Fall 2013 Syllabus: MATH 380

Probability and Statistics

Instructor: Dr. Kent Merryfield Office: FO3-201 Phone: (562) 985-5787 Email: kent.merryfield@csulb.edu Section code: Time: Room: Final Exam: 2457 TuTh 2:00-3:15 LA5-271 Thurs., Dec. 12, 12:30-2:30 in LA5-271

MATH 380, Section 3, Fall 2013

Office Hours:

Textbook:

M 2:00-4:00 W 2:00-4:00 Th 3:30-5:30 Mathematical Statistics with Applications, by Dennis D. Wackerly, William Mendenhall, and Richard L. Scheaffer. Seventh Edition. Brooks/Cole 2008 Midterm exams (3) Homework Final Exam 19% each 14% 29%

Grade Determination:

Numerical grades will be assigned for each component. The course grade will be based on the weighted average of these numerical grades. The scale will be: 85% for an A, 70% for a B, 55% for a C, 45% for a D. In response to the difficulty of tests, raw grades may be rescaled so as to better fit this scale. Written homework assignments will be due approximately once a week. The graded portion of the homework will normally consist of one to three problems not taken from the textbook. Attendance: Attendance will be recorded only during the first two weeks and only for roster management purposes. Recorded attendance will not be used in grade determination. However, in many years of teaching, I have seen a very strong correlation between attendance and results. If youre not there, youre not likely to learn. If you must miss a test or a day on which homework is due for a serious, documented reason (see the CSULB Catalog for an enumeration of such reasons) you will be given a chance to turn in the homework or to make up or replace the grade. Whenever such reasons are foreseeable or scheduled, you must inform me in advance. Withdrawal: I will follow the university policy for withdrawal from the course. The last day to withdraw with a grade of W is Friday, Nov. 15. It would be best to take care of this and any other documentation need ahead of time and not rely on being able to find me at the last minute. Prerequisite: Math 224 (Calculus III). Most important to us are double integrals (especially finding the limits of integration in double integrals) from Math 224 and series and improper integrals from Math 123. Course objectives: To learn and understand the laws of probability; to be able to make calculations involving random variables; to develop probabilistic reasoning skills.

Timetable: (approximate changes may be announced later)

Dates: Aug. 27 Aug. 29, Sept. 3 Sept. 5 Sept. 10 Sept. 12, 17 Topics: Overview: what are probability, statistics? Sets, sample spaces, events, permutations, combinations Conditional probability, Bayes Theorem Discrete random variables and sampling Expected values and variances Sections: 1 2.1 - 2.6 2.7 - 2.10 2.11 - 2.13 3.1 - 3.3

Thursday, Sept. 19: Midterm exam I

Sept. 24, 26 Oct. 1, 3 Oct. 8 Oct. 10, 15 Oct. 17, 22 Binomial and geometric random variables Negative binomial, hypergeometric, and Poisson distributions; moment-generating functions Continuous random variables Normal, gamma, and beta distributions Moment-generating functions, mixed distributions, Tchebysheffs Theorem 3.4 - 3.5 3.6 - 3.9 4.1 - 4.4 4.5 - 4.7 3.9, 3.11, 4.8 - 4.12

Thursday, Oct. 24: Midterm exam II

Oct. 29, 31 Nov. 5, 7 Nov. 14 Nov. 19, 26 Multivariate, marginal, and conditional distributions; independent random variables Expectations of functions of random variables, covariance, correlation Bivariate normal distributions, conditional expectations Functions of random variables, method of distribution functions 5.1 - 5.4 5.5 - 5.8 5.9 - 5.12 6.1 - 6.3

Thursday, Nov. 28: Midterm exam III

Dec. 3 Dec. 5, 10 Other methods for functions of random variables The Central Limit Theorem (Comprehensive) 6.4 - 6.7 7.3 - 7.5

Thursday, Dec. 21: Final Exam

Besides its practical and philosophical uses, the study of probability has great pedagogical appeal, in that it combines three distinct types of mathematical reasoning under the same roof. The first kind of reasoning is combinatorial reasoning: how to count cases and possibilities, to chase trees, to learn when counting how not to do something may be easier that counting how to do it. We wont spend long on this material, but it would be seen in such courses as CECS 228 or MATH 233. The second kind of reasoning is analytic reasoning: all those things about integrals and sums that we spent so long going over in calculus. Sometimes, especially in chapters 4, 5, and 6, we will hardly seem to be doing anything else. I personally think there is a third kind of reasoning, something that one could call probabilistic intuition and reasoning. In part it is the way we motivate the problems, in part it is the combined power of the two modes of thinking that we already have, and in part it is something special to probability theory itself, especially the concepts of independence, conditional probability, and conditional expectation. My greatest hope for the course is that you will develop a sense of this probabilistic reasoning - be sure to watch for its appearance.