Duke, Department of Statistical Science
Fall 2015
STA 230.03 / MATH 230.03: Probability
Classroom:
Gray 220
Time:
Tuesday and Thursday 3:05pm - 4:20pm
Date:
August 25 - December 3
Instructor:
Cheng Li
Office:
Old Chemistry 118A
Email:
cl332@stat.duke.edu
Teaching
Sanjay Hariharan - sanjay.hariharan@duke.edu
Assistants:
Zheng Ding - zheng.ding@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 10am - 12pm
Or by appointment, Old Chemistry 118A
TAs
Sanjay Hariharan: Monday 2pm - 4pm, Old Chemistry 211
Zheng Ding : Wednesday 3pm - 5pm, Old Chemistry 211
For more information and a schedule see
https:// stat.duke.edu/ courses/ sec-schedule.html
Exams:
Midterm 1: Thursday, October 1, In Class
Midterm 2: Tuesday, November 10, In Class
Final Exam: Tuesday, December 8, 7:00pm - 10:00pm
Holidays:
Tuesday, October 13 (Fall break)
Thursday, November 26 (Thanksgiving 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 11 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 a two-sided A4 paper of notes
(“cheat sheet”) to the midterms and 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.
The first midterm will be on Thursday, October 1 and second midterm is on Tuesday, November 10.
Both will be in class. The Final Exam will be a comprehensive 3 hour exam that will be administered
on Tuesday, December 8, from 7pm to 10pm. Exam dates cannot be changed. 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
Aug 25, 27
Set theory, Outcomes, Events
HW1
1
Sep 1, 3
Basic probability, Conditional probability
HW2
2
Sep 8, 10
Binomial distribution, Normal approximation to binomial
HW3
2
Sep 15, 17
Geometric distribution, Poisson distribution,
HW4
Poisson approximation to binomial
2,3
Sep 22, 24
Hypergeometric distribution, Joint distribution
3
Sep 29
Expectation, Review
Oct 1
Midterm 1
3
Oct 6, 8
Expectation (cont’d), Law of large numbers, Central limit theorem
4
Oct 15
Continuous random variables, Density function
HW5
HW6
CDFs, Exponential distribution
4
Oct 20, 22
Exponential distribution(cont’d),
HW7
Poisson process, Gamma distribution
4
Oct 27, 29
Change of variables, Quantiles,
HW8
Order statistics, Beta distribution
5
Nov 3, 5
Joint CDF, Joint PDF, Review
Nov 10
Midterm 2
5
Nov 12
Independent bivariate normal
6
Nov 17, 19
Conditional distribution, Conditional Expectation
6
Nov 24
Bivariate normal, Correlation
6
Dec 1, 3
Bivariate normal, Correlation (cont’d), Review
Dec 8
Final Exam
4
HW9
HW10
HW11