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Probability and Statistics (Stat 3502 B, Winter 2014)

Instructor: Dr. Gang Li


Oce: HP 5218 Phone: 520-2600 ext 8999 E-Mail: gli@math.carleton.ca https://www.carleton.ca/culearn/

Class Schedule
Class Times: Tuesday& Thursday Tutorial Times: Section 1: Tuesday Section 2: Tuesday Section 3: Tuesday Section 4: Tuesday Oce Hours: Tuesday Thursday 10:05 am - 11:25 am Azrieli Theatre 302 2:35 pm - 3:25 pm Southam Hall 317 2:35 pm - 3:25 pm Southam Hall 406 2:35 pm - 3:25 pm Southam Hall 502 2:35 pm - 3:25 pm Southam Hall 417 11:30 am - 12:30 pm HP 5218 2:30 pm - 3:30 pm HP 5218

Marking Scheme
Assignment 5 25% total Midterm 1 25% Final Exam 1 50%

Text Book
Probability and Statistics for Engineering and Sciences. 8th edition. By Jay L. Devore. Student Solutions Manual (SSM), by Mathew A. Carlton.

Stat 3502 B, Winter 2014

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Prerequisite
MATH 2004, or MATH 2001 and enrolment in the Faculty of Engineering or B.Sc. programs of the Department of Physics [except Double Honours Mathematics and Physics].

Tentative Schedule(This schedule is subject to change depending on the progress


of the course.)

WEEK Week 1 Week 2 Week 3

SECTIONS 2.1-2.4 2.5 3.1-3.3

Week 4 Week 5

3.4-3.6 4.1-4.3

Week 6 Week 7 Week 8

4.4 5.1-5.2 5.3-5.5

Week 9

6.1-6.2

Week 10

7.1-7.2

Week 11

8.1, 8.4

Week 12 Week 13

8.2-8.3, 9.19.2 -

TOPICS Random experiment, sample space, events, axioms of probability, rules of probability, counting methods, conditional probability Conditional probability cont. and independence; Bayes theorem. Random variables and discrete probability distributions; probability (mass) function; distribution function; expected values and variances of discrete random variables; rules of expected values and variances. Special discrete distributions: binomial, hypergeometric, geometric, negative binomial, Poisson. Poisson process.. Continuous random variables and their probability distributions; probability density function; distribution function; expected values and variances of continuous random variables, normal distribution; normal approximation to discrete distributions. Gamma distribution; exponential distribution and its relationship with Poisson distribution. Joint distributions; independent random variables; expected values, covariance, and correlation. Sums of random variables; Central Limit Theorem; statistics and their sampling distributions; distribution of the sample mean; distribution of a linear combination. Point estimation: denition of a point estimator, desirable properties of a point estimator (unbiasedness, minimum variance, consistency), methods of point estimation. Interval estimation: denition of a condence interval, interpreting condence interval, large-sample condence intervals, t distribution, small-sample estimation, condence intervals for the mean of a normal distribution, chi-square distribution, condence intervals for the variance of a normal distribution. Statistical hypothesis; null and alternative hypotheses; critical and acceptance regions; test procedure; type I error; type II error; level of signicance; p-value; power of a test; power function of a test. Tests about population mean; tests for population proportion; two sample tests about population mean. Z-tests and t-tests. Additional topics and/or nal exam review

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Notes
Withdrawal: The last day for academic withdrawal from the course is April 8, 2014 . Tutorial : Tutorials will start the week of January 20, 2014. You are required to attend all tutorials. TA will present to work out some selected problems, to answer questions. Assignment : There will be 5 assignments with specic due dates. It is your responsibility to pick up your assignments in the following tutorial hours. Midterm will be a 90-minute close-book exam on Friday, February 28, from 6:30pm to 8:00pm . Place TBA in class. No make up, early, or delayed Midterm ; exceptions will be made in accordance with the university academic accommodation policies (see below). If you miss the midterm test you will receive a zero unless you provide your instructor with a proper documented reason (e.g., medical) within one week, in which case the weight of the midterm test will be shifted to the nal exam. The same rule applies to each assignment. It is your responsibility to pick up your assignments/midterm in the following tutorial hours or class. After that, TAs and I are not responsible for missing assignment and midterm paper. It is your responsibility to make sure that your midterm/assignments marks recorded correctly by visiting cuLearn. Deadline to make any corrections on your midterm/assignments marks is within one week when you receive them. Students must bring their student card to midterm and place it on the desk where it is visible. Final Exam will be 3-hours, closed book exam based on whole term. It is the responsibility of each student to be available at the time of the examination. In particular, no travel plans for the examination period in April, 2014 should be made until the examination schedule is published. Students wishing to see their examination papers must make an appointment within three weeks of the examination to do this. Homework: Selected exercises, mainly from the text, will be posted on cuLearn. These exercises are not to be handed in and will not be graded. However, to succeed in the course it is ABSOLUTELY ESSENTIAL that you do the exercises on a regular basis. Calculators: Only non-programmable calculators are allowed for tests and the nal exam. I reserve the right to conscate any calculator during a test or nal exam. 3

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Course Information: It is your responsibility to keep up with information announced in class, on cuLearn, or sent to your Carleton e-mail account. E-mail: According to Carleton University policy under the Freedom of Information of Privacy Act (FIPPA), please use your Carleton account for all course related emails. Math Tutorial Center: There is a mathematics and statistics help centre located at 1160HP. For information visit the website http://www5.carleton.ca/math/handbook-2/ tutorial-centre/ Important Dates: http://carleton.ca/registrar/registration/dates-and-deadlines/ / Students with disabilities requiring academic accommodations in this course must contact a coordinator at the Paul Menton Centre for Students with Disabilities to complete the necessary Letters of Accommodation. After registering with the PMC, make an appointment to meet and discuss your needs with me in order to make the necessary arrangements as early in the term as possible. Please note the deadline for submitting completed forms to the Paul Mention Centre is March 7, 2014 .For more details visit the PMC website: http://www2.carleton.ca/pmc/students/accommodations/ Pregnancy obligation: write to me with any requests for academic accommodation during the rst two weeks of class, or as soon as possible after the need for accommodation is known to exist. For more details visit the Equity Services website: http://www2.carleton.ca/equity/accommodation/academic/students/ Religious obligation: write to me with any requests for academic accommodation during the rst two weeks of class, or as soon as possible after the need for accommodation is known to exist. For more details visit the Equity Services website: http://www2.carleton.ca/equity/accommodation/academic/students/

The End
Last modied: Monday 6th January, 2014, 10:36

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