Summer 2006
Instructor: Sergi Elizalde
Lectures: MWF 10:00-11:05 in Bradley 105
X-period: Th 12:00 - 12:50
Office Hours: MW 11:05-12:00 and by appointment
Office: Bradley 312
Email:
Phone: 646-8191
Announcements
Here is this week's homework assignment.
The take-home final has been scheduled to be given out on Wednesday, Aug 16, and due no later than Sunday, Aug 20, at 9 am.
Midterm 2 has been scheduled for Friday, Aug 4, in class. No books or notes allowed.
Midterm 1 has been scheduled for Friday, July 14, in class.
Textbook
Introduction to Probability (2nd revised edition) by Charles M. Grinstead and J. Laurie Snell
This book is available at Wheelock Books for $50, and also may be downloaded from http://www.dartmouth.edu/~chance/teaching_aids/book_articles/probability_book/pdf.html
Tentative syllabus
This syllabus is subject to change, but it should give you an idea of the topics we will cover.
|
Sections in the textbook |
Brief Description |
|
| Week 1 | 1.2, 3.1 |
Basic
probability. Combinatorics: permutations. |
| Week 2 | 3.2, 4.1 |
Combinations. Conditional probability. |
| Week 3 | 6.1, 6.2 |
Expected value. Variance. |
| Week 4 | 5.1 |
Midterm 1.
Important
distributions. |
| Week 5 | 8.1 |
Law of large numbers. |
| Week 6 | 9.1 |
Central Limit Theorem: Bernoulli trials |
| Week 7 |
9.2 |
Central Limit Theorem:
Independent trials. Midterm 2. |
| Week 8 | 11.1, 11.2 |
Introduction to Markov chains. Absorbing Markov
chains. |
| Week 9 | 11.3 |
Regular Markov chains, ergodic
Markov chains |
Grading
The course grade will be based on the homework (10%), two midterms (30% each), and a take-home final exam (30%).
Homework
There will be homework due roughly every week. It will consist typically of a reading assignment (of the part of the book covered in class) and some problems. Collaboration in the homework is permitted, but you are not allowed to copy someone else's work. The solutions must be written individually. You have to mention on your problem set the names of the students that you worked with.
Exams
On the midterms and the final exam you must work on the problems on
your own. No collaboration permitted in the exams.
Students with
disabilities: Students with learning,
physical, or psychiatric disabilities enrolled in this course that may need
disability-related classroom accommodations are encouraged to make an office
appointment to see me before the end of the second week of the term. All
discussions will remain confidential, although the Student Disability
Services office may be consulted to discuss
appropriate implementation of any accommodation requested.
Last modified on August 15, 2006.