George Mason University
Volgenau School of Engineering
Department of Statistics
STAT 346: Probability for Engineers
Sec. 002
Fall Semester, 2019
Thursdays from 7:20 to 10:00 PM (starting August 29, with other dates given below)
Location: room 2003 of
Art and Design Building
Text:
Fundamentals of Probability with Stochastic Processes, 4th Ed., by
Ghahramani (CRC Press, 2019)
Prerequisite:
MATH 213 or MATH 215 (i.e., three semesters of calculus) with a grade of C or better
Description:
This course covers elementary probability. After covering the
axioms of probability and some of their consequences, the course covers simple combinatorics, conditional probability,
independence, random variables, common discrete and continuous distributions, joint distributions, expectation,
limit theorems, and assorted other topics.
Objectives / Learning Goals:
The objectives of this course are (1) to help students learn the basics of probability, and
(2) teach students how to apply them to solve a wide
variety of problems. Homework and exams problems will be used to measure how well students master the material.
The focus will be on problem solving and calculations as opposed to theory and proofs.
Approximate week-by-week content:
- [1] Aug. 29:
- axioms of probability and some results which follow from them
[Ch. 1 of text (skipping Sec. 1.5 and Example 1.22);
I'll cover this Exercise/Problem from the text: 23 (p. 24)]
- [2] Sep. 5:
- combinatorics
[Ch. 2 of text;
I'll cover these Exercises/Problems from the text: 9 (p. 73), 23 (p. 74), & parts of 35 (p. 75) (and I'll also cover Examples 2.8, 2.9, and the first part of 2.22)]
- [3] Sep. 12:
- conditional probability
[Sec. 3.1 through Sec. 3.4 of text, and part of Sec. 3.5;
I'll cover these Exercises/Problems from the text: 32 (p. 84) & 10 (p. 99) (and I'll also cover Example 3.7 (p. 91))]
- [4] Sep. 19:
- independence; introduction to random variables
[Section 3.5 of text, and Sections 4.1 through 4.3 of text;
I'll cover these Exercises/Problems from the text: 37 (p. 134), 5 (p. 155), 1 (p. 190), & 9 (p. 191)]
- [5] Sep. 26:
- discrete random variables (expectation and other moments)
[Sec. 4.4 through Sec. 4.6 of text (skipping Examples 4.21 and 4.22) and Sec. 5.1 of text;
I'll cover these Exercises/Problems from the text: 2 & 4 (p. 175), 14 (p. 177), 6(b) (p. 185), 9 (p. 185), 5 (p. 190), & 23 (p. 205) (and I'll also cover Example 4.18 (p. 168)]
- [6] Oct. 3:
- special discrete distributions
[Ch. 5 of text;
I'll cover these Exercises/Problems from the text: 1 (p. 218), 12 (p. 219), 20 (p. 220), 12 (p. 234), 7 (p. 238)]
- [7] Oct. 10:
- continuous random variables (lecture during 1st half of class)
[Sec. 6.1 and part of Sec. 6.2 of text;
I'll cover these Exercises/Problems from the text: 2 (pp. 249-250), 5 (p. 250), 1 (p. 257), parts of 6 (p. 274)]
Exam 1* (on Ch. 1 through Ch. 3 (2nd half of class period, closed book and notes))
- [8] Oct. 17:
- moments of continuous random variables; some special continuous distributions
[Sec. 6.2, Sec. 6.3, Sec. 7.1 and part of Sec. 7.2;
I'll cover this Exercise/Problem from the text: parts of 6 (p. 274)]
- [9] Oct. 24:
- more special continuous distributions, introduction to joint distributions
[Sections 7.2, 7.3, 7.4, & Sec. 7.6 of text (with Sec. 7.5 being skipped), and just a little of Sec. 8.1;
I'll cover these Exercises/Problems from the text: 2 (p. 295), 6 (p. 295), 1 & 5 (p. 303), 12 (p. 304), 3 & 6 (p. 310), 5 (pp. 321-322), 1 (p. 342)]
- [10] Oct. 31:
- bivariate distributions, independent random variables
[Sec. 8.1 and 8.2 of text;
I'll cover these Exercises/Problems from the text: part of 4 (p. 343), part of 11(a) (p. 344), 12 (p. 357)]
- [11] Nov. 7:
- conditional distributions, joint distributions for more than two random variables
[Sec. 8.3 (with most of (but not all of) Sec. 8.4 being skipped) and Ch. 9 of text (with some portions of Ch. 9 being skipped);
I'll cover these Exercises/Problems from the text: 1 (p. 371), 8 (p. 372), parts of 3 (p. 407), 9 (p. 408), 4 (p. 416)]
- [12] Nov. 14:
- expectation for sums of random variables, covariance (lecture during first half of class)
[Sec. 10.1 and part of Sec. 10.2 of text;
I'll cover these Exercises/Problems from the text: 3, 5, & 6 (p. 436), 1 (p. 450)]
Exam 2* (on Ch. 4 through Ch. 7 (2nd half of class period, open book and notes))
- [13] Nov. 21:
- correlation; moment generating functions
[Sec. 10.2 and 10.3 of text (with Sections 10.4 and 10.5 being skipped); also Sec. 11.1 of text;
I'll cover these Exercises/Problems from the text: 9 (p. 491), 18(b) & 21 (p. 492) (and I'll also cover Example 10.17 (p. 453))]
- [**] Nov. 28:
- no class due to Thanksgiving Day
- [14] Dec. 5:
- sums of independent random varaibles, some inequalities and limit theorems
[Sections 11.2, 11.3, 11.4, and 11.5 (with Example 11.32 being skipped) of text;
I'll cover these Exercises/Problems from the text: 9(b) (p. 499), 1 & 9 (p. 527), 8 (p. 532)]
- [**] Dec. 12:
- Final Exam* (note: exam period is
from 7:30 to 10:15 PM)
*Note: While it's fairly well
fixed that the midterm exams will be during the 7th and 12th class meetings, the dates may be changed
if any classes are cancelled due to bad weather (or for any other reason). Also, be aware that the Provost may change the final exam schedule if there
are problems with class cancellation during the semester.
