Math 471: Probability

Math 471: Probability

Cornell University, Fall 2006

Instructor: Prof. Jung, 591 Malott, 255-8268, pjung@math.cornell.edu

Office hours: Monday 2:00-3:55, and by appointment on Wednesday or Friday.

TA: Pengsheng Ji, 218 Malott, pj54@cornell.edu

Office hours: Tuesday 4:05-5:05, Thursday 5:20-6:20

Course Webpage: www.math.cornell.edu/~pjung/math471fall2006.htm

Grading: Two Midterms (135pts each); Final (300pts); HW (130pts); Total (700pts)

Homework: The final homework must be turned in to my office on Monday, Dec 4. In case you cannot make it to class on Wednesday, you may turn in your homework early or have a friend turn it in for you. NO LATE HOMEWORKS—NO EXCUSES SO PLAN AHEAD!! Homework should be done daily at the same pace as the lectures. Homework is the MOST IMORTANT PART of class! Even if you think you understand the book/lectures you really don’t until you have worked out examples on your own. You may consult other students regarding your homework, but the final write-up should be done on your own (in other words, no copying).

Also, do extra problems. The assigned problems are a bare minimum designed for the top students in the class. Most students should do extra problems to fully understand the material.

Exams: The midterms are in class on 10-6 and 11-10; the final is on Wednesday 12-13 at 9am. You have until 9-1 to let me know if there is a conflict with these dates- after that only medical excuses and extenuating circumstances will be accepted.

Material: We will cover everything in Essentials of Probability by Rick Durrett except for Sections 2.5, 3.6, and 4.5.

HW1 DUE 9/6 3pm: 1.1: 1,3,4,6; 1.2: 1,5,7,10,13,15,19,21; 1.3: 12,14,19,20,27,28

HW2 DUE 9/13 3pm: 1.4: 1,6,9,14,17; 1.5: 2,4,5,8,9; 1.6: 7,9; 1.7: 13(a),21,22 Answers to 1.4.14 and 1.7.22 are incorrect in the back of the book.

HW3 DUE 9/20 3pm: 2.1: 8,11,13,21,22; 2.2: 4,5,10,11,15; 2.3: 1,7,10,12,13 Note that some answers in the back of the book are wrong (e.g. 2.3 #12)

HW4 DUE 9/27 3pm: 2.4: 4,6,7,11,17,21; 2.6: 1,3,11,17,23; 3.1: 1,3,5,6

HW5 DUE 10/4 10am: 3.1: 9,11,12; 3.2: 1,6,7,9,11,13,17,18,19

HW6 DUE 10/18 10am: 3.3: 2,5,6,7,11; 3.4: 1,5,9,10,12,17; 4.1: 4,10,11,13

HW7 DUE 10/25 10am: 4.1: 14,16,20; 3.5: 4,7,8,12,13; 3.7: 6,8,12

HW8 DUE 11/1 10am: 3.8: 1,3,10; 3.9: 15,17,26; 4.1: 23; 4.2: 7,8

HW9 DUE 11/8 10am

HW10 DUE 11/8 10am: 4.2: 9,13,20,25; 4.3: 7,13,17,19,20

HW11 DUE 11/20 10am: 4.4: 3,7,8,12,17,23; 4.6: 6,7

HW12 DUE 12/1 10am: 4.5: 17; 4.6: 1,9; 5.1: 2,5,10,11,17 In problem 5.1.5 use P(|Y|>y).

HW13 DUE 12/4 4pm: 5.2: 1,4,5,12,14; 5.3: 1,8,12; 5.4: 3,4,7

Final Exam at 9am on Wednesday 12/13. Review on Tuesday 12/5 in Malott 205. Office hours: Monday 12/11 2:40-4pm. Old HW's are outside of my office.

Last Year's Final

Guidelines for writing up your homework