550.310
PROBABILITY AND STATISTICS FOR THE PHYSICAL AND INFORMATION SCIENCES AND ENGINEERING
FALL 2009

Instructor:
Office_Hours:
    MWF 10:00-10:50am, and by appointment.
Lectures:
    MWF 11:00-11:50am, in Shaffer 303.
Textbook:
    Probability and Statistics for Engineering and the Sciences 5th edition or higher, by Jay Devore (Duxbury).
Teaching Assistants:
  • Section 1, discussion period Tuesday 9:00-9:50am in Maryland 114. TA is Ming Fang <mingfang@jhu.edu>, homepage is here.
  • Section 2, discussion period Tuesday 3:00-3:50pm in Bloomberg 168. TA is Bill Borch <wborch1@jhu.edu>.
  • Section 3, discussion period Tuesday 4:30-5:20pm in Whitehead 304. TA is Ming Fang.
  • Additional TA is BaoLuo Sun <bluosun@gmail.com>.
  • Office hours: Monday 2:00-3:00pm (Bill), Monday 5:00-7:00pm (Ming), Wednesday 2:00-3:00pm (Bill), Wednesday 5:00-6:00pm (BaoLuo), Thursday 2:30-3:30pm (Ming), Thursday 5:00-6:00pm (BaoLuo).
Description:
    (From JHU manual) An introduction to probability and statistics at the calculus level, intended for engineering and science students planning to take only one course on the topics. Students are encouraged to consider 550.420-430 instead. Combinatorial probability, independence, conditional probability, random variables, discrete and continuous probability models, expectation and moments, central limit theorem, estimation, confidence intervals, hypothesis testing, tests of means and variances, goodness-of-fit will be covered. The material and difficulty level will be comparable to that of 550.311, except that the examples and discussion in 550.310 will be more focused on the Physical and Information Sciences and Engineering.
  • probability basics, defining probability: Week 1, DevoreEd6 p3-7,p58-63, DevoreEd7 p2-7,p51-56
  • combinatorial probability: Week 1, DevoreEd6 p64,p67-73, DevoreEd7 p57, p59-65
  • conditional probability, independence: Week 2, DevoreEd6 p75-90, DevoreEd7 p67-80
  • Bayes' Rule (discussed implicitly): Week 2, DevoreEd6 p81-83, DevoreEd7 p72-74
  • Bernoulli and binomial random variables: Week 3, DevoreEd6 p98-105, p120-123, DevoreEd7 p87-95, p108-111
  • geometric and negative binomial random variables: Week 3, DevoreEd6 p132-133, DevoreEd7 p119-120
  • Poisson process, Poisson approximation of binomial: Week 3, DevoreEd6 p135-138, DevoreEd7 p121-124
  • cumulative distribution function: DevoreEd6 p105-109, p146-155, DevoreEd7 p95-98, p131-139
  • uniform rv, exponential rv: DevoreEd6 p148, p177-178, DevoreEd7 p133, p157-158
  • exponential rv and Poisson Process, memoryless feature: DevoreEd6 p178-179, DevoreEd7 p158-159
  • gamma rv, chi-square rv: DevoreEd6 p174-176, p179, DevoreEd7 p159-162
  • normal rv, relationship to chi square: DevoreEd6 p160-168, DevoreEd7 p144-151
  • expectation of rv, functions of rv's: DevoreEd6 p111-116, p157-158, p219-220, p244, DevoreEd7 p100-104, p141-142, p197, p219
  • joint distributions: DevoreEd6 p206-215, DevoreEd7 p185-193
  • variance of rv, linear combinations of rv's: DevoreEd6 p116-118, p158, p244, DevoreEd7 p104-106, p142, p219-220
  • moment generating function:
  • Chebyshev's Theorem, Law of Large Numbers: DevoreEd6 p119 (problem 43), DevoreEd7 p107 (problem 44)
  • Central Limit Theorem, Normal approximation to binomial: DevoreEd6 p239-241, p169-171, DevoreEd7 p215-217, p152-154
  • estimation, confidence intervals for mean: DevoreEd6 p282-288, DevoreEd7 p255-261
  • estimation of population proportion: DevoreEd6 p294-296, DevoreEd7 p265-267
  • estimation of variance: DevoreEd6 p308-311, DevoreEd7 p278-280
  • t-distribution and estimation of mean: DevoreEd6 p299-303, DevoreEd7 p270-273
  • hypothesis testing: DevoreEd6 p316-343, DevoreEd7 p285-310
  • p-values: DevoreEd6 p344-350, DevoreEd7 p311-317
  • Goodness of fit, normality testing, testing for independence: DevoreEd6 p634-661, DevoreEd7 p569-592
  • regression: DevoreEd6 p496-546, DevoreEd7 p447-492
Other books that are recommended:
  • "A First Course in Probability" by Sheldon Ross ISBN 0-02-403850-4
  • "Mathemtical Statistics and Data Analysis" by John Rice ISBN 0-534-20934-3
  • "Probability and Statistics for Engineers and Scientists" by Walpole, Walpole, Myers, and Ye ISBN 0-13-041529-4
The Devore textbook is weaker in development of the theory than the Ross and Rice textbooks. The Walpole et. al. textbook is comparable to Devore. (We used to use Rice for 550.310 and 550.311, and we use Ross for 550.420.)
Grades:
    Weekly homework, two midterms, final exam.
General:
    Everyone is responsible for attending all lectures and hearing all announcements. Late homework will not be accepted except in case of a medical emergency, in which case I will decide how the grade may be made up. Plagiarism, cheating, and all forms of academic dishonesty will not be tolerated at all, and will be dealt with in accordance with the procedures outlined in the student manual. See homework rules, below.
Advice:
    Get to know some of the other students in the class. If you miss a lecture you will then have access to lecture notes to cover the material you are missing. Keep up with the material. If you feel that you are falling behind please visit me to explore ways to get back on track.
Extra_help:
    You are welcome to visit me anytime. Additional help is available through the teaching assistants. On the second floor of Whitehead Hall there is a large room with a glass wall off the main hallway. This is the room in which the TAs hold their office hours. By departmental policy, ALL TAs HOLDING OFFICE HOURS--even if not assigned to our course, as long as they are departmental graduate students--are obligated to assist you to the best of their ability. A list of TAs and their office hours is posted around the office of Dept of Applied Mathematics and Statistics, and is updated when changes are made.
ANNOUNCEMENTS:
  • Exam 1 will be on Monday, October 19.

