640:477
MATHEMATICAL THEORY OF PROBABILITY
SPRING 2010
Basic information
- Instructor: Professor Eugene Speer
- Hill Center 520
- 732–445–2390 Extension 1313
- speer at math.rutgers.edu
- Office hours:
- Monday and Wednesday, 10:20–11:40 AM, Hill 520
- Or by appointment or chance in Hill 520
- Detailed course information and policies:
As web page and as a PDF file.
- Tentative syllabus:
As web page and as a PDF file.
- Homework assignments and solutions:
Click here for assignments and solutions.
Final exam.
The final exam is scheduled for Friday, May 7, 4:00-7:00 pM,
in ARC 206.
- The exam is cumulative and will cover the entire semester, with
stronger emphasis on material we have covered since the last exam.
You will
be given a formula sheet, which you can see
here in advance, and a copy of the table of values of
Φ(x) from page 222 of Ross.
- Here are the review problems for the
exam. Here are also some brief answers (a
few corrrections to these were made on May 6). The problems are fairly
comprehensive but I would suggest that you also review the previous two
exams and the review sheets for these.
- We will hold a problem session on Wednesday, May 5, in
Hill 525, from 12:00 to 1:30 PM.
- I will hold special office hours on Thursday, May 6,
10:00–11:00 and 1:30–2:30 in Hill 520.
Course announcements and supplementary information
- 3/24/2010: Here are some notes on the
approximation of the binomial distribution by a normal distribution,
expanding on our class discussion of March 22. They include plots of the
sort I was drawing on the board that day, but of much better quality.
- 2/9/2010: Changes in class schedule due to class cancellation
Wednesday, February 10:
- My office hours are also canceled Wednesday 2/10.
- Assignment 3 is now due Monday, February 15.
- For the moment we will simply push our schedule back by one
lecture; however, the days of the exams are unchanged. Eventually we will
omit part of a lecture and/or accelerate a little so that we finish most of
the original syllabus.
- 1/25/2010: Assignment 1 problems. For the benefit of students
who have not yet been able to purchase the text, I am posting here the problems on the first assignment. (I will
not continue to do this during the term; you need to buy the text:
the Seventh edition of Ross, A First Course in Probability.)
Warning: when I tried to print this scanned pdf file, it took
hours! You may have to copy the problems from the screen.
Exam 2
The first exam will be on Monday, April 12.
- Coverage: The exam will cover, roughly, the material of the
course from the previous exam through the material of Monday, April
5. However, although some of Chapter 4 was covered on the previous exam,
one cannot really separate this material, so that the exam is best
described as covering:
- Chapter 4, omitting Section 4.8.2, 4.8.3, and 4.8.4;
- Chapter 5, omitting 5.5.1, 5.6.2, 5.6.3, and 5.6.4;
- Chapter 6, Sections 6.1, 6.2, and 6.3;
- Plus any needed material from earlier chapters and any additional material
covered in class.
- Problem Session: We will have a problem session
on Sunday afternoon, April 11, 2:00-4:00 PM, in Hill Center 525.
This is not a review presented by me but a chance for you to ask questions
about any material in the course.
- Special office hours: I will hold an office hour in
Hill 520 on Friday, April 9, 1:40–3:00 PM.
- Review Problems: here is a set of
problems to help you review for the exam, and to give you something to
ask questions about at the review. Some brief answers are included so that
you can check your work.
Exam 1
The first exam will be on Monday, March 1.
- Coverage: We will cover all the work on the syllabus through
Section 4.5; in terms of the original schedule, this is through the lecture
of February 17, but due to the school closure for snow we actually finished
this material on Monday, February 22.
- Problem Session: Like classes, our problem session for Friday
is CANCELED. It is rescheduled for Sunday, February 28, 7:30-9:00
PM, in Hill Center 525. This is not a review presented by me but a
chance for you to ask questions about any material in the course.
Unfortunately, weather forecasts for the weekend still seem uncertain.
There is an off chance that I will have to cancel the review, although I
will try not to do so. Should this be necessary I will notify you by email
and will post the information here.
- Review Problems: here is a set of
problems to help you review for the exam, and to give you something to
ask questions about at the review.