UNIVERSIDAD NACIONAL DE COLOMBIA

FACULTAD DE CIENCIAS
Departamento de Estadstica
Semester 01-2013
Course: Basic Theory of Probability
Code: 2020932-1
Week hours:4
Graduate Program: Specialization in Statistics
Professor: Henry Mendoza Rivera.
E-mail: hmendozar@unal.edu.co Skype:hmendozar
Lecture: Tuesday and Thursday 6:00 p.m.- 8:00 p.m. Building 405 room 209
Oce Hours: 9:00 AM-11:00 AM, Wednesdays and Fridays in Building 405 Oce 333. Please
send an e-mail a day before to make your appointment.
Course Description and Purpose
Theory of Probability is considered to be a major component in statistic.
There are two approaches to the study of probability theory. One approach is nonrigorous. The other
approach is rigorous and use tools of measure theory. This course will use the minimal topics from
measure theory. We will concern more on the basic theory of probability at graduate level. However,
we will focus both on understanding and applications.
This course deals with the basic theory of probability, and application of probabilistic models in example
cases and situations related to dierent elds such as engineering, computer science economy, education,
nance among others. The course covers theory, application, and interpretation of probabilistic models.
Emphasis in the course is on the mastery of concepts and theory, and development of critical analysis
skills in understanding research using the covered basic theory of probability.
Chapters and Tentative Course Organization
Chapters
Chapter Title
01 Probability
02 Random Variables
03 Moments and Generating functions
04 Limit Theorems
05 Special Distributions (discrete)
06 Special Distributions (continuous)
07 Sample Statistics
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Tentative Course Organization
Week Lecture Chapter Topic
01 01 01 Introduction, Sets and Sigma algebras
01 02 01 Probability Axioms
02 03 01 Counting rules and examples
02 04 01 Conditional probability and Independence, Bayes Theorem
03 05 02 Random variables and distribution functions(univ., and mult.)
03 06 02 Discrete (univ., and mult.)
04 07 02 Absolutely continuous random variables (univ., and mult.)
04 08 01 and lectures:5,6,7 Test 1
05 09 02 Distribution of functions of random variables (Discrete)
05 10 02 Distribution of functions of random variables (continuous)
06 11 02 Conditional distributions and independence
06 12 03 Expectation and Moment
07 13 03 Tchebychev Inequality, and Conditional expectation
07 14 03 Multivariate moments, and Generating functions
08 15 03 Order Statistics
08 16 03 Characteristic function
09 17 03 Multivariate Generating function
09 18 02,03 Test 2
10 19 04 Modes of convergence
10 20 04 Modes of convergence
11 21 04 Law of large numbers, and Central limit Theorem
11 22 05 Binomial an Negative Binomial Distribution
12 23 05 Discrete Uniform, Poisson, and Hypergeometric Distribution
12 24 05 Multinomial,Uniform and Gamma Distribution
13 25 06 Beta,Dirichlet and Cauchy Distribution
13 26 06 Multivariate normal including quadratic forms
14 27 06 Sample Statistic, and Delta Method
14 28 07 Asymptotically normal
15 29 07 Chi-square, Student and F distribution, sample correlation
15 30 Review
16 31 All chapters Final Exam
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Textbook, and References
Textbook:
An Introduction to Probability and Statistics Vijay K. Rohatgi and A.K.Md.Ehsanes Saleh.2001, John
Wiley and Sons, Inc.
References in alphabetical order
Bartle, R.G. (1966). Elements of Integration. Second edition. John Wiley and Sons, Inc.
Blanco,C. L.,Arunachalam,V. and Dharmaraja, S. (2012) Introduction to Probability and Stochastic
Processes with Applications.,John Wiley & sons.
Capinski,M & Zastawniak,T. (2001). Probability Through Problems.Springer-Verlag New York,Inc.
Feller,W. (1970) An introduction to Probability Theory and its Applications. John Wiley. Third
edition.
Mathematical Statistics with Applications, 7th edition. (2008), by Wackerly, D., Mendenhall, W., and
Scheaer, R.
