Statistics 432
Fall 2011
Instructor:
Dr. Bob Stephenson
Contact:
Phone: (515) 294-7805 email: wrstephe@iastate.edu
section website: http://www.public.iastate.edu/~wrstephe/stat432.html
Office Hours:
TTh
9:00 – 9:50 am, Snedecor 3111
WF
9:00 – 9:50 am, Snedecor 3111
or by appointment
Lecture:
TTh 4:10 to 5:30, Sweeney 1116
Required Text: An Introduction to Stochastic Modeling, 4th Edition, Mark A. Pinsky and
Samuel Karlin, Academic Press/Elsevier.
Objectives:
The objective of the course is to have students use probability to model
phenomena in the world around us. By the end of the course students
should be able to evaluate stochastic models for real world processes.
Students should be able to construct stochastic models for processes in
genetics, business, physics, chemistry and many other application areas.
Syllabus:
Tentative Dates
T Aug 23
Th Aug 25
–
T
T
Sept 13
Oct 4
–
–
Th Sept 29
Th Oct 20
T
T
M
T
Oct 25
Nov 18
Nov 21
Dec 6
–
–
–
Th
Th
F
Th
Th Sept 8
Nov 13
Dec 1
Nov 25
Dec 8
Material
What are stochastic models?
Review of probability and
distributions
Markov Chains: Introduction
Long Run Behavior of Markov
Chains
Poisson Processes
Continuous Time Markov Chains
Thanksgiving Break
Renewal Processes
Text Chapter
Chapters 1, 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
FINAL EXAM: Tentatively scheduled Wednesday, December 14 from 2:15 to 4:15 pm
1
Course Information and Policies

Disability: Iowa State University complies with the Americans with Disabilities Act and Sect
504 of the Rehabilitation Act. If you have a disability and anticipate needing accommodations
in this course, please contact Dr. Bob Stephenson, 3111 Snedecor Hall, 294-7805,
wrstephe@iastate.edu, within the first two weeks of the semester so that your learning needs
may be appropriately met. Before meeting with Dr. Stephenson, you will need to obtain a
Student Academic Accommodation Request (SAAR) form with recommendations for
accommodations from the Disability Resources Office, located in Room 1076 on the main
floor of the Student Services Building. Their telephone number is 515-294-7720.

Academic Dishonesty: This class will follow Iowa State University policy on academic
dishonesty found in the Iowa State University Catalog. A score of zero will be given for the
entire assignment in which academic dishonesty occurs.

Exams: In class exams will be given during the semester. The dates of exams will be
announced at least one week before the exam. You will be able to use a calculator and certain
formula sheets and notes during exams.

Final Exam: The final exam is tentatively scheduled for Wednesday, December 14th from
2:15 to 4:15 pm. Do not make plans for semester break that conflict with your final exam
schedule.

Homework: Individual practice is an important part of learning. For this reason homework
problems will be assigned throughout the semester. Homework assignments are due at the end
of the period on the due date. Late homework assignments will not be accepted. At the end
of the semester, the homework portion of the grade will be scaled to allow you to miss up to
10% of the total number of homework points possible without penalty.

Quizzes: Be prepared to take a short quiz at any time during class. Quizzes may or may not
be announced, so you are encouraged to attend class on a regular basis. Quizzes will be based
on information presented in class, in the text and homework. Make-up quizzes will not be
given under any circumstances. The quiz portion of your grade will be scaled at the end of
the semester to allow you to miss up to 15% of the quiz points possible without penalty.

Computing: At this point I am not sure how much computing will be included in this course.
If computing is included it will most likely be using R.

Grading: Letter grades including plus/minus will be given based on performance on exams,
quizzes, and homework. The point distribution is as follows:
Exams
Homework
Quizzes
Total
250
150
100
500
2