STA 4321/5325 – Introduction to Probability Spring 2006 Instructor: Dr. Larry Winner e-mail: winner@stat.ufl.edu Office: 228 Griffin/Floyd Office Hours: M 3:00-4:00 Tu 8:00-9:00 W 9:00-10:00 TA: Victor Mergel: 115D Griffin/Floyd MW Period 9, TuTh Periods 4-5 Textbook: Introduction to Probability and Its Applications, 2nd Ed, (1995). Richard L. Scheaffer, Duxbury. Course Description: This course is a calculus based introduction to probability theory. General topics include: Basic Probability (Chapter 2) Randomness (2.1) Set Notation (2.2) Probability (2.3) Counting Rules (2.4) Conditional Probability/Independence (2.5) Probability Rules (2.6) Odds, Odds Ratios/Relative Risk (2.7) Introduction to Simulation (2.8) Discrete Probability Distributions (Chapter 3) Discrete Random Variables/Probability Distributions (3.1) Expected Values (3.2) Families of Discrete Distributions Bernoulli (3.3) Binomial (3.4) Geometric (3.5) Negative Binomial (3.6) Poisson (3.7) Hypergeometric (3.8) Moment-Generating Function (3.9) Probability-Generating Function (3.10) Simulation (3.12) Continuous Probability Distributions (Chapter 4) Continuous RVs/Probability Distributions (4.1) Expected Values (4.2) Families of Continuous Distributions Uniform (4.3) Exponential (4.4) Gamma (4.5) Normal (4.6) Beta (4.7) Moment-Generating Functions (4.10) Simulation (4.12) Multivariate Probability Distributions (Chapter 5) Bivariate & Marginal Distributions (5.1) Conditional Distributions (5.2) Independent Random Variables (5.3) Expected Values of Functions of RVs (5.4) Multinomial Distribution (5.5) Moment-Generating Functions (5.6) Conditional Expectations (5.7) Compounding (5.8) Functions of Random Variables (Chapter 6) Method of Distribution Functions (6.2) Method of Transformations (6.3) Method of Conditioning (6.4) Method of Moment-Generating Functions (6.5) Order Statistics (6.6) Limit Theorems (Chapter 7) Convergence in Probability (7.2) Weak Law of Large Numbers (7.2) Convergence in Distribution (7.3) The Central Limit Theorem (7.4) Grading: 3 In-Class Midterm exams and Cumulative Final Exam 1: Wednesday, February 1 (22.22%) Exam 2: Wednesday, March 1 (22.22%) Exam 3: Monday, April 10 (22.22%) Final Exam (33.33%) MWF 4: Thursday, May 4 10:00-12:00 MWF 7: Thursday, May 4 12:30-2:30 Course Policies (Read Carefully): All exams are closed book/closed notes. You will need a calculator. Problems will be assigned from each section as well as from chapter supplementary exercises. These will be representative of exam problems and will help you prepare for exams. Examples covered in class are also likely to appear on exams. It is your responsibility to keep up with all material, or you will find exams very difficult. The university scheduled the final exam time. Do not plan on leaving gainesville prior to your final exam time. This course makes use of all Pre- and co-requisites, be prepared to use calculus (especially Chapters 4-6) No Make-up exams will be given with the exception of medical emergencies. Lectures are the time to ask questions. No questions regarding content will be answered during exams. Practice Problems: Section: Problems (Work In Progress) Chapter 2 2.2: 1,2,3,4 2.3: 5,6,7,9 2.4: 11,13,14,15,17,18,19,20,21,23,25 2.6: 27,28,29,32,33,34,35,36,37,38,39,40,41,42,43,44,46 2.7: 48 2.9: 51,52,53,54,55,57,59,60,61,62,64,65,66,69,70,71,72,73,74,76,78,79 Chapter 3 3.1: 1,2,3,4,6,8,10 3.2: 11,12,15,17,19,20,21,22 3.4: 23,24,25,26,27,30,32,33,34,35,36,37,38,39 3.6: 40,41,42,43,45,46,47,49,52 3.7: 54,55,59,60,61,62,63,64,65,67,68 3.8: 70,71,75,76 3.10: 84,85,86,87,88,89 3.13: 95,97,98,102,103,106,109,112,113,116,117,119,120,122,124 Chapter 4 4.1: 1,2,3,5,6,7,8 4.2: 9,10,11,13,14 4.3: 15,16,18,24,25,26,27,28 4.4: 30,31,32,33,35,37,39,40,44 4.5: 45,47,49,51,53 4.6: 55,56,57,58,61,64,66,67,68,69 4.7: 73,74,75,76,79,80 4.10: 95,96,97,98 4.13: 102,103,105,106,107,110,111,114,115,116,119,120,122,123,124,125,127 Chapter 5 5.3: 1,2,3,4,5,6,7,8,11,13,14,15,16 5.4: 17,18,19,21,22,23,24,25 5.5: 26,27,28,29,31,33,34 5.6: 36,37,38,40 5.7: 41,42,43 5.9: 44,45,46,47,48,49,51,54,57,60,61,62,63,67,69,70,75,76 Chapter 6 6.2: 1,2,3,4,5,6,8 6.4: 9,10,11,12,13 6.5: 14,15,16,17,18,19 6.6: 21,22,24,25 6.8: 30,31,33,35,36,38,40,41 Chapter 7 7.3: 1,2,3,4,5 7.4: 7,8,11,17,18