STAT/MATH 6401, Advanced Probability I, Section 1 and 2, Fall 2006

Instructor: Prof. Jaimie Kwon (Homepage)

Lecture: MW ScN 207, 2:00-3:50 pm (Sec. 1) or 6:00-7:50 pm (Sec. 2)

Objectives:

We will learn about the following concepts and techniques:
Advanced treatment of probability theory and its applications. May include: conditioning, generating/characteristic functions, modes of convergence, limit theorems, renewal theory, Markov processes, combinatorial techniques, measure and integration.

Required Text:
Ross, S. "A First Course in Probability," 7th Edition, Prentice Hall, May 18, 2005. (ISBN: 0131856626)

The book is mostly similar to the 6th edition.

Syllabus

Announcements made in class supersedes what's posted on this page! For example, homework numbers etc. could be corrected in the classroom and it's student's responsibility to obtain correct information from other students etc.

Week

Homeworks (Usually due in a week) * Only some of the problems will be graded.

Solutions to HW will be posted outside my office

 Sections covered (subject to change)
1

* Update your blackboard email address

HW #1 (due next Wed)
# Chapter 1 problems 1, 9, 19, 21, 22
# Chapter 1 Theoretical Exercises 2
# Chapter 2 problems 1, 15(b), 25, 33
# Chapter 2 Theoretical Exercises 11
# Chapter 3 problems 6, 17, 33, 39, 45, 60
# Chapter 3 Theoretical Exercises 6, 11.
# Also, go over all classroom exercises [no need to turn this in]

* HW Solutions are posted on Blackboard under : COURSES > STAT 6401 SEC 01 or 02: ADV PROBABILITY I > COURSE MATERIALS;

 

Ch. 1.1-5

Ch. 2.1-5
2

See birthday problem paper by Dr. Trumbo and students:
http://www.sci.csueastbay.edu/~btrumbo/bdmatch

HW #2 (due next Wed)
Write 1~2 page summary of "Gambler's ruin example" (page 95, Example 4k)
# Chapter 4 problems 13, 17, 21, 23 (consider only two simplest strategies: buy all commodities now, or buy all commodities 1 week later), 27,33, 37, 41, 51, 57, 64
# Chapter 4 Theoretical Exercises: None due this time
# Also, go over all classroom exercises

Ch. 3.1-5
3

 

 Ch. 4
4

Quiz #1 on Monday [Covers Chapters 1-4]

Couple of links on discontinuity, right-continuous, right-limit, etc.:
http://planetmath.org/?op=getobj&from=objects&id=4447
http://en.wikipedia.org/wiki/Classification_of_discontinuities

HW #4 (due next Wed)
# Chapter 4 problems 72, 73, 75
# Chapter 4 Theoretical Exercises 18, 19.
# Chapter 5 problems 1, 7, 11, 13, 14, 16, 22, 28,
# Chapter 5 Theoretical Exercises 2, 7, 9, 12, 13,

Ch. 5
5 HW #5
# Read Ch. 6
# Chapter 5 problems 34, 37, 39, 40
# Chapter 5 Theoretical Exercises 14, 28, 29, 30
# Chapter 6 problems 2, 14, 15, 22, 28, 30, 35, 51, 53, 58
# Chapter 6 Theoretical Exercises 7, 9, 14, 19, 20		 Ch. 6.1-7
6 11/1/2006 Wed Midterm (covers Chapters 3-6.1) Ch. 7
7 HW #6
# Read Ch. 7
# Chapter 7 problems 5, 26, 36, 37, 45, 51, 65, 68, 69, 75
# Chapter 7 Theoretical Exercises 12, 22, 48, 51		 Ch. 8
8

 

 

 Ch. 9.1-3
9

Assignments:
# Go over examples 4f, p. 364; 5i, p.375
# Read sections 7.6 and 7.7

 Ch. 10
10 11/27/2006 Monday, Quiz #2 (covers Chapter 5-6) Marian Hoffer's note on Bayesian inference (pdf)
11    
12

Finals: (Final dates info ; covers Chapters 5 - End)
As the syllabus states, it is closed book and closed note.
ONE (not two) double-sided reference note is allowed.

Section 1: Monday 2:00pm to 3:50pm

Section 2: Wednesday 7:00 pm to 8:50 pm

  

 

 

Last updated 12/04/2006