Homework Assignments:

  • For homework problems, you may only discuss general mathematical and statistical concepts with your peers, and you may not solve the homework problems together. The exception is that during 550.310 TA office hours (and under the 550.310 TA's supervision in the Whitehead Hall Help Room) you may discuss homework problems with the TA and with peers. Nonetheless, your writeup should be written independently of others, and should reflect your understanding and knowledge.
  • Homework problems will eventually come from here.
  • *IMPORTANT*: YOUR SUBMISSION OF YOUR HW IS UNDERSTOOD TO BE CERTIFICATION THAT YOU DID NOT ACCESS, USE, OR CONSULT EXISTING WRITTEN SOLUTIONS. VIOLATION OF THIS WOULD BE ACTIONABLE ACADEMIC DISHONESTY.
  • Assignment 1, due at beginning of lecture on Friday, September 18: Problems 1.3, 2.1, 2.2, 2.4, 2.6, 2.7, 2.8, 2.9. You may do 1.4 for extra credit. Additional problems that you should know how to do but need not submit are 1.1, 1.2, 2.3, 2.5.
  • Assignment 2, due at beginning of lecture on Wednesday, September 23: Problems 3.3, 3.4, 3.5, 3.6, 3.7, 3.8, 3.9, 3.11. You may do 3.10 for extra credit, if you wish. You should know how to do (but need not submit) 3.1, 3.2.
  • Assignment 3, due Tuesday, September 29 at start of discussion section: Problems 4.3, 4.4, 4.5, 4.6, 4.7, 5.2, 6.1, 6.2, 6.4, 6.8. You may do either 4.8 or 6.7 for extra credit (extra credit will only be given for one of these.) You should know how to do (but need not submit) 4.1, 4.2, 5.1, 5.3, 6.3, 6.5, 6.6.
  • Assignment 4, due Tuesday, October 6 at start of discussion section: Problems 7.1, 7.2, 7.3, 7.4, 7.5, 8.0. You may do 7.6 for extra credit.
  • Assignment 5, due Tuesday, October 13 at start of discussion section: Problems 9.0, 9.1, 9.2, 9.3, 9.4, 9.5.
  • Assignment 6, due Wednesday, October 28: Problems 10.3, 10.4, 10.6, 10.7, 10.9, 10.14, 11.4, 11.5, 12.3. You should know how to do (but need not submit) 10.1, 10.2, 10.5, 10.8, 10.10, 10.11, 10.12, 10.13, 11.1, 11.2, 11.3, 12.1, 12.2. You may do 11.6 for extra credit.
  • Assignment 7, due beginning of discussion period Tuesday November 3. Problems 13.1, 13.3, 13.4, 13.5, 13.7, 13.8, 15.2, 15.3. Other problems that you should know how to do (but need not hand in) include problems 13.2, 13.6, 13.9, 15.1.
  • Assignment 8, due beginning of discussion period Tuesday November 10. Problems 16.1, 16.2, 16.4, 16.5, 17.1, 17.2, 17.5, 17.8. Other problems that you should know how to do (but need not hand in) include problems 16.3, 17.3, 17.4, 17.6, 17.7.
  • Assignment 9, due beginning of lecture Monday November 23. Problems 18.1, 18.2, 18.3, 18.4, 18.5, 18.6, 18.7.
  • Solutions to hw will be posted on Ming Fang's homepage.
  • Solutions to Exam 1 are here.
  • Solutions to Exam 2 are here.
    Last modified 28 August, 2009 by Donniell Fishkind.

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