Download STAT 544 Applied Probability - Department of Statistics

1/22/2015
544 syllabus
George Mason University
Volgenau School of Information Technology and Engineering
Department of Statistics
STAT 544 Applied Probability
Spring Semester, 2015
Section 001
Tuesdays from 7:20 to 10:00 PM (starting Jan. 20, other dates given below)
Location: room 1109 of Nguyen Engineering Building
Instructor: Clifton D. Sutton
Contact Information (phone, fax, e-mail, etc.)
Office Hours: 6:00-7:00 & 10:00-10:30 PM on class nights (more information)
Text:
A First Course in Probability, 9th Ed. , by Sheldon Ross (Prentice Hall, 2010)
Prerequisite:
three semesters of calculus and an undergraduate course covering calculus-based probability (like STAT
346)
Description:
This course covers elementary probability, reviewing concepts students should already have been
exposed to and adding more details to what is typically covered in an undergraduate probability course.
After covering simple combinatorics and the axioms of probability and some of their consequences, the
course covers conditional probability, independence, random variables, common discrete and continuous
distributions, joint distributions, expectation, limit theorems, and assorted other topics.
Approximate week-by-week content:
http://mason.gmu.edu/~csutton/syl544.html
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[1] Jan. 20:
combinatorics
[Ch. 1 of text]
[2] Jan. 27:
axioms of probability and some results which follow from them
[Ch. 2 of text]
[3] Feb. 3:
conditional probability and independence
[Sec. 3.1 through Sec. 3.3 of text, and some of Sec. 3.4]
[4] Feb. 10:
more on independence and conditional probability, discrete random variables
[Sections 3.4, 3.5, 4.1, and 4.2 of text]
[5] Feb. 17:
more on discrete random variables, expectation, discrete distributions based on iid Bernoulli
random variables
[Sec. 4.3 through Sec. 4.6 of text]
[6] Feb. 24:
other discrete distributions and more results pertaining to random variables, Poisson processes,
continuous random variables
[Sec. 4.7 through Sec. 4.10 of text, Sec. 9.1 of text, and Sec. 5.1 of text]
[7] Mar. 3:
1st Midterm Exam (on Ch. 1 through Ch. 3 (closed book and notes));
more on continuous random variables (including functions of cont. r. v's)
[Sec. 5.2 and Sec. 5.7 of text]
[**] Mar. 10:
no class due to Spring Break (but this date could possibly be used to make up any class cancelled
due to bad weather)
[8] Mar. 17:
common continuous distributions, and random variate generation
[Sec. 5.3 through Sec. 5.6 of text, and Ch. 10 through subsection 10.2.1 of text]
[9] Mar. 24:
joint distributions and independent random variables
[Sec. 6.1 through Sec. 6.3 of text]
[10] Mar. 31:
conditional distributions, order statistics
[Sec. 6.4 through Sec. 6.6 of text]
[11] Apr. 7:
2nd Midterm Exam (on Ch. 4 & Ch. 5 (open book and notes));
more on joint distributions, more on expectation
[Sec. 6.7 of text, and Sec. 7.1 & Sec. 7.2 of text]
[12] Apr. 14:
more on expectation, covariance and correlation
[Sec. 7.3 and Sec. 7.4 of text]
[13] Apr. 21:
conditional expectation, moment generating functions
[Sec. 7.5 and Sec. 7.7 of text]
[14] Apr. 28:
more on expectation and normal random variables, limit theorems (and inequalities)
[Sec. 7.8 & Sec. 7.9 of the text, Sec. 8.1 through Sec. 8.4 of text]
[**] May 5
Optional Q&A session (regular location and time). However, if we have to make up a class
http://mason.gmu.edu/~csutton/syl544.html
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cancelled due to bad weather, it may be that this time slot will be used for that purpose.
[**] May 12
Final Exam (note: exam period is from 7:30 to 10:15 PM)
Note: If any classes are cancelled due to bad weather (or for any other reason), some of the dates given
above may be changed (including the dates for the exams).
Grading:
20% for homework assignments (your best 10 of 12 assignment scores will be averaged to
determine this portion of your overall average)
20% for closed book (and notes) midterm exam based on Chapters 1-3
20% for open book (and notes) midterm exam based on Chapters 4 & 5
40% for open book (and notes) final exam
(Note: If you miss a midterm exam, instead of giving you a make-up exam I'll just let your final
exam score be worth 60% instead of 40%. Also, even if you take both midterm exams, if you do
better on the final exam than you did on one of the midterm exams, I'll not count your lower
midterm exam score and increase the weight of your final exam score to 60%.)
