Introduction to Mathematical Statistics, Robert V. Hogg, Joseph W. McKean, and
Allen T. Craig. The first of these books assumes a stronger familiarity with ...
STAT 3500: MATHEMATICAL PROBABILITY
Department: Mathematics and Computer Science Instructor: Adam Tyler Felix Office: University Hall, C514 Email:
[email protected] (please use Re: Stat 3500 in the subject header) Website: http://www.cs.uleth.ca/~felix/probability.html Office Hours: Wednesdays from 11:00 AM to 12:00 PM (subject to change) or by appointment Course Description: Sample spaces and the algebra of sets. Kolmogorov axioms for probability. Probability density/distribution functions (pdfs) and cumulative distribution functions (cdfs). Joint and marginal pdfs. Combining and transforming random variables. Moment generating functions (mgfs) and factorial generating functions. Applications to discrete and continuous random variables. Central limit theorem. Order statistics. Prerequisites: Mathematics 2560 and Statistics 1770 Recommended Background: Statistics 2780 Topics and Approximate Duration: Elementary Probability and Set Notation Discrete Random Variables Continuous Random Variables Multivariate Probability Distributions Functions of Random Variables The Central Limit Theorem Quizzes and Review classes
1 week 2 weeks 2 weeks 2 weeks 1.5-2 weeks 1.5-2 weeks 2 weeks
Textbooks: An optional course textbook should be available in the bookstore: Mathematical Statistics with Applications, Dennis D. Wackerly, William Mendenhall III, and Richard L. Scheaffer As this book is optional, any edition will be fine. Also, the list of problems to used throughout the course will be given to the students. See Course Evaluation for more information. Some other books which may be useful follow: An Introduction to Mathematical Statistics and Its Applicaitons, Richard J. Larsen and Morris L. Marx A First Course in Probability, Sheldon Ross. Modern Mathematical Statistics with Applications, Jay L. Devore and Kenneth N. Berk. Probability and Statistical Inference, Robert V. Hogg and Elliot A. Tanis.
The above books are all very similar to the optional book available in the bookstore. For the more theoretically inclined students, the following books may be of interest: Probability and Statistical Inference, Volume 1: Probability, J. G. Kalbfleisch. Introduction to Mathematical Statistics, Robert V. Hogg, Joseph W. McKean, and Allen T. Craig. The first of these books assumes a stronger familiarity with combinatorial identities and multiple integration. The second of these books moves very quickly into multivariable probability distributions, and as such, assumes familiarity with multiple integrals. Also, earlier editions of the second book did not include McKean as an author. Course Evaluation: 4 quizzes each worth 15 percent 1 final examination worth 40 percent
60% 40%
N. B.: A list of potential questions used for quizzes and the final exam will be given to the students early in the course. The only exception to this rule is that there may be one question on the final exam which was not included in this list. Academic Integrity: Students should be familiar with the appropriate University guidelines on academic integrity (see Part 4 of Academic Calendar for undergraduates) Letter Grades The following conversion table will be used for the course:
87 82 79 75 72 69 65 62 59 55
Numerical Grade 97 or above or above but less than or above but less than or above but less than or above but less than or above but less than or above but less than or above but less than or above but less than or above but less than or above but less than less than 50
97 87 82 79 75 72 69 65 62 50
Letter Grade A+ A AB+ B BC+ C CD+ D F
