One semester course in probability theory. We will cover the basic concepts of probability theory and show how the theory can be used in practice. The emphasis will be on examples and problem solving but reading, understanding and writing proofs will also be an important part of the course.
Elementary Probability for Applications, by Rick Durrett. We will try to cover most of the book.
There will be grades for quizzes and three midterm exams. All exams and quizzes are open book/notes, calculators allowed.
Quizzes 25 % Midterm Exams (25% each) 75 %
For general policy statements about grades and academic honesty, go to: Grading Policy Statement, Student Conduct Statement .
Midterm I Tuesday, February 14 Midterm II Tuesday, April 3 Midterm III Thursday, May 3
Homework will be assigned but not collected. Instead there will be weekly quizzes consisting of problems very similar to the homework problems. If you can do the homework problems you should have no trouble with the quizzes. One quiz score will be dropped to allow for an absence or just a "bad day." To see the assignments, click on the link above.
Week Topic Reading 1/17-1/19 Basic concepts, independence 1.1-1.3 1/24-1/26 Random variables, expectation, variance 1.4-1.6 1/31-2/2 Perms. and combs., binomial, multinomial, Poisson distributions 2.1-2.3 2/7-2/9 Cards, urns, blackjack 2.4-2.6 2/14-2/16 Midterm I, Conditional probability 3.1-3.2 2/21-2/23 Bayes' formula, joint distributions 3.3-3.4 2/28-3/1 Markov chains 4.1--4.3 3/6-3/8 Markov chains 4.4-4.6 3/13-3/15 Spring Break 3/20-3/22 Continuous distibutions 5.1-5.3 3/27-3/29 Continuous distributions 5.3-5.5 4/3-4/5 Review, Midterm II No new material 4/10-4/12 Sums of indep. rand. vars., mean and var. of sums 6.1-6.2 4/17-4/19 Law of large numbers, Normal Distribution, Central Limit theorem 6.3-6.5 4/24-4/26 More central limit theorem, Statistics 6.5-6.6 5/1-5/3 Review, Midterm III