Grading:
- 20% for
homework assignments (best 10 of 12 assignments will be counted)
- 20% for closed
book (and notes)
Exam 1
- 20% for open
book (and notes)
Exam 2
- 40% for open
book (and notes)
Final Exam (Note: If your final exam score is better than either of your two midterm exam scores,
the lower midterm exam score will be dropped and the weight of your final exam will be increased to 60%. Since I
don't give make-up exams, if you miss one of the midterm exams I'll just increase the weight of your final exam to 60%.)
Additonal Comments:
- Put STAT 346 in the subject line when you send me e-mail.
(Due to getting so much spam, I sometimes accidentally delete messages, but I'm much less likely to do that if I see STAT 346
in the subject line.)
- Be sure to note that there is not a class meeting scheduled for Nov. 28 (due to Thanksgiving recess).
- I can possibly
make arrangements to meet with you outside of my
scheduled office hours; however, I typically don't do mornings,
and
on Mondays and Tuesdays I am tied up with my other classes from 5:30 PM to 10:30 PM.
- Please do not leave long messages on my voice-mail.
Be sure to leave your
phone number if you want me to return your call, speaking slowly, even though you might have
given it to me previously. I find it better to communicate with people
in person or via e-mail --- phone tag is frustrating and sometimes the
GMU voice-mail system doesn't work the way it is supposed to.
- All GMU students are expected to activate their GMU e-mail accounts and check them regularly for messages
from the university administration and their instructors (although I tend to use the
announcements web page
of my course websites as my primary way of communicating with students).
- I plan to assign homework problems (usually slightly before or slightly after) each of the first 13 class
meetings of the semester, with possibly some problems due the very next class and possibly some problems due two classes later.
(I will post the assignments and due dates on the
homework web page.)
Your homework solutions are due during class on the specified due date, but generally there will be a one hour grace period (meaning that if you put
your paper under my office door by 11 PM the night it is due, it will be graded).
If you bring your paper by my office (perhaps to turn it in early if you have to miss class, or if you're taking advantage of the
1 hour grace period) and I'm not there, the
best procedure is to put it under my office door and then send me an
e-mail or call and tell me that you dropped off your paper.
You can
possibly fax
your papers to me at (703) 993-1700. (If you do fax your paper,
please use a cover sheet having my name on it
(since the entire department shares the same fax machine),
and also notify me by e-mail or phone so that I can look for your paper.)
I cannot be
responsible for late papers put under my door or faxed if for some
reason I don't get them. In the past I've never had problems
getting papers put under my office door, but sometimes the fax machine seems does not work properly (and so if you fax your paper, be sure to follow up with an
e-mail message asking me if the fax came through okay).
Do not e-mail solutions to me.
- All homework should be on paper which is approximately
8.5 inches by 11 inches. All pages should be stapled in the upper left
hand corner. All answers should be clearly indicated. (You need to
choose one answer for each part. Draw a box around your final
answers or highlight them in some way.) You should show adequate
supporting work and not merely give answers (in most cases).
- You are expected to familiarize yourself with the
George Mason University honor code and abide by it. It is
perfectly okay to seek limited assistance from others on any of the
homework problems (except for extra credit problems, which may be occassionally assigned),
but you should not turn in any work that is
copied from someone else (and so you should be prepared to explain
your solution to me if asked to do so).
It
will be considered to be a violation of the honor code if you deviate
from this rule concerning homework or if you give or
receive aid on the exams.
(To elaborate: it's okay to briefly discuss how you approached a problem, but you shouldn't show anyone your solution (or provide someone with so many details
that it's essentially equivalent to showing your solution). Doing homework should not be
considered to be a group project!)
- You are expected to take the final exam during the
designated time slot; Incompletes will
not be granted except under very unusual circumstances.
- Please abide by the university policy that cell phone ringers be
turned off while class is in session.
- Please do not make a lot of noise eating during class --- if you
feel that you must eat during class, please choose a soft candy bar
rather than a bag of potato chips (since both the chips and the bag they
come in tend to make too much noise when eaten and handled).
- If you are a student with a disability and desire academic accommodations, please see me during the first week of classes and
contact the
Office of Disability Services (ODS). All academic accommodations must be arranged through the ODS.
- Any class meetings canceled by the university due to
snow, sleet, power outage, bombing,
etc. will be made up if possible (possibly on a Friday, Saturday, or Sunday evening).
With regard to bad weather, I will
plan to teach class if the university is open and not teach it if the
university is closed. So instead of calling me to find out if I plan
to have class, just find out if the university is open or closed.
- Caveat: The schedule and procedures described here for this course are subject to change (and it is the responsibility of
students to attend all class meetings and keep themselves informed of
any changes).