INTRODUCTION TO PROBABILITY THEORY

Math/Stat 414.2

Instructor: Arkady Tempelman

Textbook: R.V.Hogg, E.A.Tanis. "Probability and Statistical Inference"  (seventh edition)

Classroom:124 Thomas Building

Time: 11:15 AM - 12:05 PM (MWF)

Office hours: Mondays and Wednesdays, 1 - 2 PM

Office: 415 Thomas Building, Phone 863-0980

Home Page: www.stat.psu.edu/~arkady/course414.html

TA:   Yuexiao Dong, 316 Thomas Building, Ph: 863-3238, email: yud101@psu.edu,  OHs: TBA 

Maximal number of points available:

Home work: 100 points

2 tests: 100x2=200 points

Final Examination: 150 points

Total: 450 points

 

 

 

GRADING POLICY:

 

Let P denote the number of earned points, Q=P/4.5 (the percentage of earned points).

 

The lower cut-lines of Q for the grades are:

 

 

 

 

Main topics:

1. Probability: definition and main properties.

2. Elements of combinatorics.

3. Conditional probability. Independent random events.

4. Random variables and their distributions.

5. Discrete distributions (binomial, geometric, Poisson, hypergeometric).

6. Continuous distributions (uniform, normal, exponential, gamma, chi-square).

7. Approximation of the binomial distribution by the Poisson and the normal distributions (the Poisson and the De Moivre - Laplace Theorems).

8. Multivariate distributions.

9. The Law of Large Numbers.

10. The Central Limit Theorem.

Midterm examinations

Exam #1: February 16, 6:30 - 7:45 PM

Exam #2: March 23, 6:30 - 7:45 PM
 

ABOUT THE HOMEWORKS

Students are expected to do the HWKs individually.

Copied or collectively prepared identical homeworks will not be accepted.

Please:

1. Explain every step in the problem solutions.

2. Write your name legibly.

3. Write the number of the assignment and the date.

4. Staple the sheets.

5. Submit your homework papers on time. The score for the homework will be reduced by 20% for each day that the homework paper is late; no homeworks are accepted after the graded ones have been returned to the students.

6. Retain all HWKs till the end of the semester.

 

                                                         ACADEMIC INTEGRITY

     All Penn State Policies regarding ethics and honorable behavior apply to this course.