George Mason University
Volgenau School of Information Technology and Engineering
Department of Statistics


STAT 544 Applied Probability

Fall Semester, 2011
Thursdays from 7:20 to 10:00 PM (starting Sep. 1, other dates given below)

Location: room 204 of Innovation Hall


Instructor: Clifton D. Sutton


Text:

A First Course in Probability, 8th Ed. , by Sheldon Ross (Prentice Hall, 2010)


Prerequisite:

three semesters of calculus and an undergraduate course covering calculus-based probability (like STAT 346)


Description:

This course covers elementary probability, reviewing concepts students should already have been exposed to and adding more details to what is typically covered in an undergraduate probability course. After covering simple combinatorics and the axioms of probability and some of their consequences, the course covers conditional probability, independence, random variables, common discrete and continuous distributions, joint distributions, expectation, limit theorems, and assorted other topics.

Approximate week-by-week content:

[1] Sep. 1:
combinatorics
[Ch. 1 of text]
[2] Sep. 8:
axioms of probability and some results which follow from them
[Ch. 2 of text]
[3] Sep. 15:
conditional probability
[Sec. 3.1 through Sec. 3.3 of text]
[4] Sep. 22:
independence and more on conditional probability
[Sections 3.4 and 3.5 of text]
[5] Sep. 29:
discrete random variables, binomial distributions
[Sec. 4.1 through Sec. 4.6 of text]
[6] Oct. 6:
other discrete distributions and more results pertaining to random variables, Poisson processes
[Sec. 4.7 through Sec. 4.10 of text, and Sec. 9.1 of text]
[7] Oct. 13:
continuous random variables and some common continuous distributions
[Sec. 5.1 through Sec. 5.4 of text]
[8] Oct. 20:
Midterm Exam (on Ch. 1 through Ch. 3 (closed book and notes)); more on continuous random variables and distributions, and random variate generation
[Sec. 5.5 through Sec. 5.7 of text, and Ch. 10 through subsection 10.2.1 of text]
[9] Oct. 27:
joint distributions and independent random variables
[Sec. 6.1 through Sec. 6.3 of text]
[10] Nov. 3:
conditional distributions, order statistics, and more on joint distributions
[Sec. 6.4 through Sec. 6.7 of text]
[11] Nov. 10:
expectation
[Sec. 7.1 through Sec. 7.4 of text]
[12] Nov. 17:
conditional expectation
[Sec. 7.5 of text]
[**] Nov. 24:
no class due to Thanksgiving Break
[13] Dec. 1:
moment generating functions, and more on expectation and normal random variables
[Sec. 7.7 through Sec. 7.9 of text]
[14] Dec. 8:
limit theorems (and inequalities)
[Sec. 8.1 through Sec. 8.4 of text]
[**] Dec. 15
Final Exam (note: exam period is from 7:30 to 10:15 PM)

Grading:


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