MTH 411/511 (Spring 2015): Probability Theory


Instructor: Hanfeng Li

Office: 104 Mathematics Building.     Phone: 645-8762.

Office Hours:  W 11-12am,  F 3-4pm.

Email: hfli@math.buffalo.edu

Course Page: http://www.math.buffalo.edu/~hfli/teaching/411/411spring15.html

Lectures: TR 11:00-12:20am         
Room:
  Knox 110
Textbook: Saeed Ghahramani, Fundamentals of Probability with Stochastic Processes (3rd edition).
TA's Recitations (Starting from February 3, only for 411 students)
 Section W1: T 2:00-2:50pm,  Talbrt 111.
      Section W2: R 2:00-2:50pm,  Talbrt 111.
 Section W3: T 10:00-10:50am, Talbrt 103.
TA
 Adam Cunningham
 Office: 125 Math Building
 Office Hours: M W 4-5pm.       

Math Help Center
Graduate students will be at Rooms 110 of the mathematics building to answer any math questions you might have. The Center will open on Monday, February 9. Hours are 9am-4pm.

Text To Be Covered (outline)
Chapter 1: 1-7.    Chapter 2: 1-5.  Chapter 3: 1-5.  Chapter 4: 1-6.   Chapter 5: 1-3.  Chapter 6: 1-3.  Chapter 7: 1-4.   Chapter 8: 1-3.  Chapter 9: 1. Chapter 10: 1-3.   Chapter 11: 1-5.  
Learning Outcomes
          At the end of the course, students should be able to know sample spaces, events, axioms of probability, basic theorems; counting, permutations, combinations; conditional probability, multiplication law, Bayes theorem, independence; ramdom variables, distribution functions, discrete random variables, expectations, variance; special discrete random variables including Bernoulli, binomial, Poisson, geometric, negative binomial, and hypergeometric; continuous random variables, density function, expectation, variance; special continuous random variables including uniform, normal, exponential, and gamma; joint distribution for two random variables, independence, conditional distributions; joint distribution for many random variables; expectation for sums of random variables, covariance, correlation; moment generating functions, sums of independent random variables, Chebyshev inequality, law of large numbers, central limit theorem.

Lecture Schedule

Prerequisite
MTH 142 Calculus II or equivalent.

Groupwork
There will be several 10-minute in-lecture groupwork. Everyone must hand in his/her own solution, which counts towards the final grade. 

Homework
Homework will be assigned every Thursday, except those weeks with term tests, and will be due at the beginning of the Tuesday lecture one and half week later. There will be totally 10 homework assignments. 
     Each homework assignment will consist of a number of problems, of which only 2 problems (not specified beforehand) will be graded. Each assignment is worth 20 points. You may work jointly on homework with your classmates, but should write up the solutions on your own. 

Homework Assignments

Exams
For 411 students, 10-minute in-recitation quizzes will be given. There will be totally 6 quizzes (see the Lecture Schedule for time).

There will be three 80-min in-lecture term tests:
Term Test 1: Tuesday, February 24.
Term Test 2: Thursday, April 2.
Term Test 3: Tuesday, May 5.

No final exam. Calculators are not allowed in quizzes and term tests.

Late Policy
No late homework will be accepted. No make-up quizzes.

Grading Policy
The 2 lowest homework grades and the 2 lowest quiz grade will be dropped. In other words, we shall count only your best 8 homework and best 4 quizzes.

Your final grade will be determined by:
For 411 students: Groupwork: 5%     Homework: 25%      Quizzes: 10%      Term tests: each 20%
     For 511 students: Groupwork: 5%     Homework: 20%      Term tests: each 25%
 
The final grade will be curved. The cureve is not predetermined.

Disabilities
If you have a diagnosed disability (physical, learning or psychological) which will make it difficult to carry out the course work as outlined, or requires accomodations such as recruiting note takers, readers, or extended time on exams and/or assignment, please advise me during the first two weeks of the course so we may review possible arrangements for reasonable accomodations.

Important Dates
Monday, February 2         Last day to drop the course - no record appears on transcript.
Tuesday, March 3             Last day to file "Petition to make up an Incomplete" with the math department.
Friday, April 10                Last day to RESIGN from the course - an "R" appears on transcript.

Making Up Incompletes
To make up an Incomplete in a math course you must:

1) Not re-register for the course -- you are making up an incomplete in your original course.

2) Appear in person at the Mathematics Building, Room 233, ask for Patti Wieclaw and ask her to initiate an incomplete petition form for you.

3) Sign the petition.

4) a) If your original instructor determined that the work was to be completed with him/her, take the approved petition form to your original instructor for signature.
    b) If your original instructor determined that the work was to be completed by repeating the course, take the approved petition form to me for signature.

5. Return the petition form to Patti Wieclaw in Rm. 233 Math Bldg. by the last day to add - Monday, February 2.

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