ACMS 30530 Introduction to Probability Spring 2014

Location: 140 DeBartolo Hall Time: 02:00PM02:50PM, Mondays, Wednesdays, and Fridays. Webpage: (Sakai) https://sakailogin.nd.edu/xsl-portal (or via insideND). Instructor: James Dillon Delaney Oce Hours: TBD Oce: 152D Hurley Phone: (574) 631-4882 email: james.delaney@nd.edu Teaching Assistant: Annie Castner Oce Hours: TBD Oce: 154 Hurley email: acastner@nd.edu Grader: Anna Carmack email: acarmack@nd.edu

Course Catalog Description:

Course Prerequisites: Required Textbook:

Multivariable Calculus (Calc III) at the level of MATH 20550 or ACMS 20550. Wackerly, Mendenhall, and Scheaer, Mathematical Statistics with Applications, 7th ed., Chapters 27, Duxbury, 2008. ISBN13: 9780495385080

Optional Reference: Course Objectives:

Sheldon Ross, A First Course in Probability, 9th ed., Pearson, 2012. ISBN13: 9780321794772 This course provides a foundation in the application of probability theory, a system for associating numbers to randomness. Upon completion of the course, students will be able to: Identify suitable probability models to describe particular random phenomena. Apply skills from calculus to compute interesting quantities associated with popular probability models. Approximate, by applying the Central Limit Theorem.

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An introduction to the theory of probability, with applications to the physical sciences and engineering. Topics include discrete and continuous random variables, conditional probability and independent events, generating functions, special discrete and continuous random variables, laws of large numbers and the central limit theorem. The course emphasizes computations with the standard distributions of probability theory and classical applications of them.

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Course Grading System:

Class participation, problem sets, two midterm exams, and a cumulative nal exam will be factored into the course grade. Class participation Problem Sets (approx. 8 problem sets) Exam 1 (in class, Wednesday 19 February 2014) Exam 2 (in class, Wednesday 26 March 2014) Final Exam (04:15PM06:15PM Monday 05 May 2014): Total: 10% 25% 20% 20% 25% 100%

Tentative Schedule
Topic Events as Sets. Axioms of Probability. Counting Rules. Conditional Probability. Independence. Addition and Multiplication Rules. Law of Total Probability Bayes Rule. Random Variables (RVs). Discrete Random Variables (DRVs). Expectation of Functions of DRVs. Popular DRVs. Properties of the CDF. Continuous Random Variables (CRVs). Expectation of Functions of CRVs. Tchebyshes Theorem. Popular CRVs. Jointly Distributed RVs. Marginal/Conditional Distribution Functions. Expectation of Functions of Jointly Distributed RVs. Conditional Expectation Formula. Method of Distribution Functions. Method of Transformations. Method of Moment Generating Functions. Weak Law of Large Numbers. Central Limit Theorem. WMS, 2.12.4 2.4,2.5 2.6 2.7 2.7 2.8 2.9,2.10 2.10 2.11,2.12 3.1,3.2 3.3,3.9 3.43.8 4.1,4.2 4.2 4.3,4.9,4.11 3.11,4.10 4.44.8 5.1,5.2 5.3,5.4 5.55.8 5.11 6.16.3 6.4 6.5 9.3 7.3,7.4 # Lectures 1 1 2 1 1 2 1 1 1 1 2 3 1 1 2 1 3 1 2 3 1 1 1 2 1 2

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