Math 4710 Basic Probability, Fall 2019

Prerequisites: one year of calculus. Recommended: some knowledge of multivariate calculus.

 

Lectures: MWF 1:25-2:15, 253 Malott Hall

 

Lecturer: Michael Nussbaum, <mn66>, Malott 441, Office hours: W, F 11:00-12:00 

 

TA: Seth Strimas-Mackey <scs324>, Office hours: tba

 

Course Website: http://pi.math.cornell.edu/~web4710/ for initial summary; for the ongoing course

https://canvas.cornell.edu

 

Required Text: Sheldon Ross, A First Course in Probability (9th Edition). Pearson, ISBN-13: 978-0321794772.

The course will be compatible with both the 8th and the 9th edition of the textbook. In case of different numberings of exercises and problems, additional comments will appear next to the corresponding assignment.

Description: Introduction to the fundamentals of probability and its applications, which prepares the student to take Math 4720, Statistics. The course begins with basics: combinatorial probability, mean and variance, independence, conditional probability, and Bayes's formula. Density and distribution functions and their properties are introduced, as well as random variables and their joint distributions. The law of large numbers and the central limit theorem are stated and their implications for statistics are discussed.

Homework: (graded) Sets of exercises assigned weekly and usually due on Wednesdays, to be submitted electronically. For instructions, see the course website. Submissions by email or on paper will not be accepted. 

It is recommended (but not required) for students to write up their assignments using LaTeX. Many of those in attendance will need to learn LaTeX at some point and it is useful to have electronic copies of your work for later reference.

 

Attendance policy: Use of laptops and other mobile electronic devices during lecture is not permitted. Violations will incur negative participation points for each instance. These will influence the final course score.

Exams:

         Prelim 1:  Fri 9/30 in class

        Prelim 2:  Fri 11/11 in class

         Final: Mon 12/16 7:00 pm

Grading: Your grade will be calculated as follows:

         Homework  20%

         Prelim 1  20%

        Prelim 2  25%

         Final exam  35%

 

Outline of the course (incl. assignments)