ST371-001:  
Introduction to Probability and Distribution Theory
Summer Session I 2008



Course:

ST371-001 Introduction to Probability and Distribution Theory

Time:

Tu, We, Th from 9:50 to 12:20

Place:

107 Harrelson

 

 

Instructor:

Tom Gerig

Email:

gerig@stat.ncsu.edu

Telephone

515-1901

Office:

218 Patterson Hall

Office hours:

Wednesday after class or by appointment

 

TA:

Dhruv Sharma

Email:

dbsharma@ncsu.edu

Office:

Statistics Tutorial Center, 110 Bureau of Mines building

Office hours:

Mondays from 2:00 to 3:00
Wednesdays from 2:00 to 3:00


Class links: Homework and Lectures | Ask a question | Private tutors

Course prerequisite:  MA241 and corequisite:  MA242
Devore
Required text: Jay L. Devore (2004).   Probability and Statistics for Engineering and the Sciences, 6th Edition. Duxbury Thomson Learning.  (ISBN:0-534-39933-9)

Optional solutions manual:   Julie Ann Seely (2000).  Student Solutions Manual for Devore's Probability and Statistics for Engineering and the Sciences, 6th Edition.  Duxbury Advanced Series. (ISBN:0534399347). Contains worked solutions to the odd-numbered problems.

Homework: Homework will normally be assigned (as indicated on the homework page) at the end of class each Tuesday (due at the beginning of class on Thursday) and Thursday (due at the beginning of class on Tuesday). Unexcused late homework will not be accepted. The final homework average will be computed after dropping the two lowest homework grades.

Examinations: Examinations will be closed book and closed notes.  However students will be permitted to bring one 8½ by 11 inch sheet of notes (both sides, any content) to each exam. The final exam will be cumulative.  Bring calculators to all exams.

Old Examinations: Copies of old examinations are provided (without solutions) in the table below.  Because of differences in pacing, coverage and emphasis from semester to semester, these exam do not necessarily reflect the kind of questions that will be on this semester's exams.      

Year

Previous Exams

2003

MT1

MT2

Final

2004

MT1

MT2

Final

2005

MT1

MT2

MT3

Final

2006

MT1

MT2

Final

2007

MT1

MT2

Final


Exam schedule:
Midterm exam 1
Thursday, May 29
Chapter 1 (as covered in lecture) and Chapter 2
Midterm exam 2
Thursday, June 12
Chapters 3 & 4
Final exam
Tuesday, June 24
8:00 to 11:00 a.m.
See homework page.

Asking questions: If you have questions about lectures, homework assignments, exams, procedures or any other aspect of the course please log onto http://courses.ncsu.edu/ , follow the links to "ST" and "ST371" and click on "Message Board".  Then click on "Post New Topic", enter your question in the Message box, and click on "Submit Message".  You will receive a response from me or another student. Everyone in the class will be able see your question and the response.

Anonymous mail: If you wish to send me an anonymous suggestion or reminder, send email to st371-001-comments@wolfware.ncsu.edu. The system will remove mail headers, but you must remember to removes your signature and other identifying information.

Grading System:  Final grade will be based on:

Final Semester Score = (HW + M1 + M2 + 2*F)/5

where HW is the homework average (out of 100) after dropping the two lowest scores and M1, M2, and F are the scores (out of 100) on the two midterm exams, and the final exam. If you received a higher grade on the final than on one or more of the midterm examinations or on homework, your score on the final will be substituted for the lowest of these scores.  Grades are assigned on the ± scale according to this grading scale.

On-line grade book:  I will record your homework and examination scores in the ST371 Grade Book as they become available.  Please check these from time to time and let me know if the posted scores differ from those in your records.  Note that the scores posted on the Grade Book are unofficial.

Auditing:  Auditors are expected to attend class regularly and submit homework on the same schedule as the other students.  The final grade for auditors (AU or NR) will be based on their final homework average.   A homework score of 75 or better is required for an AU.

Policy on Academic Integrity:  The University policy on academic integrity is spelled out in NCSU Code of Student Conduct and Procedures. For a more though elaboration see the NCSU Office of Student Conduct website.  For this course group work on homework is encouraged.  However copying someone else's work and calling them your own is plagiarism, so the work you turn in should be your own.

