George Mason University
Volgenau School of Engineering
Department of Statistics
STAT 544 Applied Probability
Fall Semester, 2015
Section 002
Thursdays from 7:20 to 10:00 PM (starting Sep. 3, other dates given below)
Location: room 1109 of
Nguyen Engineering Building
(phone, fax,
e-mail, etc.)
Office Hours: 6:15-7:00 & 10:00-10:30 PM
on class nights
(more information)
Text:
A First Course in Probability,
9th Ed. , by
Sheldon Ross
(Prentice Hall, 2014)
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. 3:
- combinatorics
[Ch. 1 of text]
- [2] Sep. 10:
- axioms of probability and some results which follow from them
[Ch. 2 of text]
- [3] Sep. 17:
- conditional probability and independence
[Sec. 3.1 through Sec. 3.3 of text, and some of Sec. 3.4]
- [4] Sep. 24:
- more on independence and conditional probability, discrete random variables
[Sections 3.4, 3.5, 4.1, and 4.2 of text]
- [5] Oct. 1:
- more on discrete random variables, expectation, discrete distributions based on iid Bernoulli random variables
[Sec. 4.3 through Sec. 4.6 of text]
- [6] Oct. 8:
- other discrete distributions and more results pertaining to random variables, Poisson processes, continuous random variables
[Sec. 4.7 through Sec. 4.10 of text,
Sec. 9.1 of text, and Sec. 5.1 of text]
- [7] Oct. 15:
- 1st Midterm Exam (on Ch. 1 through Ch. 3 (closed book and notes));
more on continuous random variables (including functions of cont. r. v's)
[Sec. 5.2 and Sec. 5.7 of text]
- [8] Oct. 22:
- common continuous distributions, and random variate generation
[Sec. 5.3 through Sec. 5.6 of text,
and Ch. 10 through subsection 10.2.1 of text]
- [9] Oct. 29:
- joint distributions and independent random variables
[Sec. 6.1 through Sec. 6.3 of text]
- [10] Nov. 5:
- conditional distributions, order statistics
[Sec. 6.4 through Sec. 6.6 of text]
- [11] Nov. 12:
- 2nd Midterm Exam (on Ch. 4 & Ch. 5 (open book and notes));
more on joint distributions, more on expectation
[Sec. 6.7 of text, and Sec. 7.1 & Sec. 7.2 of text]
- [12] Nov. 19:
- more on expectation, covariance and correlation
[Sec. 7.3 and Sec. 7.4 of text]
- [**] Nov. 26:
- no class due to Thanksgiving Break
- [13] Dec. 3:
- conditional expectation, moment generating functions
[Sec. 7.5 and Sec. 7.7 of text]
- [14] Dec. 10:
- more on expectation and normal random variables,
limit theorems (and inequalities)
[Sec. 7.8 & Sec. 7.9 of the text, Sec. 8.1 through Sec. 8.4 of text]
- [**] Dec. 17
- Final Exam (note: exam period is
from 7:30 to 10:15 PM)
Note: If any classes are cancelled due to bad weather (or for any other reason), some of the dates given above may be changed (including the dates for the exams).
Grading:
- 20% for
homework assignments (your best 10 of 12 assignment scores will be averaged to determine this portion of your overall average)
- 20% for closed
book (and notes)
midterm exam based on Chapters 1-3
- 20% for open
book (and notes)
midterm exam based on Chapters 4 & 5
- 40% for open
book (and notes)
final exam
- (Note: If you miss a midterm exam, instead of giving you a make-up exam I'll just let your final exam
score be worth 60% instead of 40%. Also, even if you take both midterm exams, if you do better on the final exam than you
did on one of the midterm exams, I'll not count your lower midterm exam score and increase the weight of your final exam score to 60%.)
Additonal Comments:
- Put STAT 544: Thur. Sec. in the subject line when you send me e-mail
(due to spam, I sometimes delete messages without reading them, based
on the subject line).
- Be sure to note that there is not a class meeting scheduled for Thur., November 26 (due to Thanksgiving Break).
- I can possibly
make arrangements to meet with you outside of my
scheduled hours; however,
on Thursdays I do not like to be
bothered from 7:00 to 7:20
and on Tuesdays and Wednesdays I'm often quite busy with other classes until after 10:15 PM on Tue, and 8:00 PM on Wed.
(My guess is that this semester, Wednesday nights and Friday afternoons will be the best time for appointments, and most Mondays will be bad days to try to meet with me.)
- Please do not leave long messages on my voice-mail,
and since I often don't get around to returning calls until the evening,
you should state what time you plan to go to sleep. Always leave your
phone number, 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.
- See comments on the homework web page regarding late submission of homework assignments, and how to submit papers if you don't bring them to class.
*** After the end of the grace period,
late papers
will be
considered only if I get them before I grade the papers of other class
members. (I really mean this! And 4 feet of snow, a broken fax machine, or being
locked out of the Engineering Building does not change things --- if I don't have your paper by
the end of the grace period, I won't grade it if I've already graded the other papers.
***
If you bring your paper by my office 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 notify me by e-mail or phone so that I can look for your paper.
(The entire department shares the same fax machine.)) I cannot be
responsible for late papers put under my door or faxed if for some
reason I don't get them, but in the past I've never had too many problems
getting papers in these ways (although the new fax machine seems to not work as well as the old fax machine did).
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 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). (While it's okay to briefly discuss homework poroblems with other students, you should not look at another student's work
while writing up your homework solutions. Nor should one student explain most every step of his/her solution to another student.)
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.
- 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 two weeks 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.
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 or e-mailing 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).