Lectures: MWF 12:00-12:50 in MS 6229.
Instructor: Rowan Killip, 6935 Math Sciences Building.
Office Hours: Mon 9:30--10:30am and Wed 3:00--4:00pm in 6935 Math Sciences Building.
Enrolment questions, PTE#, &c: Start HERE. Then see the math student services office in 6356 Math Sciences Building, for any further questions.
TA: Julian Ziegler-Hunts.
Exams: In-class midterm: Wednesday, October 31. Three-hour final: Thursday, December 13, 2018.
Homework: There will be weekly homework. It is due in class.
Further information is given below.
Grading: Homework 20%; Midterm 20%; Final 60%.
Syllabus: General Course Outline.
Here are the expected topics of the lectures; it will be updated as we progress:
Bring student ID to both midterms and the final. There will be no make-up exams.
No calculators, notes, or books will be permitted in any exam.
| Lecture | Section | Topics |
|---|---|---|
| 1 | 1.1 | Sets |
| 2-3 | 1.2 | Probabilistic Models |
| 4-5 | 1.3-4 | Conditional Probability, Total Probability Theorem and Bayes Rule |
| 6-7 | 1.5 | Independence |
| 8-9 | 1.6 | Counting |
| 10-11 | 2.1, 2.2 | Discrete Random Variables; Probability Mass Functions |
| 12-13 | 2.3, 2.4 | Functions of Random Variables; Expectation and Variance |
| 14 | 2.5, 4.2 | Joint PMFs of Multiple Random Variables; Covariance in the Computation of the Variance of a Sum |
| 15 | Midterm Exam (Past exams from 2014 and 2016) | |
| 16-17 | 2.6 | Conditioning of random variables (Lecture notes for Nov 1.) |
| 18-20 | 2.7 | Independence of random variables |
| 21-22 | 3.1 | Continuous Random Variables and PDFs |
| 23 | 3.2 | Cumulative Distribution Functions |
| 24 | 3.3 | Normal Random Variables |
| 25 | 3.4 | Joint PDFs of Multiple Random Variables; Sum of independent normals |
| 26-27 | 3.5 | Conditioning |
| 28 | 3.6 | The Continuous Bayes Rule |
Homework Problems:
Homework 1, due Friday Oct 5.
Homework 2, due Friday Oct 12.
Homework 3, due Friday Oct 19.
Homework 4, due Friday Oct 26.
Homework 5, due Friday Nov 2.
Homework 6, due Friday Nov 9.
Homework 7, due Monday Nov 19.
Homework 8, due Friday Dec 7.