Reference handouts: Mathematical formulae    Discrete distribution     Continuous distributions

Students with Disabilities: Reasonable accommodations will be made for students with verifiable disabilities.  In order to take advantage of available accommodations, students must register with Disability Services Office (DSO), 1900 Student Health Center, CB# 7509, 515-7653.

Software:  StaTable is a program that provides probability calculations for 25 common probability distributions.  Numerical calculations may be obtained for tail areas (e.g. cdf) and for percentage points of selected discrete and continuous distributions.  The program is provided at no cost by Cytel.  A free download version is offered for Windows.

Printing Handouts: Instructions for greatly speeding up the printing of the lecture slides:
  • Click the icon for the lecture handout you wish to print.  The slides will appear in Adobe Acrobat.
  • Click on File > Print.  This will bring up the Print window.
  • Click on the Advanced button (located at the bottom left-hand-side of the Print window).  This will bring up the "Advanced Print Setup" window.  Check the "Print As Image" box (located near the top in the center of the "Advance Print Setup" window).  Click on OK to return to the Print window.
  • To select between Portrait and Landscape orientation, click on Properties.  Landscape is preferred
  • Click OK to start printing.
Information provided on this webpage is subject to change so students should refer back to it periodically.

Reference materials:

Dennis D. Wackerly, William Mendenhall III, and Richard L. Shaeffer (2008).  Mathematical Statistics with Applications, 7th Edition.  Duxbury Press.

Jay L. Devore and Kenneth N. Berk (2006).  Modern Mathematical Statistics with Applications. Duxbury Press.  

Richard J. Larsen and Morris L. Marx (2006).  An Introduction to Mathematical Statistics and Its Applications, 4rd Edition.  Prentice Hall.

Walpole, R. E., , R. H. Myers, S. L. Myers, and K. Ye (2002).  Probability and Statistics for Engineers and Scientists,7th Edition. Prentice Hall.

Montgomery, Douglas C. and George C. Runger (2002).  Applied Statistics and Probability for Engineers, 3rd Edition.  John Wiley & Sons.

Miller, Irwin, Richard Johnson, and John E. Freund (1999). Probability and Statistics for Engineers, 6th Edition. Prentice Hall.

Lapin, Lawrence L. (1997).  Modern Engineering Statistics.  Duxbury Press.

Helstrom, Carl W. (1991). Probability and stochastic processes for engineers, 2nd Edition, MacMillan College Division.

Hamming, R.W. (1991). The Art of Probability - For Scientists and Engineers. Addison-Wesley.

Papoulis, Papoulis (1990).  Probability and Statistics.  Prentice Hall.

Clarke, A.B. (1987). Probability and Random Processes, A First Course with Applications, John Wiley.
Course objectives:  

This course is the first semester of a two-course sequence, ST371-2, covering probability and statistics. The objective of this course, ST371, is to develop a calculus-level understanding and working knowledge of basic probability.  The course provides an introduction to the rudiments of probability calculus, to discrete and continuous random variables and their probability distributions, and to sampling distributions.  Concepts, methods and applications are emphasized, rather than theory.  Successful completion of this course will prepare you for ST372 and provide you with a foundation for understanding probability-based material presented in other courses.

Students taking the course will have completed both MA141 and MA241, and be taking MA242.

Syllabus:  In ST371 we shall cover most of the material from the text in chapters 1 through 5 and selected topics from chapters 6 through 8.
  • Probability basics I: experiments, outcomes, sample space, sample point, events, set algebra, probability, counting tools.
  • Probability basics II: independence of events, conditional probability, Bayes theorem, calculating probabilities.
  • Models for the distribution of discrete random variables: probability and cumulative distribution functions, expectation.
  • Families of discrete distributions (including binomial, geometric, negative binomial, hypergeometric, and Poisson).
  • Models for the distribution of continuous random variables: the probability density function, cumulative distribution function, expectation.
  • Families of continuous distributions (including uniform, normal, gamma, beta, and exponential).
  • Models for the joint distribution of two or more random variables: probability distributions, joint, marginal, and conditional distributions; independence, expectation of functions of random variables, covariance, moments of linear functions.
  • Important sampling distributions; the central limit theorem.
  • Introduction to statistical inference including parameter estimation and hypothesis testing.