probability

Prerequisite: Calculus and a strong desire to learn.

This course deals with the mathematical description of random phenomena. It serves as the prerequisite for Math/Stat 452 (Mathematical Statistics) and Math/Stat 453 (Stochastic Models). While calculus is the only prerequisite, you should keep in mind that this is a 400 level mathematics course, so a certain amount of maturity (mathematical and otherwise) will be assumed.

Homework Assignments:
HW#1 (due Fri, Sept 3) p.59 (Th Ex) 2,6
HW#2 (due Fri, Sept 10) pp. 15-20. Prob 3, 15, 19, 28, 30; Th Ex 13.
Exam #1 : Friday, Sept 17.
HW#3 (due Mon, Sept 27) Chap 3. Prob 29, 49; Th Ex 6, 10.
HW#4 (due Mon, Oct 11) Chap 4. Prob 19, 38, 41, 43; Th Ex 4, 8.
HW#5 (due Fri, Oct 22) Chap 5. Prob 1, 4a, 7, 8, 15c, 21.
Exam #2 : Wed, Oct 27.
HW#6 (due Fri, Nov 5) Chap 6. Prob 9; Th Ex 7a (use mgf).
HW#7 (due Wed, Nov 17) Chap 6. Prob 41, 43; Chap 7. Prob 38.
Exam #3 : Wed, Dec 1.
Final Exam : Tue, Dec 14, 10-12 in our usual classroom.

Solutions (HW and Exams): http://www.uidaho.edu/newton.



Grading

Homework...20%
Exam 1.........20%
Exam 2.........20%
Exam 3.........20%
Final.............20%


Course Outline

  1. Introduction
  2. Axioms of probability (chap 2)
  3. Counting techniques (chap 1) and applications to discrete probability (chap 2)
  4. Conditional probability and independence (chap 3)
  5. Random variables and expectation (chap 4,5,7)
    • Discrete random variables
    • Continuous random variables
  6. Jointly distributed random variables (chap 6)
  7. Limit theorems (chap 8)