Duke, Department of Statistical Science Spring 2016 STA 230.01 / MATH 230.01: Probability Classroom: Sociology Psychology 126 Time: Tuesday and Thursday 3:05pm - 4:20pm Date: January 14 - April 27 Instructor: Cheng Li Office: Old Chemistry 118A Email: cl332@stat.duke.edu Teaching Austin Talbot - austin.talbot@duke.edu Assistants: Sanjay Hariharan - sanjay.hariharan@duke.edu Textbook Probability, Pitman Springer, 1st Edition 7th Printing, 1993 ISBN: 978-0-387-97974-8 Course https:// sakai.duke.edu/ Website: Office hours: Instructor Tuesday 4:30pm - 6pm, Thursday 10pm - 12pm Or by appointment, Old Chemistry 118A TAs Austin Talbot: TBD Sanjay Hariharan: TBD Exams: Midterm 1: Tuesday, February 23, In Class Midterm 2: Tuesday, April 5, In Class Final Exam: Saturday, May 7, 2:00pm - 5:00pm Holidays: Tuesday, March 15, and Thursday, March 17 (Spring Recess) 1 Grading Your final grade will be comprised of the following. Homework Midterm 1 Midterm 2 Final 25% 20% 20% 35% The exact ranges for letter grades will be curved and cutoffs will be determined after the final exam. The more evidence there is that the class has mastered the material, the more generous the curve will be. Lectures Lectures will include a combination of theory/derivations together with illustrative examples. Slides will be posted before each lecture. Note that these slides are not intended to be exhaustive and will be a poor substitute for taking your own notes during the lectures. My expectation is that students should read through the slides and the corresponding chapters in the textbook before class, so that they are not seeing the material for the first time in lecture. You are responsible for all the material covered in lecture as well as in the text and homework assignments. Please ask questions in class, office-hours or by email if you are struggling (or just curious). Do not wait until just before an exam when it may be too late. Websites All lecture notes, homework assignments, homework solutions, practice exams and announcements will be posted on Sakai. Announcements will also be sent to every student via email. Make sure to check your email and Sakai frequently. Homework Homework will be assigned weekly on Sakai and will be comprised of problems from the textbook and additional problems. The objective of the homework assignments is to help you develop a more in-depth understanding of the material covered in the lectures and help you prepare for exams. There will be approximately 10 homework assignments throughout the course. Homework assignments will be graded out of 100 points and grading will be based on completeness as well as accuracy. Your lowest homework grade will be dropped when calculating your final homework grade. In order to receive credit you must show all your work, and numerical should be given either as fractions in lowest terms (2/3, not 17/51), or as decimals to four significant places (2/3 as 0.6667, not as 0.7) not as expressions still in need of evaluation (like elog 2 − 0.25 log 81), even if they are correct. You are welcomed, and encouraged, to work with each other on the homework problems, but you must turn in your own work. Copying homework solutions is not allowed (see Academic Integrity section below). You are encouraged to ask the instructor and the TAs for help on your homework (in person or by e-mail), after you have tried to solve the problems on your own. Questions about homework grades should first be addressed to the TA. Your homework must be legible and contain your name and student ID number. You must turn in your homework at the beginning of class on the due date (see late work policy below). If you cannot make it to class on the day homework is due, please email me to make arrangements to drop off your homework 2 earlier. Electronic versions are acceptable. Exams All exams are closed-book and closed-notes, but you are allowed to bring 1 two-sided A4 paper of notes (“cheat sheet”) to the midterms, and 2 two-sided A4 paper of notes to the final. This sheet must be no larger than 8 12 ” × 11”, and must be prepared by you. You should also bring a calculator capable of computing exponentials, powers, and logarithms. No phones, tablet devices, or laptops can be used during exams. In all exams, you will be provided with the normal table and the table of common distributions. The first midterm will be on Tuesday, February 23 and second midterm is on Tuesday, April 5. Both will be in class. The Final Exam will be a comprehensive 3 hour exam that will be administered on Saturday, May 7, from 2pm to 5pm. No make-up exams will be given. If you cannot take the exams on these dates you should drop this class. You cannot pass this class if you do not take the final exam regardless of your scores on the other components of this class. Policies • Late homework will be accepted with a penalty of 10% per day, up until the solutions are posted on Sakai. Homework submitted after the solutions are posted will not be graded. Lateness penalties are waived for students with excused absences. • All students must take both midterm exams and the final exam. There will not be make-ups for any of the exams. • All regrade requests on homework and exams must be discussed with the instructor within one week of receiving your graded work. There will be no grade changes after the final exam. Academic Integrity Duke University is a community dedicated to scholarship, leadership, and service and to the principles of honesty, fairness, respect, and accountability. Citizens of this community commit to reflect upon and uphold these principles in all academic and non-academic endeavors, and to protect and promote a culture of integrity. Cheating on exams and quizzes, plagiarism on homework assignments and projects, lying about an illness or absence and other forms of academic dishonesty are a breach of trust with classmates and faculty, violate the Duke Community Standard , and will not be tolerated. Such incidences will result in a 0 grade for all parties involved as well as being reported to the Office of Student Conduct. Additionally, there may be penalties to your final class grade. Please review the Dukes Academic Dishonesty policies. Excused Absences Students who miss graded work due to a scheduled varsity trip, religious holiday or short-term illness should fill out an online NOVAP , religious observance notification, or short-term illness notification form respectively. If you cannot complete an assignment on the due date due to a short-term illness, you have until noon the following day to complete it at no penalty. Then the regular late work policy will kick in. If you are faced with a personal or family emergency or a long-range or chronic health condition that interferes with your ability to attend or complete classes, you should contact your academic deans office. See more information on policies surrounding these conditions here. Your academic dean can also provide more information. 3 Tentative Course Timeline Chapter Week Topics Assignments 1 Jan 14 Set theory, Outcomes, Events 1 Jan 19, 21 Basic probability, Conditional probability HW1 2 Jan 26, 28 Binomial distribution, Normal approximation to binomial HW2 2 Feb 2, 4 Geometric distribution, Poisson distribution, HW3 Poisson approximation to binomial 2,3 Feb 9, 11 Hypergeometric distribution, Indicators HW4 3 Feb 16, 18 Joint distribution, Expectation, Review HW5 Feb 23 Midterm 1 3 Feb 25 Expectation (cont’d) 3 Mar 1 Law of large numbers, Central limit theorem 4 Mar 3 Continuous random variables, Density function, CDF 4 Mar 8, 10 Exponential distribution HW6 Poisson process, Gamma distribution 4 Mar 22, 24 Change of variables, Quantiles HW7 5 Mar 29, 31 Joint CDF, Joint PDF, Review HW8 Apr 5 Midterm 2 5 Apr 7 Joint CDF, Joint PDF (cont’d) 6 Apr 12, 14 Independent bivariate normal HW9 6 Apr 19, 21 Conditional distribution, Conditional Expectation HW10 Apr 26 Bivariate normal, Correlation, Review May 7 Final Exam 4