MAT3240 - Probability Theory, Fall 2012

 

    Syllabus
    Lecture Notes
    Homework
    Documents

 




 

Syllabus for MAT3240 (Probability Theory), Fall 2012

 
Instructor: 
Dr. Christopher Aubuchon
                    Bentley 333
                   
Extension 1333
                    email:  Christopher.Aubuchon@jsc.edu
                    website:  http://aubuchon.jsc.vsc.edu

Office Hours:  It's complicated. Check my office door for my schedule. It will be there before the end of our first week.

Time and Place:  Monday and Wednesday from 10:00 a.m. to 11:15 a.m. in Dewey 131.

Text:  INTRODUCTION TO PROBABILITY AND STATISTICS FOR SCIENTISTS AND ENGINEERS, by Walter Rosenkrantz.

Content and Objectives for this Course:  Hopefully we will cover Chapters 2 through 5, and some of Chapter 6 if time permits. Check the table of contents for an outline of the content included in these chapters. In this class we will attempt to:

·        To apply the mathematical ideas learned in previous mathematics courses, such as calculus, to topics in probability theory and statistics.

·        To learn how to apply axioms and theorems to more complex mathematical ideas.

·        To learn the technique for solving probability problems involving both discrete and continuous probability theory.

·        To understand the most commonly encountered discrete and continuous random variables (i.e. to know their distribution functions, and probability density functions for a global overview of the random variables’ behavior: to know what their expected values, variances, and moment-generating functions are; and to study their applications to real phenomena).

We may even attempt :

·        To emphasize the aspects of probability theory that are needed to use probability models in applications to real situations, particularly in statistics and stochastic modeling.

·        To develop an understanding of the interrelationship between probability theory, mathematical statistics, and data analysis.

An Assumption of Mine:  I assume that you are (basically) competent in the topics of MAT2030: Probability and Statistics, with a solid background in the topics of integral calculus. I assume also that you are self-motivated, and that you will seek assistance outside of class if your performance is at less than a "C" level.

Technical Notes:  A TI-83 (or TI-84) graphing calculator is required for this course, and we will be using it quite frequently. Blah-blah-blah; I know you already have one... Hopefully we can make the calculator do some things that we wouldn’t want to do by hand ourselves. Maybe cook a burrito.

Homework:  Each day I will assign numerous exercises for your practice, and enjoyment. Typically I will select most (quite often all) of these for grading. Naturally, I won’t tell you which ones will be graded because I want you to do them all!  Each assignment receives a grade of 0 to 10 points, based upon accuracy and completeness. Skipping just one problem virtually guarantees that you will not receive the full 10 points for that assignment. At the end of the semester, if I have ten such grades, I can add these together to get a homework grade between 0 and 100 for you. Homework will generally be collected on Wednesdays and returned on Mondays. (Yes, I'm collecting and grading homework.)

Quizzes:  There will be no weekly quizzes in this course. Fancy that!

Exams:  There will be 3 midterm exams (100 points each) and a single comprehensive final exam (100 points). The final exam will be virtually impossible but, please try your best. You must attend the final at its scheduled time (found in the JSC course bulletin). Otherwise you will receive a grade of 0 for it.

Makeups:  (Pay careful attention here) It is infeasible for me to accommodate students with different times/places for the administration of exams, regardless of the reason. So there will be no makeups. Attend every class on time to make sure that you do not miss anything. Should you ever miss an exam, I may allow your final exam to count for a larger percentage to make up the difference, depending upon the circumstances. Here's a tip:  If ever you miss an exam or assignment, and you want me to know why, don't wait until the next class period (when you happen to see me again) to fill me in - doing so will nullify your chances of receiving any special consideration. Notify me immediately. I have a phone, and an email address, and a door to pin notes to... - use them if necessary.

Grading:  Your final grade will (basically) be a weighted average of your homework grade (20 %), midterm exams (60 % total), and final exam (20 %). Your weighted average will of course fall between 0 and 100. The normal scale of A = 90 – 100, B = 80 – 89, C = 70 – 79, etc… will be used.

Note:  Absences and late arrival to class pose a problem in this course. I usually don't question the reason, but I have decided to allow all students THREE excused absences/late arrivals. You can claim then whenever you wish; use them wisely. All other absences or late arrivals are considered UNEXCUSED and will result in a 1 point deduction on your final average. Seriously.

