Math 477 (Math Theory of Probability)

Prof. Weibel

Fall 2001

  • Lectures TTh5 ARC 108 ( Office hours) and Homework assignments
  • Text: A First Course in Probability by Sheldon Ross, 5th edition, Prentice Hall (1998).

    Tentative Course Syllabus

    WeekLecture datesSectionstopics
    1a 9/4 (Tuesday) 1.1-1.6 Combinatorics
    1b 9/6 (Thurs) 2.1-2.4 Axioms of probability; inclusion/exclusion formula
    2 9/11, 9/13 2.5Equally likely outcomes; examples; Stirling's approximation (p.151)
    3 9/18, 9/20 3.1-3.5 Conditional probability; Bayes' formula;
    Independent events and independent trials
    4 9/25, 9/27 4.1-4.6 Discrete random variables; expected value; review chapters 1-3
    5 10/2 1.1-3.5 EXAM 1 range [0,74] mu=57.5 sigma=14.4
    5+10/4 4.4-4.5, 4.9 expected value; variance; cumulative distribution
    6 10/9, 10/11 4.6-4.8 special random variables: Bernoulli and binomial, Poisson, geometric, negative binomial and hypergeometric
    7a 10/16 5.1-5.2 Continuous random variables; expectation, variance
    7b 10/18 5.3-5.4 Uniform and normal random variables; normalpdf;
    Normal approximation to binomial random variables
    8 10/23, 10/25 5.5,5.6.1,5.7 Exponential & Gamma random variables;
    functions of a random variable
    9 10/30, 11/1 6.1-6.2 Joint distributions, independent random variables
    10 11/6, 11/8 6.3-6.5 Sums of independent random variables; Conditional distributions
    11 11/13, 15 7.1-7.3 Linearity of expectation; Covariance and correlation
    12 11/20 ("Thurs") 4.1-6.5 EXAM 2 range [0,85] mu=53.7 sigma=18.6
    13 11/27, 11/29 7.4 Conditional expectation
    14a 12/4 8.1-8.2 Markov and Chebyshev inequalities;
    weak law of large numbers
    14b 12/6 8.3 The central limit theorem; examples.
    15 12/11 (last class) 8.3 Proof of the central limit theorem; Review.
    16 12/19 (Wednesday)Cumulative Final Exam (12-3 PM)

    Warning! People who cannot do 2D integration will be left high and dry after Exam 1! That's why Math 251 is a prerequisite!
    See General Math Course Materials

  • Final Exam: Wednesday, Dec. 19, 12-3 PM

  • Due dateSection/Problems Section/Problems
    Thursday 9/13/01: Ch.1 #1, 8, 11, 21, 27 Ch.2 #5, 13, 15, 26
    Tuesday 9/18/01: Ch.2 #20, 23, 34, 37, 47, 49
    Tuesday 9/25/01: Ch.3 #11, 14, 31, 46, 56, 67Prepare for Exam #1 !
    Tuesday 10/9/01: Ch.4 #2, 4, 12, 20, 21, 26
    Tuesday 10/16/01: Ch.4 #45, 51, 53, 56, 63, 69
    Tuesday 10/23/01: Ch.5 #4, 5, 8, 13, 16, 23, 26
    Tuesday 10/30/01: Ch.5 problems #24, 29, 32, 34Ch.5 theoretical #1, 14, 29
    Tuesday 11/6/01: Ch.6 problems #7, 9, 14, 18, 20, 21
    Tuesday 11/13/01: Ch.6 problems #27, 29, 32, 33, 42, 43, 44 Prepare for Exam #2 !
    Tuesday 12/4/01: Ch.7 problems #3,18,33,36,38,50,53
    Tuesday 12/11/01: Ch.8 problems #1, 2, 5, 6, 7, 10, 13 Prepare for Final Exam on Dec. 19!

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    Charles Weibel / weibel @ math.rutgers.edu / Dec. 11, 2001