Theory of Probability (Stat 381)
Fall 2007

General Information

Lecturer Zhiqiang Tan
Office: 459 Hill Center
Phone: (732) 445-5297
Email: ztan at stat.rutgers.edu

Lectures: MW 1:40-3:00pm, SEC 206
Office hours: MW 3:00-4:00pm or by appointment
Prerequisite Math 251 or equivalent (multivariable calculus).
An introductory course in statistics is helpful, but not required.
Textbook Wackerly, Mendenhall, and Scheaffer (2002) Mathematical Statistics with Applications (6th edition), Duxbury.
Caffo and Jones (2002) Student Solutions Manual (giving solutions to odd-numbered problems in the textbook).
Topics
Introduction Chapter 1, Sections 1.1, 1.4
Probability Chapter 2, Sections 2.1-2.11
Discrete Random Variables Chapter 3, Sections 3.1-3.8, 3.11
Continuous Random Variables Chapter 4, Sections 4.1-4.9, 4.10
Multivariate Probability Distributions Chapter 5, Sections 5.1-5.11
Functions of Random Variables Chapter 6, Sections 6.1-6.4, 6.6
Central Limit Theorem Chapter 7, Sections 7.1-7.3, 7.5
Exams and Homework There will be 2 midterm exam and a final exam. One page of cheat sheet is allowed.
Homework will be assigned, and due one week after.
Grading The final grade will be based on the following components with the weights:
Homework: 20%
Midterm Exam #1: 20%
Midterm Exam #2: 20%
Final Exam: 40%
Homework Assignments HW 1, HW 2, HW 3, HW 4, HW 5, HW 6 .
Solution to HW 4 . (Please see Student Solution Manual for odd-numbered problems.)
Solution to HW 5 . (Please see Student Solution Manual for odd-numbered problems.)
Solution to HW 6 . (Please see Student Solution Manual for odd-numbered problems.)

Practice Problems 1 .
Solution to Practice Problems 1 .(Problem 2, question 3, corrected.)
Announcements Midterm #2 is RE-SCHEDULED to Monday, Nov 26.

Final exam is scheduled at 8-11am, Friday, Dec 21, Location: SEC 206.


Last modified: August 31, 2007