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Basic Probability and Applications

STAT51600

Fall 2017

Days/Time: TTh / 1:30-2:45 pm
Credit Hours: 3

Learning Objective:
By the end of this course, students should be comfortable with probability distributions and random variables. They are also expected to master many of the distribution finding techniques, such as transformation and moment generating methods, know a number of specific distributions (e.g. Bernoulli, Binomial, Poisson, Normal, t-, F-distributions etc), and understand order statistics, law of large numbers and the central limit theorem.

Description:
By the end of this course, students will be able to understand probability measure, random variables, and their distribution functions, master many of the distribution finding techniques, such as transformation and moment generating methods, know a lot of special distributions such as Binomial, Poisson, normal, t-, F-distributions, and understand order statistics and the law of large numbers and the central limit theorem.
Fall 2007 Syllabus (will be similar)

Topics Covered:
Set theory, classical probability, random variables, conditional probability and expectation, important inequalities, multivariate random variables, special distributions, histogram, order statistics, central limit theorem

Prerequisites:
Calculus, including multivariate calculus.

Applied/Theory: 10/90

Web Address:
http://www.stat.purdue.edu/~mlevins/

Web Content:
Syllabus, online notes

Homework:
Approximately 14 homework assignments

Projects:
None.

Exams:
There will be two examinations during the semester and a comprehensive final exam.

Textbooks:
Official textbook information is now listed in the Schedule of Classes. NOTE: Textbook information is subject to be changed at any time at the discretion of the faculty member. If you have questions or concerns please contact the academic department.
Probability, by Jim Pitman, Springer Verlag- Available electronically to Purdue Students FREE

Computer Requirements:
ProEd Minimum Computer Requirements. No additional Information yet available.

ProEd Minimum Requirements: view

Tuition & Fees: view

Other Requirements:
A calculator for use in examinations.

SEMESTERS

Fall 2017
Fall 2019
Fall 2021

CURRENT INSTRUCTOR(S)

Thomas M. Sellke

Phone
765-494-6034

Email
tsellke@purdue.edu

Office
Purdue University
Mathematical Sciences Bldg
150 N University
West Lafayette, IN 47907-2068

Fax
765-494-0558

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