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:
Homework 15%,
Midterm 1 25% ,
Midterm 2 25%
and
Final Exam 35%.
Attendance
Class meets three times per week and occasionally on X-hours. You will be expected to attend class; excessive absences will affect your course grade.
If you must miss class, please contact your instructor in advance.
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.
There will be two midterms and a final.
The first midterm will be on Monday July 19, 2010 from 5pm to 7pm in Rockefeller Room 003.
The second midterm will be on Monday August 09, 2010 from 5pm to 7pm in Rockefeller Room 003.
The final exam will be on or about Sunday August 29, 2010 at a time and a room to be determined by the registrar.
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.
Honor Principle
A recap of what is stated above. On homeworks, collaboration is permitted, but each student writes his/her own solutions.
In the midterms and exams, No collaboration is permitted.
Last modified on June 21, 2010