Additonal Comments:
Put STAT 544 in the subject line when you send me e-mail (due to spam, I sometimes delete
messages without reading them, based on the subject line).
I can possibly make arrangements to meet with you outside of my scheduled hours; however, on
Tuesdays I do not like to be bothered from 7:00 to 7:20 and on Wednesdays I'm often quite busy
with another class until after 10:15 PM.
Please do not leave long messages on my voice-mail, and since I often don't get around to returning
calls until the evening, you should state what time you plan to go to sleep. Always leave your
phone number, speaking slowly, even though you might have given it to me previously. I find it
better to communicate with people in person or via e-mail --- phone tag is frustrating and
sometimes the GMU voice-mail system doesn't work the way it is supposed to.
See comments on the homework web page regarding (slightly) late submission of homework
assignments, and how to submit papers if you don't bring them to class. *** After the end of the
short grace period (when there is one), late papers will be considered only if I get them before I
grade the papers of other class members. (I really mean this! And 4 feet of snow, a broken fax
machine, or being locked out of the Engineering Building does not change things --- if I don't have
your paper by the end of the grace period, I won't grade it if I've already graded the other papers. (I
will typically take papers home to grade on Wed. nights, and I may not return to GMU until after
I've finished grading ... so it may do you no good at all to put a paper under my door, or fax me
your paper, after I leave GMU on Wed. night.)) *** If you bring your paper by my office and I'm
not there, the best procedure is to put it under my office door and then send me an e-mail or call
and tell me that you dropped off your paper. You can possibly fax your papers to me at (703) 9931700. (If you do fax your paper, please notify me by e-mail or phone so that I can look for your
paper. (The entire department shares the same fax machine.)) I cannot be responsible for late papers
put under my door or faxed if for some reason I don't get them, but in the past I've never had too
many problems getting papers in these ways (although the new fax machine seems to not work as
well as the old fax machine did). Do not e-mail solutions to me.
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All homework should be on paper which is approximately 8.5 inches by 11 inches. All pages
should be stapled in the upper left hand corner. All answers should be clearly indicated. (You need
to choose one answer for each part. Draw a box around your final answers or highlight them in
some way.) You should show adequate supporting work and not merely give answers (in most
cases).
You are expected to familiarize yourself with the George Mason University honor code and abide
by it. It is perfectly okay to seek assistance from others on any of the homework problems (except
for extra credit problems, which may be occassionally assigned), but you should not turn in any
work that is copied from someone else (and so you should be prepared to explain your solution to
me if asked to do so). (While it's okay to briefly discuss homework poroblems with other students,
you should not look at another student's work while writing up your homework solutions. Nor
should one student explain most every step of his/her solution to another student.) It will be
considered to be a violation of the honor code if you deviate from this rule concerning homework
or if you give or receive aid on the exams.
You are expected to take the final exam during the designated time slot; Incompletes will not
be granted except under very unusual circumstances. (Note: The final exam is currently scheduled
for two weeks after the last lecture period. I may not have the exam ready prior to the scheduled
exam date, so don't assume that you can take it a week early during the off week between the last
lecture and the exam day.)
Please abide by the university policy that cell phone ringers be turned off while class is in session.
Please do not make a lot of noise eating during class --- if you feel that you must eat during class,
please choose a soft candy bar rather than a bag of potato chips (since both the chips and the bag
they come in tend to make too much noise when eaten and handled).
If you are a student with a disability and desire academic accommodations, please see me during
the first two weeks of classes and contact the Office of Disability Services (ODS). All academic
accommodations must be arranged through the ODS.
Any class meetings canceled by the university due to snow, sleet, power outage, bombing, etc. will
be made up if possible. With regard to bad weather, I will plan to teach class if the university is
open and not teach it if the university is closed. So instead of calling or e-mailing me to find out if I
plan to have class, just find out if the university is open or closed.
Caveat: The schedule and procedures described here for this course are subject to change (and it is
the responsibility of students to attend all class meetings and keep themselves informed of any
changes).
http://mason.gmu.edu/~csutton/syl544.html
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