INTRODUCTION TO PROBABILITY THEORY

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INTRODUCTION TO PROBABILITY THEORY

Math/Stat 414.1

Instructor : Arkady Tempelman

Textbook: R.V.Hogg, E.A.Tanis, D.L.Zimmerman. "Probability and

Statistical Inference " (Ninth edition).

Classroom: 201 Thomas Building

Time : 9:05 – 9:55 AM (MWF)

Office hours : Mondays and Wednesdays, 10:30-11:30 AM

Office : 415 Thomas Building, Phone 863-0980

Teaching Assistant: Armine Bagyan.

Office: 422 Thomas Building, Phone: 863-8677.

Email: aub171@psu.edu

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Office Hours: Thursdays, 2:00 PM – 3:30 PM.

Information about the course : HWK assignments, their solutions and your grades are posted on the home page in ANGEL.

Maximal number of points available is 400 :

Home works: 100 points

3 Midterm Tests: 100x3=300 points

OBJECTIVE OF THE COURSE: Understanding of the basic probability concepts and ability to apply them in the study of random events, processes and systems.

GRADING POLICY:

The grade for HWKs = the percentage of the sum of earned HWK points.

The lower cut-lines of Q for the grades are:

F D C C+ BB B+ AA

0 58 68 76 78 80 86 88 92

MAIN TOPICS:

1. Probability: definition and main properties.

2. Elements of combinatorics.

3. Conditional probability. Independent random events.

4. Main Laws of Probability.

5.Discrete distributions (binomial, geometric, Poisson, hypergeometric). Expectation and variance.

6. Continuous distributions (uniform, normal, exponential, gamma, chi-square). Expectations and variance.

7. Multivariate distributions.

8. Functions of random variables.

9. Order statistics.

10. The Law of Large Numbers.

11. The Central Limit Theorem.

12. Approximation of the binomial distribution by the Poisson and the normal distributions (the Poisson and the De Moivre - Laplace

Theorems).

SCHEDULE OF MIDTERM EXAMINATIONS

Exam #1: February 12, 6:30 - 7:45 PM (the time is tentative)

Exam #2: March 19, 6:30 - 7:45 PM (the time is tentative)

Exam #3: April 23, 6:30 – 7:45 PM

(the time is tentative)

ABOUT THE HOMEWORKS

HWKs are assigned each week (some exceptions are possible).

The assignments are posted on the home page in ANGEL.

The due time for each HWK is stated on the top of the assignment.

Students are expected to do the HWKs individually (but, of course, the solutions of the problems may be discussed with other students).

Copied or collectively prepared identical homeworks will not be accepted.

Please:

1. Explain every step in the problem solutions.

2. On the top of the first page write legibly

a) your name.

b) the number of your section (1 or 3).

c) the number of the assignment and the date.

3. Do not write your student ID #!

4. Staple the sheets.

5. Submit your homework papers on time. The score for the homework will be reduced by 20% for each day that the homework paper is late; no homeworks are accepted after the graded ones have been returned to the students. The best way is to submit HWKs on the due day in the class; otherwise please write the time and the date of the submission and put them into the TA’s mailbox in 325 Thomas.

6. Retain all HWKs till the end of the semester.

ACADEMIC INTEGRITY

All Penn State Policies regarding ethics and honorable behavior apply to this course.

For copied or partially copied HWKs or tests the grade will be reduced to 0.

Serious cases of cheating will be reported to the Academic Integrity

Committee of ECS.

POLICIES FOR STUDENTS WITH DISABILITIES

Penn State welcomes students with disabilities into the University's educational programs. Every Penn State campus has an office for students with disabilities. The

Office for Disability Services (ODS) Web site provides contact information for every

Penn State campus: http://equity.psu.edu/ods/dcl. For further information, please visit the Office for Disability Services Web site: http://equity.psu.edu/ods .

CODE OF MUTUAL RESPECT AND COOPERATION FOR

FACULTY, STAFF AND STUDENTS

Please read on the Internet:

http://science.psu.edu/climate/code-of-mutual-respect-andcooperation/Code-of-Mutual-Respect%20final.pdf

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