Professional Documents
Culture Documents
Time: 9:00 10:18 am, MWF
Place: Cockins Hall, Room 218
Office Hours: 1:30 – 2:30 MWF in Cockins Hall 425, or by appointment
Text: NONE—but I encourage you to purchase your autumn quarter text for
either Stat 620 (Casella and Berger, 2nd edition) or Stat 610 (Rice, 3rd edition) early
so that you will have more examples and problems to work on as we move
through the material.
GRADING FOR THE COURSE:
2 Examinations 35% each 105 points each
5 Homework Sets 6% each 18 points each
HOMEWORK SETS DUE:
EXAMINATIONS: Monday, July 27 from 8:30 – 10:18 and Friday, August 14 from
8:30 – 10:18 a.m. both examinations will be in CH 218 and closed notes.
All problems in the homework sets will be graded.
I will be out of town on the following class days: July 10, August 3, August 5,
August 17, August 19, August 21, and August 24. Professor Stasny will cover
portions of three of these days for me (July 10, August 3, and August 5), but the
rest will be made up by starting most of our classes 30 minutes earlier at 8:30
rather than 9 am. I have attached a detailed schedule of the class meeting times
for the entire quarter.
Topics to be covered in the course will be chosen from among the following:
1. Basic probability rules
2. Conditional probability; Bayes' rule
3. Random variable
4. Probability distribution of a random variablediscrete and continuous
5. Cumulative distribution function
6. Equal in distribution technique
7. Geometric series
8. Binomial expansion
9. Bernoulli variable
10. Random sample from a probability distribution
11. Gamma function
12. Normal distribution; gamma distribution; Poisson distribution;
binomial distribution; hypergeometric distribution
13. Integration by parts
14. L'Hospital's rule
15. Properties of random variablesgeneral expectationsmean, variance,
moment generating function; Chebychev's inequality
16. Taylor series
17. Sampling distributionsexamples
18. Minimum of a random sample
19. Maximum of a random sample
20. Maximization of functionsLagrange multipliers, NewtonRaphson
21. Distributions of functions of random variableschange of variable,
moment generating function technique, distribution function
technique
22. Induction
23. Sequences and series of numbers; convergence properties
24. Asymptotics; large sample ideas; approximations; convergence
properties for random variables