STAT 241

STAT 241, Probability Theory with Applications

Fall 2007

Instructor: Harrison H. Zhou.
e-mail: huibin.zhou@yale.edu.
Office hours: M 10:15-11:30am and T 7:00-8:00pm

T.A.: James Hu.
e-mail: xing.hu@yale.edu.
TA session: T 4:00-5:00PM (Homework discussion. We meet in 24 Hillhouse Avenue, Room 107. Optional, but strongly recommended.).

Class Time and Location: MWF 9:25-10:15am. WLH208 (tentative. William L. Harkness Hall, 100 Wall St).

Course Description: A first course in probability theory: probability spaces, random variables, expectations and probabilities, conditional probability, independence, some discrete and continuous distributions, central limit theorem, law of large numbers. After or concurrent with Mathematics 120a or b or equivalents.

References: "Introduction to Probability" by Charles M. Grinstead and J. Laurie Snell. Download the book.

DRAFT OF COURSE SYLLABUS: SYLLABUS will be updated.

Homework Assignments
Homework 1.
Chapter 1.2 : 14, 18, 20, 22, 26, 28. Due September 12. Solution
Week 1 Lecture
Homework 2. pdf. Due September 19.Solution
Week 2 Lecture
Homework 3. pdf. Due September 26. .Solution
Problem2
Week 3 Lecture
Homework 4. Chapter 4.2: 2, 4, 6, 8, 10. Due Oct. 3. Solution
Week 4 Lecture
Homework 5. pdf. Due October 10. Solution
Week 5 Lecture
Homework 6. pdf. Due October 17. Solution
Week 6 Lecture
Homework 7. Sec 6.1: 20 (a,b,d), 30 (a,c,d), 36; Sec 6.2: 18, 20. Due November 2.
Solution
Week 7 Lecture
Homework 8.
Chapter 5.1: 10, 24, 32, 44. Due November 2. Solution
Week 8 Lecture
Midterm 2007
Homework 9. Chapter 5.2: 18, 28, 34. Chapter 7.2: 2, 6, 10. Due November 9.Solution
Week 9 Lecture
Homework 10. pdf. Due November 16.
Solution
Week 10 Lecture
Homework 11. Chapter 8.1: 14. Chapter 8.2: 6. Chapter 9.1: 6. Chapter 9.3: 14. Chapter 10.1: 8 (just calculating moment generating functions). Chapter 10.3: 8. Due Nov. 30.
Solution
Week 11 Lecture
Homework 12. pdf. Due December 7.
Solution
Week 12 Lecture
Week 13 Lecture

Practice Problems: pdf. Note: PX means EX.
Solution.

Final exam schedule: Time, Friday, December 21, 2007, 9:00 AM --12:00PM. Place, SPL 57 (SPL, Sloane Physics Laboratory ,