Class Time:8:30 - 9:20 MWF
Place: REN 125

Text: S. Ross, A First Course in Probability, 8th ed.

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 2 (due W, Sept 12): Chap 2 Problems (pp: 52-53): 23, 29, 35 (a-c), 36. Show your work! For this homework, you should write down what the sample space is for each of the problems. In a multi-part problem, it might be the same sample space for each part.

HW 3 (due, W, Sept 19--not a full week): Chap 3 Problems (pp. 102-106): 29, 33, 53. As always, show your work, including using clear notation!
HW 3 Solutions

HW 4 (due Mon, Oct 8): Ch 4 problems (pp 172-176): 18, 25, 28, 40. You must show your work to get credit.

HW 5 (due Wed, Oct 24): Ch 5 problems (pp. 224-227) 1, 6bc, 15ab, 37a

HW 6 (due Wed, Oct 31): Ch 5 problem 32, Ch 7 problem 33, page 375, and the following problem: (a) If a r.v. has mgf M(t)=.4 exp(2t) + .6 exp(-3t), compute E(X). (b) If a r.v. X has pmf p(-1)=.2, p(0)=.3, p(1)=.5, compute its mgf M(t).

HW 7 (due Fri, Nov 16): Ch 6 problems (pp 287-288) 6.9 bce, 6.21 a.
Additional problem: Let X,Y have joint density f(x,y)=4/3(y+xy), for x in [0,1] and y in [0,1]. Find Cov(X,Y).

Problems to have you solve in class starting Mon: 6.40, 6.41a, 7.51, 7.64a, 7.65 (expected value part), 8.6, 8.7.