Course Instructor: Arnab Sen
Office: 238 Vincent Hall
Email: arnab@umn.edu
Class time: TuTh 10:10 am -12:05 pm
Location:
Ford Hall B80
Office hours: TuTh 12:10 pm - 1:10 pm or by appointment (location Vincent Hall 238).
Moodle: You can keep track of your grades in moodle. Also, the course materials such as practice problems for exams or solutions to selected homework problems will be posted in moodle.
Textbook:
Probability and Statistics by DeGroot and Schervish, Pearson 4th
Edition (University of Minnesota Edition). Errata.
References: Introduction to Probability by Benedek Valko,
David F Anderson, Timo Seppalainen
Introduction to Probability by C. M. Grinstead and J. L. Snell
(available online
for free)
First Course in Probability by Sheldon Ross
Topics: This is an introductory course in probabilitys, which contains topics such as probability spaces, random variables, distributions, expected values,variances, law of large numbers, moments, moment generating functions, joint distributions, conditional and marginal distributions, Bayes theorem. We will also discuss the normal distribution, and central limit theorem, as well as some of the other standard distributions, such as the Bernoulli, binomial, hypergeometric, Poisson, gamma, exponential, beta distributions, among others. We will aim to cover chapters 1- 7.3 of the text (excluding Sec 3.10, Sec 4.8 and Sec 6.4).
Grading: Homework 20%, 1st Midterm 20%, 2nd Midterm 20%, Final 40%.
Exams:
Midterm 1: Feb 20 (in class)
Midterm 2: Apr 3 (in class)
Final Exam: 1:30 p.m.-3:30 p.m., Friday, May 11, 2018.
There will be no make-up midterms. If you miss a midterm due to a
medical emergency, the grade for a
missed midterm exam will be prorated from the final exam. Missing the
final exam would result an automatic F.
No calculator will be allowed in the exams. However, you can prepare
and use one A4 sheet of paper (both sides) with handwritten notes of
your choice for each midterm. For final, two such sheets (both sides) of
handwritten notes will be allowed. Final exam will be cumulative.
Announcements:
Final Exam: The syllabus for the final
exam contains all the materials covered in midterm 1 and 2, along with
chapter 4.7, chapter 5, and chapters 6.2, 6.3.
(5/1)Arnab will hold regular office hours (TTh 12:10 - 1:10) in the
week of final exam.
Midterm 2 (April 3 in class): No calculator will be allowed in the
exam. You are allowed to bring a single sheet of A4 paper (both sides)
with notes written by yourself. The midterm 2 will be based on
chapters 3 (except 3.10) and 4 (except 4.7 and 4.8) of the textbook.
Homework Assignments: There will be weekly homework
assignments (11 in total). Homework are due on the corresponding deadlines in
class. Late homework will not be accepted. The lowest homework score
will be dropped. To get full credit, be neat and answer with reasons.
You are encoraged to
discuss homework solutions with your friends. However, you have to
write your own solutions .List the names of the students you worked with on your homework assignment
| Homework 1 (due Jan 25 (Thur) in class) | Sec 1.4: 8, 10; Sec 1.5: 6; Sec 1.6: 6,8; Sec 1.7: 6,10 and these problems. |
| Homework 2 (due Feb 1 (Thur) in class) | Sec 1.8: 6,12 ; Sec 1.9: 4,6; Sec 1.12: 6 and these problems. |
| Homework 3 (due Feb 7 (Thur) in class) | Sec 2.1: 4, 6, 14 ; Sec 2.3: 4; Sec 2.5: 1, 25 and these problems. |
| Homework 4 (due Feb 14 (Thur) in class) | Sec 2.2: 7, 10, 18 ; Sec 2.3: 6, 8; Sec 2.4:8 and these problems. |
| Homework 5 (due Mar 1 (Thur) in class) | Sec 3.1: 10 ; Sec 3.2:6, 8; Sec 3.3 :2, 6, 8 and these problems. |
| Homework 6 (due Mar 8 (Thur) in class) | Sec 3.4: 4, 6, 8 ; Sec 3.5: 8; Sec 3.6: 8 and these problems. |
| Homework 7 (due Mar 22 (Thur) in class) | Sec 3.7: 6, 8 ; Sec 3.8: 4 Sec 3.11: 16 and these problems. |
| Homework 8 (due Mar 29 (Thur) in class) | Sec 3.9: 6, 14 ; Sec 4.2: 8; 4.3: 4; Sec 4.9: 4 and these problems. |
| Homework 9 (due April 12 (Thur) in class) | Sec 4.4: 8, 10, 12 ; Sec 4.5: 10; 4.6: 3, 18; Sec 4.9: 17 and these problems. |
| Homework 10 (due April 19 (Thur) in class) | Sec 5.2: 8 ; Sec 5.3: 8; 5.4: 10; Sec 5.5: 2; Sec 5.6: 14, 16 and these problems. |
| Homework 11 (due April 26 (Thur) in class) | Sec 5.10: 4 ; Sec 5.7: 12; 5.8: 8; Sec 5.11: 16, 26, Sec 6.2: 6 and these problems. |
| Homework 11.5 (not to be submitted) | Sec 6.3: 2, 10 and this problem. |
Weekly Lecture Schedule:
| Jan 16: 1.4, 1.5, 1.6 | Jan 18: 1.4, 1.5, 1.6, 1.7 |
| Jan 23: 1.8 | Jan 25: 1.9, 1.10 |
| Jan 30: 1.10, 2.1 | Feb 1: 2.3 |
| Feb 6: 2.2 | Feb 8: 2.2, 2.4 |
| Feb 13: 3.1, 3.2 | Feb 15: revision and example class |
| Feb 20: midterm 1 | Feb 22: 3.1, 3.2, 3.3 |
| Feb 27:3.3, 3.4 | Mar 1: 3.5, 3.6 |
| Mar 6: 3.8, 3.7 | Mar 8: 3.7, 3.9 | Mar 13: spring break | Mar 15: spring break |
| Mar 20: 3.9, 4.1, 4.2 | Mar 22: 4.3, 4.5 | Mar 27: 4.4, 4.5, 4.6 | Mar 29: revision and example class |
| Apr 3: midterm 2 | Apr 5: 4.7, 5.2, 5.5 |
| Apr 10: 5.5, 5.4 | Apr 12: 5.3, 5.9, 5.6 |
| Apr 17: 5.6, 5.10 | Apr 19: 5.7, 5.8 |
| Apr 24: 6.2 | Apr 26: 6.3 |
| May 1: review + examples | May 3: review + examples |