407spring16

Math 411, Spring 2017: Probability
Meeting: MWF 10:20-11:10 am Blocker 113
Office hours: Tues. 1-2pm and Thurs. 10-11am or by appointment
Instructor: Joseph (JM) Landsberg
office 601H.

E-mail: jml@math.tamu.edu please include "411" in the subject line when emailing me

my cv

E-mail. I will be contacting the class though the TAMU e-mail system.

Course description

Probability theory is used in many fields, e.g. economics, computer science, statistics. We will learn the basic concepts of the theory and some elegant techniques: Probability spaces, discrete and continuous random variables, special distributions, joint distributions, expectations, law of large numbers, the central limit theorem.

Prerequisite: MATH 148,or 152, or 172 or equivalent.

Textbook

The required textbook is Introduction to Probability, 2nd - Bertsekas, Tsitsiklis. Athena Scientific.

There is a texbook webpage: http://www.athenasc.com/probbook.html with plenty of supplementary information.

Grading System: Your grade will be based on three in-class tests, homework, and a final examination. Each in-class test will count for 20% of your grade, the homework for 10%, quizzes 10% and the final examination will count for the remaining 20%.

Homework will be assigned each week. Some weeks quizzes will be given on days homework is
due. The quiz will consist of a single question taken from the homework and last 15 minutes.
Homework schedule will be posted here.
Supplementary homework problems for the book are available here
Due Friday Jan. 27: Problems Chap. 1: 1,2,5-10 from the text and supplementary
problems for chapter 1: 1,2,3,5,6,9 from the above webpage.
Due Friday Feb. 3: From book: Chap. 1: 14,15,19,25. From webpage: Chap 1: 13,15,16,17.
Due Friday Feb. 10: From book: Chap 1: 30,34,53,55. From webpage: Chap 1: 19,21,34,36
Due Friday Feb. 17: From book: Chap 2: 3,7,13,18. From webpage: Chap 2: 2,3,4,6
Due Friday, Feb. 24: From book: Chap 2: 25,26,31,32. From webpage: Chap 2: 12,13,15,17
Due Friday, March 3: From book: Chap 2: 40,42 (c,d are extra credit!). From webpage: Chap 2: 19,20 (short assignment due to test March 1!)
Due Monday, March 20: From book: Chap 3: 1,2,7,8,13. From webpage: Chap. 3:1,2,3,5,6
Due Monday, March 27: From book: Chap 3: 15,16,19,21. From webpage: Chap. 3: 11,12,16,17
Due Wed. , April 5: From book: Chap 4: 1,2,6,12. From webpage: Chap. 4: 15, 16,17,18
Due Wed. April 12: From book: Chap 4: 9,17,19,23. From webpage: Chap 4: 21,23,24
Due Wed. April 19: From book: Chap 4: 29,30,34,36. From webpage: Chap 4: 2,3,6,7.
Last HW Due Friday April 28: From book: Chap 4: 41,43, Chap 5: 1. From webpage Chap 7: 2,3,4

Tests

Test 1, Wed. March 1. Covering up to and including section 2.6. You may bring in one page of handwritten notes (no photocopies). At least half the problems will be taken directly from the text or the supplementary problems for the book. Additional practice problems are available here
Test 2, Mon. April 3. Covering up to and including chapter 3. You may bring in 2 pages of handwritten notes (no photocopies). At least half the problems will be taken directly from the text or the supplementary problems for the book. Additional practice problems are available here
Test 3, Mon. April 24. Covering up to and including 4.4. You may bring in 3 pages of handwritten notes (no photocopies). At least half the problems will be taken directly from the text or the supplementary problems for the book
Final Examination: Monday May 8, 8am-10am. You may bring in 4 pages of handwritten notes (no photocopies). Here are some practice tests for the final: practice1, practice2, practice3. Parts of practice3 go beyond what we covered in the course. The best thing to study for the final are your homework problems. At least half the final will be taken from assigned homework problems.

Quizzes will occasionally take place on days homework is due (unannounced). There are no make-ups for quizzes.

Tentative schedule (subject to change!)
weeks 1-2: (1/20-1/27) intro, 1.1: sets, 1.2 probabilistic models, 1.3 conditional probability, 1.4 total probability theory and Bayes rule
week 3: (1/30) 1.5 independence, 1.6 counting, 2.1 discrete random variables.
week 4: (2/6) 2.2 probability mass functions, 2.3 functions of random variables, 2.4 expectation and variance.
week 5: (2/13) 2.4 cont'd, 2.5 joint PMF's of multiple random variables
week 6: (2/20) 2.6 conditioning, 2.7 independence,
week 7: (2/27) review, First exam March 1!,
week 8: (3/6) 3.1 continous random variables and PDF's, 3.2 cumulative distribution functions, 3.3 normal random variables.
spring break! (3/13)
week 9: (3/20) 3.4 Joint PDF's of multiple random variables, 3.5 conditioning,
week 10: (3/27) 3.6, 4.1, review
week 11: (4/3) Test 2. 4.2, 4.3
week 12: (4/10) [4/14 no class] 4.4
week 13: (4/17) 4.5, 5.1,5.2,5.3
week 14: (4/24) Test 3. 5.4,5.5
week 15: (5/1) review.

Last lecture: Tues. May 2 (redefined day).

TAMU policy statements

Academic integrity: The Aggie Honor Code states: “An Aggie does not lie, cheat or steal, or tolerate those who do.” Information about the Honor Council Rules and Procedures can be found at the website of the Aggie Honor System Office.
Americans with Disabilities Act (ADA): This federal antidiscrimination statute provides comprehensive civil rights protection for persons with disabilities. Among other things, this legislation requires that all students with disabilities be guaranteed a learning environment that provides for reasonable accommodation of their disabilities. If you believe you have a disability requiring an accommodation, please contact Disability Services in Room B118 of Cain Hall, or call 979-845-1637. For additional information visit the website of Disability Services.
Attendance: See Student Rule 7.

Grade complaints: If you think a homework was graded incorrectly you
have one week from the time the graded assignment was returned to you to bring the
issue to the instructor's attention. No complaints after that time will be considered.

Policy regarding absences related to injury or illness: All such absences will be excused
if sufficient documentation is provided as per University policy and
the instructor will help the student make up any missed material.

Americans with Disabilities Act (ADA) Policy Statement

The following ADA Policy Statement (part of the Policy on Individual Disabling Conditions) was submitted to the University Curriculum Committee by the Department of Student Life. The policy statement was forwarded to the Faculty Senate for information.

The Americans with Disabilities Act (ADA) is a federal anti-discrimination statute that provides comprehensive civil rights protection for persons with disabilities. Among other things, this legislation requires that all students with disabilities be guaranteed a learning environment that provides for reasonable accommodation of their disabilities. If you believe you have a disability requiring an accommodation, please contact Disability Services, currently located in the Disability Services building at the Student Services at White Creek complex on west campus or call 979-845-1637. For additional information, visit http://disability.tamu.edu.

Academic Integrity Statement

“An Aggie does not lie, cheat, or steal or tolerate those who do.” All syllabi shall contain a section that states the Aggie Honor Code and refers the student to the Honor Council Rules and Procedures on the web http://www.tamu.edu/aggiehonor