Description of Course 189-323: Probability Theory: May 2001

McGill University, Department of Mathematics and Statistics

189-323 --- PROBABILITY THEORY --- May 2001 --- COURSE DESCRIPTION
(updated May 7, 2001)

CREDITS

3

PREREQUISITES

189-141 or equivalent.

INTENDED FOR

Students in Science, Engineering and related disciplines, who have had differential and integral calculus. Not open to students who have taken or are taking 189-356

CONTENT

Sample space, events. Conditional probability, independence, Bayes' theorem with applications. Random variables, univariate distributions. Mathematical expectation, moment generating function. The binomial, Poisson, exponential, normal and and other distributions. Joint distributions, transformation of variables The weak law of large numbers. Sampling distributions, chi-squared, student-t, F variables. The cental limit theorem.

TEXTBOOK

Mathematical Statistics with Applications, 5th Edition
WACKERLY DD, MENDENHALL W and SCHEAFFER RL
Duxbury Press, 1996. ISBN 0 534 20916 5.

First 7 chapters

INSTRUCTOR

James Hanley
Professor, Department of Epidemiology and Biostatistics
Associate Member, Department of Mathematics and Statistics

e-mail:

James.Hanley@McGill.CA

Telephone:

398 6270

Office Hours:

to be discussed at first class

Tutorials:

08.15 to 09.00 and 16:30-18:00 each day
-- in same room as class

TIME / PLACE

MTWJF, May 01 to May 28, 09:00 to 11:00

BRONFMAN BUILDING, ROOM 110

ASSIGNMENTS

Must be submitted by 9 a.m. on due date.

Submitted homework should be STAPLED with a cover page that contains NAME, STUDENT NUMBER, COURSE NUMBER, and ASSIGNMENT NUMBER.

HONESTY POLICY

While students are not discouraged from discussing assignment problems with their colleagues, the written solutions that are handed in should be each student's own work. The McGill Handbook on Student Rights and Responsibilities states 'No student shall, with intent to deceive, represent the work of another person as his or her own in any assignment submitted in a course... , whether the material so represented constitutes a part or the entirety of the work submitted.'

FINAL EXAM

May 29 or 30 --date to be announced by McGill;
watch for details at
http://ww2.mcgill.ca/Summer/examt.htm

ASSESSMENT

Maximum of
Final Exam;
Assignments[best k/(k+1)] x 0. 25 + Final Exam x 0. 75;
Quizzes x 0.15 + Assignments[best k/(k+1)] x 0. 25 + Final Exam x 0. 60.