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MATH 230 - Probability Semester: Summer ‘17 Deniz Karlı Instructor: Lecture hours : Office hours: WWW WWW 123 678 Room: AMF 233 TW 55 E-mail : [email protected] Phone : (0216) 528 7190 Teaching Assistant: Lecture Hours: Office Hours: E-mail: Phone: Mahmut Kudeyt ThTh 12 ThTh 56 / AMF 238 [email protected] (0216) 528 7174 Course Description: Basic Topics in Probability; Probability Axioms, Sample Space, Conditional Probability, Counting Methods. Discrete Random Variables; Probability Mass Function, Families of Discrete Random Variables, Expectations, Function of a Random Variable, Variance and Standard Deviation. Continuous Random Variables; Distribution Function, Probability Density Function, Expected Values, Families of Continuous Random Variables, The normal Distribution. Pairs of Random Variables; Joint Distribution Function, Marginal, Joint Probability Function, Functions of Two Random Variables, Variance, Covariance and Correlation Concepts, Moment Generating Function, Central Limit Theorem Course Objectives: The aim of the course is to introduce students to the concepts of probability. Probability is necessary to understand basic modeling and statistical techniques in engineering and in other disciplines. The students learn how to describe quantitatively unpredictable occurrences by using methods and concepts from probability theory. Textbook: Sheldon Ross, A First Course in Probability, Pearson (We’ll use the 9th edition as a reference. But you may use other editions if you already have it. Just double-check the page, chapter and question numbers when homework is assigned since they may vary from edition to edition.) Recommended Readings: Roy D. Yates and David J. Goodman, Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers, John Wiley, 2005. Week 1 2 3 4 Week of July 5 July 12 July 19 July 26 Sections Topics 1.1, 1.2, 1.3, 1.4, 1.5, 2.1, 2.2, 2.3, 2.4 1.1 Introduction (Read) 1.2 The Basic Principle of Counting; 1.3 Permutations; 1.4 Combinations; 1.5 Multinomial Coefficients 2.1 Introduction 2.2 Sample Space and Events 2.3 Axioms of Probability 2.4, 2.5, 3.1, 3.2, 3.3 2.4 Some Simple Propositions 2.5 Sample Spaces Having Equally Likely Outcomes 3.1 Introduction 3.2 Conditional Probabilities 3.3 Baye’s Formula & ODDS Notation 3.4, 3.5, 4.1, 4.2, 4.3, 4.4 3.4 Independent Events 3.5 P(.|F) is a Probability 4.1 Random Variables 4.2 Discrete Random Variables 4.3 Expected Value 4.4 Expectation of a Function of a Random Variable 4.5,4.6, 4.7, 4.8.1 4.5 Variance 4.6 Bernoulli and Binomial R.V. 4.7 Poisson R.V. 4.8.1 Geometric R.V. ------- Exam 1 (July 26 @ 14:00 in our classroom) ----------- 5 Aug 2 4.9, 4.10, 5.1, 5.2, 5.3, 5.4 4.9 Expected Value of Sums of R.V.s 4.10 Properties of the Cumulative Distribution Function 5.1 Introduction 5.2 Expectation and Variance of Continuous R.V.s 5.3 The uniform R.V. 5.4 Normal R.V.s 5.5 Exponential R.V.s 5.7 Distribution of a Function of a R.V. 6 Aug. 9 5.5, 5.7 , ------ Exam 2 (Aug 9 @ 14:00 in our classroom) ---------- 7 Aug. 16 6.1, 6.2, 6.3, 6.4, 6.5 6.1 Joint Distribution Functions 6.2 Independent R.V.s 6.3 Sums of Independent R.V.s 6.4 Conditional Distributions: Discrete Case 6.5 Conditional Distributions: Continuous Case We skip the following sections: 1.6, 2.6, 2.7, 4.8, 5.6 (*) These sections will be covered if time permits. Your Instructor will inform you about these section at the end of the term. Class Policies: Attendance: Attendance to the lectures is highly recommended. It will be graded toward 5% of the term grade. Attendance will be taken both in the mornings and in the afternoons. Homework: There will be assigned sets of questions consisting of problems which target the timely practice of the covered course material but their solutions will not be collected. You are strongly encouraged to work on these questions. Grading: There will be two exams, a final exam and attendance contributing to the term grade. The weight distributions are as follows: Exams Percent (%) Date Attandence 5% Exam I 30 % July 26 @ 14:00 Exam II 30 % August 9 @ 14:00 Final 35 % To be announced later… Exams: They will be held in our classroom. Do not forget to bring Işık identification card to the exam. Write exams with pencil only. Dictionaries, calculators and cell phones are not permitted in any exam. There will be a make-up exam (a harder one) only for those students who missed ONE of the midterm exam due to a valid excuse. If you missed both midterms, the makeup will be counted toward only one of the exams, and the other missed exam will be counted as zero. The make-up exam will take place in the last week of classes, will cover all the material included and replace the midterm exam the student has missed. But, questions will be much harder than that of the exams given in regular time. In case you miss an exam, you expected to contact with your instructor immediately with a valid document. Useful Source: you can find some course related material on the web page mathport.denizkarli.com . There are some useful links, previous year’s exams and solutions and some lecture notes. They are free. You can print and use them by respecting copyrights.