STAT/MATH 418: Introduction to
Probability and Stochastic Processing for Engineering
SYLLABUS – Fall 2014, Section 002
Penn State University
Instructor: Stefanie Austin
Email: Through ANGEL or stefanie.austin@psu.edu
Office: 424A Thomas
Office Hours: Wed. and Thu. 2:30pm – 3:30pm, and by appointment
TA: Eftychia Solea
Email: exs392@psu.edu
Office: 330A Thomas
Office Hours: Fri. 12:00pm – 1:00pm
Class:
TR 1:00pm – 2:15pm
201 Thomas
Course Description: This course is an introduction to probability and stochastic processes for
engineering students. Combinatorial analysis as a preparation for the main material will be covered in the
beginning of the course. The topics include probability axioms, conditional probability, Bayes theorem,
independence, random variables, expectation, continuous and discrete distributions, joint probability
functions, conditional distributions, conditional expectations, covariance, correlation, probability
inequalities and limit theorems, and stochastic processes.
Prerequisite: MATH 230 or MATH 231 (calculus)
Required Materials:
Textbook: Probability and Stochastic Processes, 2nd edition, by Yates and Goodman
Software: There is no software required for this class, though some of the examples in the
textbook utilize MATLAB.
Course Website: Class announcements and materials will be regularly posted on ANGEL, so it is
recommended that you check the site frequently. Materials such as lecture notes, homework assignments,
solutions, etc. will be posted.
Grading:
1. Homework (30%): There will be approximately twelve (12) homework assignments throughout
the semester, assigned weekly from the textbook.
- The homework will generally be due on Tuesdays at the beginning of class.
- You must show all work to receive full credit.
- A reasonable amount of collaboration is allowed, but each student must turn in his or her
own written work which reflects his or her understanding of the material.
-
NO LATE HOMEWORK WILL BE ACCEPTED unless the student has prior permission
from the instructor.
The lowest two grades will be dropped prior to calculating the final grade.
2. Midterm Exams (40%): There will be two (2) midterm examinations administered in-class, each
worth 20% of the final grade.
- You may only bring and use the following items: one-page of notes double-sided, plain
scratch paper, pen or pencils, and a calculator. You may use no other items nor receive
help from anyone.
- Midterm exams CANNOT be made up or rescheduled without a legitimate excuse.
 Midterm #1 will tentatively take place on Thursday, October 2 and will cover
Chapters 1 through 3.
 Midterm #2 will tentatively take place on Thursday, November 6 and will cover
Chapters 4 through 6
3. Final Exam (30%): The final examination will be CUMULATIVE but will focus on material
after the second midterm.
- You may only bring and use the following items: two pages of notes double-sided, plain
scratch paper, pen or pencils, and a calculator. You may use no other items nor receive
help from anyone.
- It will take place during the scheduled final exam week and cannot be rescheduled.
Grading Scale:
A (93-100); A- (90-92); B+ (87-89); B (83-86); B- (80-82); C+ (77-79); C (70-76);
D (60-69); F (0-59)
Academic Integrity: All Penn State and Eberly College of Science policies regarding academic integrity
apply to this course. See http://science.psu.edu/current-students/Integrity for details.
ECOS Code of Mutual Respect and Cooperation: The Eberly College of Science Code of Mutual
Respect and Cooperation (http://www.science.psu.edu/climate/Code-of-Mutual-Respect final.pdf)
embodies the values that we hope our faculty, staff, and students possess and will endorse to make The
Eberly College of Science a place where every individual feels respected and valued, as well as
challenged and rewarded.
Accommodations for Students with Disabilities: Penn State welcomes students with disabilities into
the University's educational programs. If you have a disability-related need for reasonable academic
adjustments in this course, contact the Office for Disability Services (ODS) at 814-863-1807 (V/TTY).
For further information regarding ODS, please visit the Office for Disability Services Web site at
http://equity.psu.edu/ods/ .
In order to receive consideration for course accommodations, you must contact ODS and provide
documentation (see the documentation guidelines at http://equity.psu.edu/ods/student-information). If the
documentation supports the need for academic adjustments, ODS will provide a letter identifying
appropriate academic adjustments. Please provide the letter and discuss any adjustments with me as early
in the course as possible. You must contact ODS and request academic adjustment letters at the beginning
of each semester.
TENTATIVE SCHEDULE: THIS IS SUBJECT TO CHANGE and is only intended to serve as a
guideline. I will try to keep an updated schedule on ANGEL. Weeks are defined as Monday to Sunday.
Week
No.
Days
1
Aug. 25 to Aug. 31
2
Sep. 1 to Sep. 7
3
4
5
Sep. 8 to Sep. 14
Sep. 15 to Sep. 21
Sep. 22 to Sep. 28
Chapter 1: Experiments, Models, and
Probabilities
Chapter 1: Experiments, Models, and
Probabilities
Chapter 2: Discrete Random Variables
Chapter 3: Continuous Random Variables
Chapter 3: Continuous Random Variables
6
Sep. 29 to Oct. 5
Review
7
8
9
10
Oct. 6 to Oct. 12
Oct. 13 to Oct. 19
Oct. 20 to Oct. 26
Oct. 27 to Nov. 2
Chapter 4: Pairs of Random Variables
Chapter 4: Pairs of Random Variables
Chapter 5: Random Vectors
Chapter 6: Sums of Random Variables
11
Nov. 3 to Nov. 9
Review
12
13
14
15
16
Nov. 10 to Nov. 16
Nov. 17 to Nov. 23
Nov. 24 to Nov. 30
Dec. 1 to Dec. 7
Dec. 8 to Dec. 14
17
Dec. 15 to Dec. 21
Chapter & Topic
Assignments Due
HW #1 due Tue. 9/2
HW #2 due Tue. 9/9
HW #3 due Tue. 9/16
HW #4 due Tue. 9/23
HW #5 due Tue. 9/30
MIDTERM #1 on Thu. 10/2,
covering chapters 1-3
HW #6 due Tue. 10/14
HW #7 due Tue. 10/21
HW #8 due Tue. 10/28
HW #9 due Tue. 11/4
MIDTERM #2 on Thu. 11/6,
covering chapters 4-6
Chapter 10: Stochastic Processes
Chapter 10: Stochastic Processes
HW #10 due Tue. 11/18
THANKSGIVING BREAK
Chapter 12: Markov Chains
HW #11 due Tue. 12/2
Review
HW #12 due Tue. 12/9
FINAL EXAM on TBD,
FINALS WEEK - STUDY
cumulative