STA 4321 – Mathematical Statistics I
STA 4321 – Introduction to Probability
STA 5325 – Fundamentals of Probability
Spring 2007
Instructor: Dr. Larry Winner
e-mail: winner@stat.ufl.edu
Office: 228 Griffin/Floyd
Office Hours: M 2:00-3:30, W 9:50-11:20
TA: Alex Savenkov: Office Hours: M3, W7, F4 @ 218 Griffin/Floyd
Textbook: Introduction to Probability and Its Applications, 2nd Ed, (1995). Richard L. Scheaffer, Duxbury.
Prerequisites: MAC 2311-2313 (or equivalent) and one introductory statistics course.
Course Description: This course is a calculus based introduction to probability theory.
General topics include:
Basic Probability (Chapter 2)
• Randomness (2.1)
• Set Notation (2.2)
• Probability (2.3)
• Counting Rules (2.4)
• Conditional Probability/Independence (2.5)
• Probability Rules (2.6)
• Odds, Odds Ratios/Relative Risk (2.7)
• Introduction to Simulation (2.8)
Discrete Probability Distributions (Chapter 3)
• Discrete Random Variables/Probability Distributions (3.1)
• Expected Values (3.2)
• Families of Discrete Distributions
• Bernoulli (3.3)
• Binomial (3.4)
• Geometric (3.5)
• Negative Binomial (3.6)
• Poisson (3.7)
• Hypergeometric (3.8)
• Moment-Generating Function (3.9)
• Probability-Generating Function (3.10)
• Simulation (3.12)
Continuous Probability Distributions (Chapter 4)
• Continuous RVs/Probability Distributions (4.1)
• Expected Values (4.2)
• Families of Continuous Distributions
• Uniform (4.3)
• Exponential (4.4)
• Gamma (4.5)
• Normal (4.6)
• Beta (4.7)
• Moment-Generating Functions (4.10)
• Simulation (4.12)
Multivariate Probability Distributions (Chapter 5)
• Bivariate & Marginal Distributions (5.1)
• Conditional Distributions (5.2)
• Independent Random Variables (5.3)
• Expected Values of Functions of RVs (5.4)
• Multinomial Distribution (5.5)
• Moment-Generating Functions (5.6)
• Conditional Expectations (5.7)
• Compounding (5.8)
Functions of Random Variables (Chapter 6)
• Method of Distribution Functions (6.2)
• Method of Transformations (6.3)
• Method of Conditioning (6.4)
• Method of Moment-Generating Functions (6.5)
• Order Statistics (6.6)
• Limit Theorems (Chapter 7)
• Convergence in Probability (7.2)
• Weak Law of Large Numbers (7.2)
• Convergence in Distribution (7.3)
• The Central Limit Theorem (7.4)
Grading: 5 In-Class Midterm exams, Project and Cumulative Final
▪ Exam 1: Friday, January 26
▪ Exam 2: Friday, February 16
▪ Exam 3: Wednesday, March 7
▪ Exam 4: Monday, April 9
▪ Exam 5: Wednesday, April 25
▪ Final Exam (30%)
MWF 5: Thursday, May 3 @ 12:30-2:30PM
MWF 6: Wednesday, May 2 @ 7:30-9:30AM
Course Policies (Read Carefully):
➢ All exams are closed book/closed notes. You will need a calculator.
➢ Your top 4 midterm exams will each count 15%, of grade, the cumulative final exam will count 30%, and project will count 10%.
➢ Problems will be assigned from each section as well as from chapter supplementary exercises. These will be representative of exam problems and will help you prepare for exams.
➢ Examples covered in class are also likely to appear on exams. It is your responsibility to keep up with all material, or you will find exams very difficult.
➢ The university scheduled the final exam time. Do not plan on leaving Gainesville prior to your final exam time.
➢ This course makes use of all Pre- and co-requisites, be prepared to use calculus (especially Chapters 4-6)
➢ No Make-up exams will be given with the exception of documented medical emergencies.
➢ Lectures are the time to ask questions. No questions regarding content will be answered during exams.
Practice Problems:
Section: Problems
Chapter 2
2.2: 1,2,3,4
2.3: 5,6,7,9
2.4: 11,13,14,15,17,18,19,20,21,23,25
2.6: 27,28,29,32,33,34,35,36,37,38,39,40,41,42,43,44,46
2.7: 48
2.9: 51,52,53,54,55,57,59,60,61,62,64,65,66,69,70,71,72,73,74,76,78,79
Chapter 3
3.1: 1,2,3,4,6,8,10
3.2: 11,12,15,17,19,20,21,22
3.4: 23,24,25,26,27,30,32,33,34,35,36,37,38,39
3.6: 40,41,42,43,45,46,47,49,52
3.7: 54,55,59,60,61,62,63,64,65,67,68
3.8: 70,71,75,76
3.10: 84,85,86,87,88,89
3.13: 95,97,98,102,103,106,109,112,113,116,117,119,120,122,124
Chapter 4
4.1: 1,2,3,5,6,7,8
4.2: 9,10,11,13,14
4.3: 15,16,18,24,25,26,27,28
4.4: 30,31,32,33,35,37,39,40,44
4.5: 45,47,49,51,53
4.6: 55,56,57,58,61,64,66,67,68,69
4.7: 73,74,75,76,79,80
4.10: 95,96,97,98
4.13: 102,103,105,106,107,110,111,114,115,116,119,120,122,123,124,125,127
Chapter 5
5.3: 1,2,3,4,5,6,7,8,11,13,14,15,16
5.4: 17,18,19,21,22,23,24,25
5.5: 26,27,28,29,31,33,34
5.6: 36,37,38,40
5.7: 41,42,43
5.9: 44,45,46,47,48,49,51,54,57,60,61,62,63,67,69,70,75,76
Chapter 6
6.2: 1,2,3,4,5,6,8
6.4: 9,10,11,12,13
6.5: 14,15,16,17,18,19
6.6: 21,22,24,25
6.8: 30,31,33,35,36,38,40,41
Chapter 7
7.3: 1,2,3,4,5
7.4: 7,8,11,17,18
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