STA 524 Probability

This is a course on theory of probability. In this course you will learn the nomenclature, theory and techniques needed for understanding the major types of probability problems, how to apply them in mathematical modeling, and how to prove problems in probability. We will cover materials including (not limited to) sample space, random variables, distribution functions, conditional probability and independence, expectation, combinatorial analysis, generating functions, convergence of random variables, characteristic functions, laws of large numbers, central limit theorem and its applications. This is a graduate course so you will have to learn how to prove problems (and you will be asked to prove problems).

Fall Semester 2007

Text

Probability and Statistics Third Edition, DeGroot and Schervish.

Instructor

Ruriko Yoshida, Assistant Professor of Statistics

Time and Place for STA524, Fall Semester 2007

  • MWF 12:00 PM - 12:50 PM, CB309

Course Website

www.polytopes.net/courses/Stat524F07

Syllabus For STA 524

We will cover Chapter 1, 2, 3, 4, and 5. For more details see PDF.

Schedule

  • Exam 1 Mon October 1.
  • Exam 2 Mon November 12.
  • Final 10:30 AM on Wed December 12. ROOM CB 309.

Grading

There will be two in-class exams, graded homeworks, and a final exam: these will count 40%, 30%, and 30% of your grade, respectively.

Students with excused absences will be given a make-up exam. No homework will be made up for credit, but it's important to make it up for your own benefit. The lowest scored HW will be discarded. Late homework will not be accepted. No make up final.

STA 524 Handout

Exams

Write each problem neatly. If you have any question about grading, you must prove why you think so. Regrading will be in 7 days after returning. After 7 days, regrading will NOT be accepted. All exams will be in class. Calculator is allowed. They are closed book exams.

  • Exam 1 October 1. Review on Chap 1 and 2 PDF. Practice Exam PDF. Solution PDF. Highest = 96, Mean = 71.071, STD = 14.715.
  • Exam 2 November 12. Review on Chap 3 and 4 PDF. Solution PDF. Highest = 100, Mean = 82.6, STD = 22.289.
  • Final December 12.

Homework for STA 524, Fall Semester 2007

Assignments will be weekly, handed out on Friday and due back the next Friday. Typically these assignments contain 5 or 6 regular problems. assignments will be graded and returned and credits will be given only if an answer is completely correct. If you have an incorrect answer, the problem will be returned to you with some hints and you will be required to turn it in again with the next set of homework. This will be repeated until the answer is correct.
ALSOLUTELY NO LATE homework.
The lowest homework score of each semester will be thrown out. This is basically to handle those emergencies where you are unable to complete an assignment for external reasons. I strongly recommend you save this freebie as long as possible and do not blow off an early assignment. MEAN = 77.468 out of 100, STD = 23.315.

Some References for Extra Credits for STA 524.

  • Chapter 5 and Section 2.5 and 2.5 in the book.
  • Finite Markov Chains and Algorithmic Applications, by Olle Haagstrom. London Mathematical Society, Student Texts 52, Cambridge University Press, 2002.
  • Randomized Algorithms, by R. Motwani and P. Raghavan. Cambridge University Press, 1995.
  • Algorithms for Random Generation and Counting - A Markov Chain Approach, by Alistair Sinclair. Birkhauser, 1993.
  • Probability and Computing, by Michael Mitzenmacher and Eli Upfal. Cambridge University Press, 2005.
  • Random Walks and Electrical Networks, by P. Doyle and J.L. Snell. Carus Mathematical Monograph no. 22, Mathematical Association of America, 1984. (Available on-line for free download.)
  • Uniform Random Spanning Trees, by Robin Pemantle, in Topics in Contemporary Probability and Applications, Ed. J.L. Snell, CRC Press, 1995.
  • Some New Games for your Computer, by Rick Durrett, in Topics in Contemporary Probability and Applications, Ed. J.L. Snell, CRC Press, 1995.
  • Cellular Automata with Errors: Problems for Students of Probability, by Andrei Toom, in Topics in Contemporary Probability and Applications, Ed. J.L. Snell, CRC Press, 1995.
  • How Many Times Should You Shuffle a Deck of Cards?, by Brad Mann, in Topics in Contemporary Probability and Applications, Ed. J.L. Snell, CRC Press, 1995.
  • Random Graphs in Ecology, by Joel E. Cohen, in Topics in Contemporary Probability and Applications, Ed. J.L. Snell, CRC Press, 1995.
  • A Matrix Perturbation View of the Small World Phenomenon, by D.J. Higham. SIAM J. Matrix Anal. Appl. 2003, Vol. 25, No. 2, pp. 429-444 (available on-line.)
  • Random Graphs, by B. Bollobas. Academic Press, 1985.
  • Stochastic Modelling for Systems Biology, by Darren J. Wilkinson. CRC, Mathematical and Computational Biology Series, 2006.
  • Random Walks in Biology, by Howard C. Berg. Princeton U. Press, 1993.
  • Computational Cell Biology, by C.P. Fall, E.S. Marland, J.M. Wagner, J.J. Tyson (editors). IAM volume 20 - Mathematical Biology, Springer-Verlag, 2002 (corrected third print, 2005).
  • Branching processes in biology, by M. Kimmel and D.E. Axelrod. Springer, 2202.
  • Evolutionary dynamics - exploring the equations of life, by M.A. Nowak. Belknap/Harvard, 2006.
  • Stochastic Tools in Mathematics and Science, by A.J. Chorin and O.H. Hald. Springer, 2006.
  • Theory and Applications of Stochastic Differential Equations, by Z. Schuss. John Wiley, 1980.
  • Stochastic Differential Equations in Science and Engineering, by D. Henderson and P. Plaschko. World Scientific, 2006.
  • Music and Probability, by David Temperley. MIT Press, 2007.
  • Bayesian Methods for Music Signal Analysis, by A. Taylan Cemgil. (Look for PDF file on the web.)