IAM 530 (3-0) 3
COURSE OUTLINE
Fall, 2014
ELEMENTS OF PROBABILITY AND STATISTICS
INSTRUCTOR: Assist. Prof. Dr. Özge Sezgin Alp
Office: Dept. of Statistics,
Email: osezgin@baskent.edu.tr
COURSE SCHEDULE:
Additional recitation hours will be added and announced at the beginning of semester.
OBJECTIVES: The objective of this course is to initiate students to Probability Theory and statistical
methods used in Applied Mathematics. This course introduce students to the basic probability theory and
mathematical statistics. Lectures will explain the theory of mathematical statistics and subjects will supported
with practical implications.
PREREQUISITE: Consent of the instructor
TOPICS:
1. Introduction to Probability
2. Conditional Probability and Bayes Theorem
3. Random Variable, Probability Mass Function, Probability Density Function, Cumulative
Distribution Function.
4. Marginal Distribution Function, Conditional Distribution Function, Joint Distribution Function
5. Expectation of Random Variables, Transformation of Random Variables, Parameter, Statistics.
6. Moment Generating Function, Characteristic Function.
7. Statistical Distributions: Discerete and Continuous Distributions
8. Limiting Distributions and Sampling Distributions
9. Point Estimation Methods (Method of Moments and Maximum Likelihood Estimation Method)
10. Unbiasedness, Consistency, Efficiency and Sufficiency of an estimator.
11. Hypothes Testing, Neyman Peaorson Lemma
12. Confidence Intervals
13. Simple Linear Regression Analysis.
14. Multiple Linear Regression Analysis and Assumptions.
TEXT:
 Introduction to Probability and Mathematical Statistics, 2nd edition.
Bain and Engelhardt, 1992
REFERENCES:
- Statistical Inference. Second Edition. Casella, G. and Berger, R.L., Thomson Learning, 2002
-Introduction to Mathematical Statistics, 6th edition, Hogg, McKean and Craig, Prentice Hall, 2005.
-A First Course in Probability, 8th edition, Ross, Sheldon Pearson, 2014.
-John E. Freund’s Mathematical Statistics with Applications, 7th edition, Miller, I. and Miller, M.,
Prentice Hall, 2004.
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ATTENDANCE: Mandatory, though I will not take roll. You are responsible for everything we do in
class, even on days you do not attend.
GRADING:
Midterm exam (30%)
Homework (30%)
Final (40%)
MAKE-UP EXAM: Make-up exam will only be given in very unusual circumstances (urgent health
problems, death of a kin, conflict with another exam at the same hour, etc.), with strong
documentation of the conflict. If you have this kind of situation, contact with me as soon as
possible. Make-up exam will be given once at the end of the semester and it will include all the
material covered in the course during the semester.
LATE HOMEWORKS: Homework is collected at the beginning of the lecture hours. Your
homework will not be graded if you bring it after the lecture.
ACADEMIC INTEGRITY: All assignments and exams must be done on your own. Note that
academic dishonesty includes not only cheating, fabrication, and plagiarism, but also includes helping
other students commit acts of academic dishonesty by allowing them to obtain copies of your work.
You are allowed to use the Web for reference purposes, but you may not copy material from any
website or any other source. In short, all submitted work must be your own. Should a student be caught
cheating during an examination or be involved in plagiarism, a zero (0) will be assigned for the exam,
quiz or writing assignment.
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