Theory of Probability (Stat 381)
Fall 2009

General Information

Lecturer Zhiqiang Tan
Office: 459 Hill Center
Email: ztan at stat.rutgers.edu

Lectures: MW 1:40-3:00pm, SEC 205
Office hours: M 3:00-4:00pm
Prerequisite Math 251 or equivalent (multivariable calculus). Please see test problems of multivariate 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 information sheet is allowed.
Homework will be assigned and collected.
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%
Makeup policy Make-up exams will only be given if written documentation of a major outside circumstance is provided by a college dean or a doctor.
Students who miss exams without presenting proper documentation in a timely manner will receive a grade of zero.
Homework Assignments HW 1, HW2, HW3, HW4, HW5, HW 6.
HW 1 scanned, Example 2.10 scanned (needed for Exercise 2.52), HW 1 solution.
HW 2 scanned, HW 2 solution.
HW 3 scanned, HW 3 solution.
HW 4 scanned, HW 4 solution.
HW 5 scanned, HW 5 solution.
HW 6 scanned.
Announcements Nov 16
        Solution to practice exam for Midterm # 2 is posted. Click here.
        Note that Question 1) of Problem 2 should be to show c=6.
Nov 11
        Drop problems from Section 5.11 in HW 5, and hand in HW 5 on Mon, Nov 16.
        Midterm 2 covers the material up to Wed, Nov 11.
        Please bring your calculator. One-page, double-sided information sheet is allowed.
Nov 10
        Practice exam for Midterm # 2 is posted.
Oct 28
        Midterm #2 will be held on Wed, Nov 18.
        Solution to HW 4 is posted.
Oct 14
        Solution to Midterm # 1 is posted.
        Solution to HW 3 is posted.
Oct 9
        Correction is made to solution to problem 2 in practice Midterm # 1. Click here.
Oct 7
        An extra office hour will be held Mon, Oct 12, 11 - noon.
        Solution to practice exam for Midterm # 1 is posted.
Oct 5
        Practice exam for Midterm # 1 is posted.
Sept 30
        HW3 is posted.
        Solution to HW2 is posted.
        Midterm #1 will be held on Monday, Oct 12.
Sept 21
        A note is posted for Theorem of black and white balls.
        HW 2 is posted.
        Solution to HW 1 is revised: the answer to Question 2.36 is explained.
Sept 16
        Solution to HW 1 is posted.
Sept 14
        Example 2.10 is scanned (needed for Exercise 2.52).
Sept 9
       The textbook and student solutions manual are put on reserve in Math Library, Hill Center.
Sept 8
       HW 1 is posted.
        Test problems of multivariate calculus.
Sept 2
        Final exam is scheduled at 12-3PM, Friday, Dec 18, Location: SEC 205.


Last modified: August 31, 2009