Department of Mathematics, Louisiana State University, Baton Rouge

Math 3355 Probability

Fall 2009

Last updated November 23, 2009.

Professor James J. Madden

Course policies and syllabus.

IMPORTANT INFORMATION: Take home test to be distributed on Nov. 24. Due Nov. 30. See below.

Schedule of lecture topics, links to notes and resources and homework assignments.

Day and Date
Section
Topics
Notes
Homework Problems Assigned
T
8/25
1.1, 1.2
Probabilistic Experiments Experiment, outcome, sample space event. Notes Due 9/1. 9: 4, 6 (assume different identity for each coin), 13, 20.
Th
8/27
1.3, 1.4

Probability Axioms

Practice problems. Rules for assigning probabilities to events Due 9/3. 23: 5, 7, 15, 25, 26, 27. 37: 14.
T
9/1
2.1, 2.2, 2.3
Counting principles Matching problem. (Needs Mathematica; get student verion here). Due 9/8. 44: 8,17, 22, 27, 28. 50: 4, 5, 12, 24, 28(sol). 63: 1, 2, 3, 4, 5.
Th
9/3
2.4
Combinations n choose r and applications. Poker hands. Due 9/8. 65: 20 (find the probability of each kind of poker hand).
T
9/8
2.4, 3.1
Combinations (cont.), Conditional prob. Examples. Due 9/15. 63: 9(soln), 13, 29. 71: 3, 5, 6, 8, 21(soln). 82: 3, 4, 7, 13(soln). Some simple worked examples from Ch. 2 here.
Th
9/10
3.1, 3.2, 3.3, 3.4
Conditional prob. and related ideas Summary of main formulae. 3.2 and trees. Bayes Theorem example (exercise 1) worked with Bayes and by 2-by-2 table, with marginals.

Due 9/15: 82: 9(soln), 11, 17. 87: 6, 9. 96: 8, 19(soln), (22 for bonus pts). 106: 3, 15 (solution to 15).
I recommend doing problems 1-10 in 3.1, 3.2, 3.3, and 3.4, but do not hand in.

T
9/15
3.5
Independence Definitions; simple examples; two-by-two tables.

Study!

Th
9/17
3
Review  

Study!

T
9/21
3.5
Test Test

Test with Answers

Th
9/23
4.1, 5.1
Random variables; binomial distribution Activity sheet

Finish activity sheet.

T
9/28
4.4, 5.1
binomial distribution (cont.); expectation.

Properties of binomial distribution with parameters n and p. (Mathematica notebook on binomial distriction, here.) Definition of expectation.

View some neat graphics related to the binomial distribution:
Sampling from a population | Binomial and Normal.

Problems on expectation: 173: 3, 6, 13. If I have n different pairs of socks in the dryer, each pair of a different color and design, and I take them out one sock at a time, how many socks should I expect to have removed when I first get a match? (Try this for n = 3, 4, 5.) ( The general answer is: (4^n)/Binomial[2 n, n].) (Also see: this blog.)
T
10/6
4.5
Variance; mean of binomial. Proof of expectation of binomial 182: 6, 10. 186: 4, 5. 196: 6, 10, 19, 24.
Th
10/8
4.5, 4.6, 5.1
Review of basic concepts: random variable, probability mass function, expectation. Handout. 199: 25. Problem: If you roll a single die repeatedly, how many rolls on average will it take to get a 6? If you roll repeatedly, how many rolls on average will it take to get a number strictly bigger than 4? If you roll repeatedly, how many rolls will it take on average to record all six possible numbers?
T
10/13
  Homework. Poisson distribution. Graph of class data. none assigned
Th
10/15
  Overview of ch 4 and 5 Concept Summary Due 10/20. From the handout on 10/8: 41, 44, 45, 48, 55.
T
10/20
6.1, 6.2
Continuous distributions Examples. Definitions. PDF, CDF. Finding PDF of g(X). Due 10/27. 245: 1, 3, 5, 7.
Th
10/22
6.3
Expectation Definition. Expressing expectation via CDF. E(g(X)). Examples (Cauchy distribution derived. When [0,1] divided at random point, what is expected length of the part containing p.) Due 10/27. 254: 1, 3, 5, 9.
T
10/27
7.1
Uniform distribution   Find the standardization of the uniform distribution on [a, b].
Th
10/29
7.2
Normal distribution Look at this cartoon of the binomial and the normal. TAKE HOME TEST DUE 11/3. (Extra credit problem included.) See here.
T
11/03
5.2, 7.3
Poisson Processes and Exponential Distribution   212: 16, 19
Th
11/05
7.3 (cont)
Exponential   290: 5, 8, 11
T
11/10
8.1
Joint Distributions   326: 5, 11, 13
Th
11/12
8.2
Independence   339: 1, 3, 6, 8, 9, 13
T
11/17
7.4 & 8.3
Gamma Distr. & Conditional Distr.   Prove that Gamma(1)=1, Gamma(r+1) = r Gamma(r) (cf. p. 293), so Gamma(n+1) = n!. 296: 2, 6, 8.
Th
11/19
8.3 & 8.4
Conditional Expectation. Sums of independent variables and convolution. Quiz. Study 212: 19, 290: 11, 296: 3. 355: 11,12, 21
T
11/24
  Quiz. Similar to the last problem (on normal distributions) from this old final. Also, you will receive a take-home test.