Jacod, J. and Protter, P. (2003) Probability Essentials, 2nd ed. Springer-Verlag.
R Development Core Team, R: A language and environment for statistical computing, R Foundation
for Statistical.
Ross,S. (2010) A rst course in Probability. Prentice Hall. 8th Edition.
Stewart, J. (2008). Multivariable Calculus: Early Transcendentals, Sixth Edition Thomson Learning,
Inc
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Methodology
The course methodology will be based on activities such as lectures, discussions, homework.
Grading
Percentage Date Contents
Test 1 20 Week 4: Class 2 All covered topics la fecha
Test 2 20 Week 9: Class 2 All covered topics
Final Exam 30 Week 16: Class 1 All All topics covered on the semester
Homeworks 20 Monday after posted
Quizzes 10
Important Remarks
1. Academic integrity:
For this course, you should work mostly independently on the homework. You may consult the instructor
or other students while working on the homework, but you must acknowledge this help by making a
note on your homework. Also, you must write your nal solutions independently and may not copy
homework from other students or any other source.
2. Homework:
Homework assignments will be posted periodically on the course web page and will be due on Mondays
at 11:55 PM a week after homework posted. You have to turn in by log in the Learning Management
System used by the university: http://www.campus.virtual.unal.edu.co. Then entering your email user
and the corresponding password. You have to attached a .zip le with the .pdf and LaTeX les in the
option menu called Assignments. Late homework will not be accepted. Homework will count for 20
percent of your course grade. Along with your individual homework, another feature of the course will
be team homework assignments. Each of the team problems will require considerable thought and a
complete, well-written solution. Your grade for each team homework assignment will be assigned to the
team as a whole, so everyone in your group will be responsible for each others learning of the material.
3. Quizzes:
There will be unannounced short (5-minutes) quizzes during class at random times throughout the
semester. Quizzes will usually be given near the end of class, but may be given at the beginning of class
occasionally. Your performance on these quizzes will count for 10 percent of your grade. Some quizzes
will be posted in the Learning Management System used by the university . None of these quizzes
may be made up.
3. Tests and Final Exam:
You can bring to the Final Exam and every Test your own double sided cheat sheet. The tests and
Final Exam must be submitted on white letter-size paper.
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4. Software:
LaTeX
To write in Latex you can download and install:
1. MikTeX, the LaTeX distribution is the core of the system. It contains the most important programs
needed for generation of DVI, Postscript and PDF, and all additional packages. Download from
http://www.miktex.org/2.9/setup (90 - 1000 MB)
2. The package Ghostscript http://downloads.ghostscript.com/public/gs905w32.exe (10 MB)
3. The package GSview http://pages.cs.wisc.edu/ ghost/gsview (3 MB)
4. The LaTeX editor package. You can use one of the following: Textudio, Texmaker, Lyx, Texniccenter
Statistical program R
Some homework will require calculations using the statistical program R. You can download it from
http://www.r-project.org/
5. Bonus Points:
Each academic activity for bonus points will give you at the most 100 points. One you complete 5 bonus
points, you can change the total score on these bonus points by a grade quiz. That is, for example is
you get a total of 500 points and you have some Quiz gradet 200, you will ask the professor to change
it by 500. Then your new Quiz grade will be 500 instead of 200.
Note: An academic activity for bonus points can be: Quiz corrections, test corrections, lecture class
notes, exercise class, or any assigned academic activity assigned by the professor. To be valid and
participate for bonus points you have to send them by BlackBoard in the menu option called Bonus
and attach on it the pdf and Latex le.
6. Internet Resources:
Most course information will be posted on BlackBoard or through e-mail. It is your responsibility to
check these resources on a regular basis.
7. Study skills:
Useful videos about Study Skills
8. This Document:
This policy sheet is tentative and is subject to change. Any changes will be announced in class, through
e-mail, and on BlackBoard, and an updated version of the syllabus will be posted on BlackBoard or
Dropbox.
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