Theory of Probability (Stat 381)
Fall 2016

General Information

Lecturer Zhiqiang Tan
Office: 459 Hill Center
Email: ztan at stat.rutgers.edu

Lectures: MW 1:40-3:00pm, SEC 205
Office hours: M 3:00-4:00, Th 1:00-2:00

TA: Tianhao Lou, luotianhao at gmail.com
Office hour: as needed
Prerequisite Math 251 or equivalent (multivariable calculus). Please see test problems of multivariate calculus.
An introductory course in statistics is helpful, but not required.
Textbook Wackerly, Mendenhall, and Scheaffer (2008) Mathematical Statistics with Applications (7th edition), Duxbury.
Owen, W.J. (2008) Student Solutions Manual (giving solutions to odd-numbered problems in the textbook).
Topics
Introduction Chapter 1, Sections 1.1, 1.4
Probability Chapter 2, Sections 2.1-2.11
Discrete Random Variables Chapter 3, Sections 3.1-3.8, 3.11
Continuous Random Variables Chapter 4, Sections 4.1-4.9, 4.10
Multivariate Probability Distributions Chapter 5, Sections 5.1-5.11
Functions of Random Variables Chapter 6, Sections 6.1-6.4, 6.6
Central Limit Theorem Chapter 7, Sections 7.1-7.3, 7.5
Exams and Homework There will be 2 midterm exam and a final exam. One page of information sheet, possibly double-sided, is allowed.
Homework will be assigned and collected.
Grading The final grade will be based on the following components with the weights:
Homework: 20%
Midterm Exam #1: 20%
Midterm Exam #2: 20%
Final Exam: 40%
Makeup policy Make-up exams will only be given if written documentation of a major outside circumstance is provided by a college dean or a doctor.
Students who miss exams without presenting proper documentation in a timely manner will receive a grade of zero.
Homework Assignments HW 1 (including test problems of calculus), HW 2, HW 3, HW 4, HW 5, HW 6.
HW 1 solution (regular problems), Solution to calculus problems.
HW 2 solution.
HW 3 solution.
Solution to the first midterm.
HW 4 scanned, HW 4 solution.
HW 5 scanned, HW 5 solution.
Solution to the second midterm.
HW 6 scanned, HW 6 solution.
Announcements Sept 19
        HW 1 is revised, still due Wed, Sept 21.
Oct 6
        First mideterm is scheduled on Wed, Oct 19.
        Here is a handout about drawing black and white balls.
Oct 12
        Here is a practice exam for the first midterm.
Oct 17
        Here is the solution to the practice exam.
Nov 9
        Second mideterm is scheduled on Wed, Nov 30.
Nov 17
        Here is a practice exam for the second midterm.
Nov 21
        Here is the solution to the practice exam.
Dec 7
        Final exam is scheduled on 8:00-11:00AM Wed, Dec 21.