One final note:  Attend class, be on time, do all your work on time, and pay attention. This way we can all gain a better understanding of probability theory and its applications.  I am hoping that some of our meetings can become informal discussions about the subject matter. We’ll see. If you need any help be sure to contact me. Good luck!
 

GOOD LUCK !

 

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Lecture Notes and Class Notes for Probability Theory, organized (roughly) by section
(To accompany Introduction to Probability and Statistics for Scientists and Engineers, by Walter Rosenkrantz) 

 

Week One Monday, August 27 Class canceled due to Opening Convocation
  Wednesday, August 29 Some Set Theory
Week Two Monday, September 3 Axioms of Probability Theory
  Wednesday, September 5 Continuation of above.
Week Three Monday, September 10 Combinatorial Analysis
  Wednesday, September 12 Continuation of above.
Week Four Monday, September 17 Conditional Probability
  Wednesday, September 19 Baye's Theorem.
Week Five Monday, September 24 Class canceled.
  Wednesday, September 26 Review of homework exercises.
Week Six Monday, October 1 Random Variables
  Wednesday, October 3 Exam One (Chapter 2)
October 8-12 FALL BREAK Relax and enjoy!
Week Seven Monday, October 15 Expected Value
  Wednesday, October 17 Geometric Distribution
Week Eight Monday, October 22 More discussion of expected value.
  Wednesday, October 24 Hypergeometric Distribution
Week Nine Monday, October 29 The Binomial Distribution
  Wednesday, October 31 Continuation of above.
Week Ten Monday, November 5 Chebyshev's Theorem
  Wednesday, November 7 Review for Exam Two.
Week Eleven Monday, November 12 Continuous Random Variables
  Wednesday, November 14 Exam Two (Chapter 3)
November 19-23 THANKSGIVING RECESS And we are thankful for probability theory...
Week Twelve Monday, November 26 Continuous Random Variables
  Wednesday, November 28 Expected Value
Week Thirteen Monday, December 3 Uniform and Exponential Distributions
  Wednesday, December 5 Continuation of above.
Week Fourteen Monday, December 10 The Normal Distribution
  Wednesday, December 12 The big finish!!
FINAL EXAM Wednesday, December 19, 8:00 a.m.  

 

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Homework for Probability Theory

 

Assignment Date Assigned Date Due
Set-theoretic Diversion (worksheet) August 29 September 5
2.1, 2.2, 2.3 September 3 September 5
2.4 through 2.13 September 5 September 12
2.14, 2.15, 2.17, 2.18 September 10 September 12
 2.19 through 2.29 September 10 September 19
2.30 through 2.40 September 17 September 26
From 2.41 through 2.44, choose exactly 3 problems September 19 September 26
3.1 through 3.12 October 1 October 17
3.13 through 3.25 October 22 October 29
3.29(a), 3.30 through 3.36, 3.41 through 3.46, 3.51 October 24 November 7
3.38, 3.47 through 3.49 November 5 Not to be collected.
4.1 through 4.12 December 3 December 10
4.22, 4.24-4.30 December 5 Not to be collected.
4.32, 4.33 December 12 Not to be collected.

 

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Secondary Education Endorsement Competencies:  The following is provided for students who are pursuing secondary education licensure in addition to a math major.

       
        5440-11 Mathematics Knowledge Standards: 
        Demonstrates knowledge of mathematical content, concepts, and skills delineated in current national professional standards 1 and in Vermont’s Framework of Standards and Learning
        Opportunities
including:

                SEM K1  National Council of Teachers of Mathematics (NCTM) process skills as vehicles for acquiring and using mathematics content knowledge

                SEM K5 Functions and Analysis
                       
c.    How to use functions to solve problems in calculus, linear algebra, geometry, statistics, and discrete mathematics

                SEM K6 Data Analysis, Statistics, and Probability
                       
b.    Use of both theory and simulation to study probability distributions, and applications of both theory and simulation in models of real phenomena;
                        c.    Conditional probability and independence, and calculation of probabilities associated with these concepts;

               
SEM K7 Discrete Mathematics and Computer Science
                        b.    Enumerative combinatorics


Some Documents to Accompany This Course

   
        Important TI-83 Calculator Information
        Sample Space for the Throwing of Two Dice
        Proof of P(X = x0) = 0 for a Continuous Random Variable X
        Proof that V(Z) = 1 if Z is the Standard Normal Random Variable
        Proof of the Transformation of the Standard Normal Random Variable
 

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