Probability is an incredible branch of mathematics, which allows us to model and gain understanding of the random phenomena we see in the world. In this course, we continue with the foundations of probability from MATH/STAT 394. We will cover more about random variables - their joint behaviour (independent, dependent and conditional) and more ways to talk about their limits (Law of Large Numbers, Central Limit Theorem). Time permitting, we will also look at the Poisson process.
The official prerequisite of this course is a 2.0 in MATH/STAT 394. For those of you that didn't just finish 394 - you should be familiar with the first 5 chapters of our textbook. Also, you will need to know multivariate calculus.
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Office Hours: In my office, Padelford B220, after each lecture until noon (beginning July 24th). I will not have office hours after the test. However, I will most likely have additional office hours beforehand - these will be announced.
If you cannot make it to my office hours, please schedule an appointment.
Lectures will be held in BLM 309.
The text for this course is A First Course in Probability Theory, by Sheldon Ross, 7th Edition.
There is a copy of both the 7th and 6th edition of this text available for short-term loan from the Mathematics Research Library in Padelford Hall C-306. I have also requested that the text by John A. Rice, Mathematical Statistics and Data Analysis be placed on reserve there. It's a more advanced text, but I like the explanations.
There will be two assignments, a term test and a final in this course. The tentative schedule and (not so tentative) weighting scheme is as follows:
Assignment 1 : due Monday, July 31st, 10%
Assignment 2 : due Monday, August 14th, 10%
Note: all assignments are due at the beginning of each lecture. There are no exceptions. I do not accept late assignments.
Term test: Friday, August 4th, 35%
Final: Friday, August 18th, 45%
Note: all tests/final will be held during regular lecture times. They will be held in SMI205.
You will have the opportunity to earn bonus marks (up to a maximum of 5%) by presenting a problem, chosen by me, to the class. Interested students should let me know asap.
We have covered the following sections/topics:
Week 0 :
Practice (non-credit - do not hand these in) problems: