Math 4710Basic Probability, Spring 2018

Homework assignments (solutions are posted on the Blackboard page)

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

Lecturer: Lilla Tothmeresz,  <lt454>, 511 Malott, Office hours, M 1:20-2:20, F 11-12, Malott 511

Lecture: MWF 12:20-1:10, Malott 253

Course Website: www.math.cornell.edu/~web4710

TA: Ziyi Chen <zc286>,  Office hours: W 1:10-2:10 pm, Malott 218

Jason Sun<ds653>, Office hours: R 1:30-2:30 pm, Malott 218

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.

Further reading (not required): Anderson, Sepäläinen, Valkó, Introduction to Probability, Cambridge Mathematical Textbooks

Tentative schedule

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 collected Wednesdays. Seven problems will be assigned each time, four of them will be graded. The two lowest scores will be dropped at the end of the semester.

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.

Exams:

Prelim 1:          March 9, Fri in class

Prelim 2:          April 20, Fri in class

Final:               May 15, Tue 2PM-4:30PM