Download MATH 510 Fall 2011-12 Applied Probability and Statistics I

MATH 510
Fall 2011-12
Applied Probability and Statistics I
Instructor:
Office:
Telephone, email:
Dr. Georgi Medvedev
292 Korman
6612, [email protected]
Lectures:
Office hours:
Course webpage:
TR 11am-12.20pm, Korman 245
TBA, or by appointment
www.math.drexel.edu/ ∼ medvedev/classes/2011/math510/
will contain homework assignments and announcements
Text: B.V. Gnedenko, Theory of Probability, 6th ed., Gordon and Breach Science Publishers, 1997.
Prerequisites: This course assumes solid calculus skills (MATH 121-123 or a similar sequence) as well as understanding of fundamentals of real analysis (MATH 401-402 or similar)
An undergraduate course in probability (MATH 310 or similar) is strongly recommended. If
you lack any of these prerequisites you may take this course with the understanding that it
is your responsibility to fill any gaps in your education.
Objective: This is the first part of the three-term graduate sequence (Math 510-512) in
probability and statistics. It is an introduction to the mathematical theory of probability.
Students will be expected to develop probabilistic intuition; to learn basic probabilistic
schemes such as Bernoulli trials and Markov chains, basic properties of certain standard
probability distributions such as Gaussian and Poisson, and to acquire problem solving
skills appropriate to the course material. Topics include axioms of the probability theory;
sequences of independent trials; random variables and distribution functions; mathematical
expectation, variance, and higher order moments; the central limit theorem.
Homework: The homework problems will be assigned regularly.
Examinations: There will be one midterm and one final examination. The dates will be
announced in advance. Make-up exams are offered only under extraordinary circumstances
(documented in writing), and only if approved by the instructor before the scheduled test.
In case of an illness that will require absence from exam, a student must submit a doctor’s
note to be considered for a make-up exam.
Attendance: Regular and punctual attendance at all scheduled classes is expected. Attendance will taken regularly. More than two unexcused absences will affect your grade.
Assessment: Your final grade will be calculated as follows midterm (30%), final (35%),
homework (30%) and attendance (5%),
The following table is to help you to decide on your standing during this course:
A : 90 − 100
C : 70 − 79
B : 80 − 89
D : 60 − 69
(± will be assigned at the discretion of the instructor). Class participation and attendance
will decide border cases. Students earning points within the above bounds are assured of a
final grade at least as indicated above.
Academic integrity: Students are expected to be familiar with the policies of academic
conduct outlined in the student handbook:
www.drexel.edu/studentlife/classes/2011/math123/
Problem resolution: Please come to see me during my office hours or by appointment if
you have any course related problems. 1
1 This
syllabus is subject to change. Changes, if any, will be announced in class.