Time and place: TTh 10:40-12:00, Room 211, Tureaud Hall.
Instructor: James Madden, 213 Prescott Hall, madden@math.lsu.edu, (225)-978-3525 (cell). Office hours: TTh 9:00-10:30 or by appt.
Textbook: S. Ghahramani, Fundamentals of Probability.
Here is a guide that describes what to read up to the midterm.
Here is a guide that describes what you will be responsible for on the final.
Goal: Students will acquire a working knowledge of basic probability theory, including continuous random variables and the Central Limit Theorems.
Grading: Homework: at most 25%. Weekly quizzes 25%. Midterm and final at least 50%. The final is scheduled for Thursday, May 12, 7:30-9:30 AM.
| week | mm/dd | D | Topic | Assignment | Notes/resources |
A1 |
01/18 | T |
|
Do the problems in the notes. | Lecture 1 | Mathematica Notebook 1 |
| 01/20 | Th |
|
Do the problems in the notes. Do the exercises in Notebook 2. | Lecture 2 | Mathematica Notebook 2 | Quiz 1 | |
A2 |
01/25 | T | Combinatorial methods | --- | Lecture 3 |
| 01/27 | Th | Examples (the hypergeometric distribution) | Textbook, pages 51-2: 3, 4, 12, 20, 21 and page 65: 20. (65:20 asks for the probabilities of all the poker hands. This is long.) Do the project in the lecture notes. |
Quiz 2 | Lecture 4 | Mathematica Notebook 4 | Mathematica Notebook 4a (Contains solution to the project in the lecture notes.) | |
A3 |
02/01 | T | Conditional Probability, Independence, Two-way tables. | 3.1: 5, 9, 11, 13, 17 3.2: 1, 3, 5, 9 Ch.3rev: 8, 9, 11, 13 |
Lecture 5 Problems from the textbook: 3.1 | 3.2 | 3.3 | 3.4 | 3.5 | Ch.3rev |
| 02/03 | Th | Bayes's Rule | 3.3: 1, 4, 5, 7 HAND IN February 8: 3.1:17 and the Homework problem in Lecture 6 |
Quiz 3 | Lecture 6 | Mathematica Notebook 6 | |
A4 |
02/08 | T | Random Variables | Do the problems in the lecture notes. | Lecture 7, 2nd edition
(This was updated Feb. 9. If it looks thae same as the one you saw before, refresh the web page.) Mathematica Notebook 7 |
| 02/10 | Th | More on Random Variables | --- | Quiz 4 | Lecture 8 | Mathematica Notebook 8 | |
A5 |
02/15 | T | Review Examples | HAND IN on Tuesday, February 22: the "extension problems" in the Lecture 9 notes. | Lecture 9 |
| 02/17 | Th | More examples | HAND IN on Tuesday, February 22: problem 3.5:33 and extension a and b of problem 3.5:35in Lecture 10 notes. | Quiz 5 | Lecture 10 | |
A6 |
02/22 | T | More on Expectation; Special Discrete Distributions | --- | Lecture 11 |
| 02/24 | Th | The Poisson Distribution | --- | Lecture 12 | Mathematica Notebook | Quiz 6 | |
A7 |
03/01 | T | Review | Link to practice test and answers. Note: the midterm will cover more than this practice test. All homework is fair game. | Solutions to Lect. 10 probs. | Mathematica Notebook on Lect. 9 probs. |
| 03/03 | Th | Midterm Exam on all material up to an including Lecture 11 | Here is a guide that describes what to read up to the midterm. | --- | |
-- |
03/08 | T | Holiday | --- | --- |
| 03/10 | Th | Midterm postmortem | --- | Midterm Solutions | |
B1 |
03/15 | T | Continuous Probability I. | Read Chapter 6 | Lecture 13 |
| 03/17 | Th | Continuous Probability II: Uniform distributon, Cauchy distribution, Expectation from CDF. | Re-read Chapter 6 | Lecture 14 | Quiz 7 | |
B2 |
03/22 | T | Transformations | Page 245: 1, 3, 5, 7 | Lecture 15 (The midsemester grades are available) |
| 03/24 | Th | Transformations; expected value, variance, moments | Page 254: 5, 9, 11, 17 | Lecture 16 | Quiz 8 | |
B3 |
03/29 | T | The Normal Distribution | Page 281: 5, 9, 11, 12, 15, 33 | Lecture 17 |
| 03/31 | Th | The Exponential Distribution; adding random variables | Do the last problem in the "quiz", and hand it in Monday. Do the last exercise in the lecture notes. | Lecture 18 | "Quiz 9" | |
B4 |
04/05 | T | Discrete Generating Functions (Chapter 11) | Do the problems in the lecture | Lecture 19 |
| 04/07 | Th | Bivariate distributions. | Read Secion 8.1. Do: Section 8.1: 2, 3, 9, 10, 11, 12 |
Lecture 20 | Quiz 10 | |
B5 |
04/12 | T | Sections 8.2, 8.3. Independence and conditional distributions | --- | Lecture 21 | Buffon-Demo (Mathematica) |
| 04/14 | Th | Sections 8.4. Change of variables | Do the review problems for Chapter 8 | Lecture 22 | Quiz 11 | |
-- |
04/19 | T | Holiday | --- | --- |
| 04/21 | Th | Holiday | --- | --- | |
B6 |
04/26 | T | Expectation | --- | Lecture 23 |
| 04/28 | Th | review | --- | Notes for review | |
B7 |
05/03 | T | Covariance | --- | Lecture 24 |
| 05/05 | Th | TBA | --- | --- |