Al Boggess; Office in BLOC 623; phone: 845-3261; (e-mail: boggess@math.tamu.edu). Office hours are Monday and Wednesday 1:30-2:30, Tuesday and Thursday 11-12 or by appointment.
Math 411. Mathematical Probability. (3-0) Credit 3. Probability spaces, discrete and respectively continuous random variables, special distributions, joint distributions, expectations, law of large numbers, the central limit theorem. Prerequisite: Math 221.
A First Course in Probability, 6th Ed. by Sheldon Ross, Prentice Hall Publishing.
Your Grade will be determined by homework problem sets, two exams, and a final exam. Some exercises of a harder nature will be assigned for extra credit. Homework assignments will be graded on presentation as well as mathematical correctness (as will exam problems). Click here for list of homework assignments. The weights are as follows.
Homework Exam I Exam II Final
20% 25% 25% 30%
(TBA) (TBA) (May 3)
You may work together on homework, but write up your solutions in your own words. Verbatim copying will be considered as an act of scholastic dishonesty. Extra credit homework problems must be done without help from any other person. Exams will be closed book and, of course, work must be done without the help of other people.
Note: A different book was used in the Spring 1996.
Late homework assignments or make- ups for exams will be allowed only with an approved University Excuse (see University Regulations). A written notification from a doctor or the Health Center is required in order to make-up missed work due to sickness.
The goal of this course is to introduce the basic principles of probability along with practical applications. Some emphasis will be given to the type of problems appearing on the first actuarial exam. Both discrete and continuous probability density functions will be discussed.
We will cover most of chapters 1-8 of Ross' book. A rough time-table is given below.
Week in the Semester Topic and Chapter
Week 1 Sections 1.1-1.5 on combinatorial analysis
Week 2 Sections 2.1-2.4 on sample spaces
and discrete probability
Week 3 Sections 3.1-3.4 on conditional probability
Week 4 Start Chapter 4 on discrete random variables
Week 5 Exam I on Feb 12 covering chapters 1-3;
continue with chapter 4
Week 6 Finish Chapter 4
Weeks 7-8 Sections 5.1-5.5 and 5.7 on
continuous random variables
Weeks 9 and 10 Sections 6.1-6.5 on jointly distributed
random variables
Week 11 Review and Exam II
Week 12-13 Sections 7.1-7.4 on expectation and
conditional expectation
Week 14 Sections 8.1-8.3 on the law of large numbers
and the central limit theorem, as time permits.
Week 15 Final Exam
Copyright Statement : All handouts and web-documents associated with this course are protected by US Copyright law. One personal copy (or download) of any of these documents is allowed by each student. Multiple copies or sale of any of these materials is strictly forbidden.