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MATH/STATS 425: INTRODUCTION TO PROBABILITY

Winter 2017 Syllabus


As far as the laws of mathematics refer to reality, they are not certain,
and as far as they are certain, they do not refer to reality. ~ Albert Einstein

This section of Math/Stats 425 meets TuTh 10:00-11:30 AM in 1372 East Hall
Instructor:
Office:
Office Hours:
E-mail:

Dr. Nadiya Fink


443 West Hall
posted on Canvas, please check often; or by appointment
nafink@umich.edu

GSI:
E-mail:
Office Hours:
Location:

Seyed Hamid Eftekhari


hamidef@umich.edu
posted on Canvas, please check often;
GSIs office hours are held in the Science Learning Center (SLC, 1720 Chemistry)

Text:

Recommended: A First Course in Probability (9th edition), by Sheldon Ross


Recommended: Mathematical Statistics with Applications (7th edition), by Wackerly,
Mendenhall, Scheaffer

Website:

The official course website is on https://canvas.umich.edu.

Software:

We may use R to demonstrate large sample results. R is free, downloadable at http://www.rproject.org/. No programming will be required.

Calculators: A calculator may be used for arithmetical computations on homework and exams. Any work beyond that
(e.g., integration) must be shown. No calculators on communication devices (e.g., cell phones, tablets, smart watches)
will be allowed during exams. Note that you may also use other technology (e.g., WolframAlpha) as aid for
exploring/visualizing/checking answers on homework problems.
Course Description: This course is an introduction to the mathematical theory of probability and to a number of
applications of probability to a variety of fields including genetics, economics, geology, business, and engineering. The
theory developed together with other mathematical tools such as combinatorics and calculus are applied to everyday
problems. Concepts, calculations, and derivations are emphasized. The course will make essential use of the material of
MATH 116 and 215.
Major Topics: Topics include the basic results and methods of both discrete and continuous probability theory:
conditional probability, independent events, random variables, jointly distributed random variables, expectations,
variances, covariances.
Prerequisites: Multivariable calculus (Math 215 or equivalent).
Outline of Topics to be Covered (see last page for more details):
Axioms of Probability (Chapter 2.1-2.5)
Conditional Probability and Independence (Chapter 3.1-3.5)
Counting and Combinatorics (Chapter 1.1-1.5, 2.5)
Random Variables (Chapter 4.1-4.5)
Discrete Distributions (Chapter 4.6-4.9)
Continuous Distributions (Chapter 5.1 -5.7)
Jointly Distributed Random Variables (Chapter 6.1-6.7)
Properties of Expectation (Chapter 7.1-7.8)
Limit Theorems (Chapter 8.1-8.3, *time permitting*)
1

Student Responsibility: You are responsible for your own learning. I am here solely to facilitate your learning and
understanding of the discipline. I will help you as much as I can, but learning the material is ultimately up to you. This
includes:
attending class meetings or getting assignments and notes from others if you miss class;
asking questions when you have them, either in class or out of class;
doing the assigned homework and participating in class; and
contacting me if you are having difficulties (earlier, rather than too late) or would like to know more about
probability.
Attendance: Attendance is mandatory and will be taken regularly. If there is an emergency or if you must miss class due
to illness, let me know ASAP, and provide appropriate documentation upon returning to class. School-sponsored events
such as conferences or student athletic events are valid reasons for missing class, but you are responsible for material
covered in lecture. Attendance is part of your grade (see below). Students with three or fewer undocumented absences
will receive the full 3 points for attendance. For students with four or more undocumented absences, the attendance
score is zero.
Full credit policy: Full credit for each homework or exam problem can only be earned through showing your
justification for or work on each problem. Answers that require work but have none will not receive full credit. With all
assignments in Stats 425, show all work beyond trivial arithmetical calculations.
Homework: Homework will be assigned weekly and will be collected at the beginning of the class. You may work
together on assignments, but make sure the homework you turn in is your own work. Several assignments that look
identical will be submitted to an academic integrity committee member for further review.
Late homework cannot be accepted for any reason. If you know that you will miss lecture on the day a homework
assignment is due, make arrangements with me to get your assignment to me prior to being absent. This can be done
by scanning and e-mailing your homework to GSI, with CC the instructor, and bringing your original to class upon your
return. Your solutions must be well-organized with all work shown and easily readable (if GSI cant read your writing
he wont). All homework must be stapled and have the course name and section number clearly listed. Please remove
fringy things from your homework papers.
Exams: There will be three exams: two midterms and a final. The schedule for the exams is as follows:
Exam 1: Thursday, 2/23, during class time (*Tentative*)
Exam 2: Thursday, 4/06, during class time (*Tentative*)
Final exam (Cumulative): Wednesday, April 26, 4:00 6:00 pm.
No make-up exams will be given unless you have made arrangements with me prior to the beginning of the exam.
Exams are closed books, closed notes. You may prepare and use a handwritten 3x5 cheat sheet card: one-sided for
each midterm, two-sided for the final.
Expect practice problems one week before exams 1 and 2.
Students who need special (documented) accommodations for testing must inform me by e-mail no later than Tuesday,
January 31, so alternative plans can be made if necessary.
Grading:
Attendance:
Homework
Exam 1
Exam 2
Final

3%
12%
25%
25%
35%

Final course grades will be assigned based on the following grading scale:
A+ [97,100]
B+ [87, 90)
C+ [77, 80)
D+
A
[93, 97)
B
[83, 87)
C
[73, 77)
D
A- [90, 92)
B- [80, 83)
C- [70, 73)
D-

[67, 70)
[63, 67)
[60, 63)

Below 60

Addressing Issues of Differing Abilities: Any student who feels he or she may need an accommodation based on the
impact of a disability should contact Services for Students with Disabilities (SSD) in G664 Haven Hall (734.763.3000;
ssdoffice@umich.edu) to coordinate reasonable accommodations for the course. Information about the general
registration process with SSD can be found at https://ssd.umich.edu/documentation.
Academic Integrity: The undergraduate academic community, like all communities, functions best when its members
treat one another with honesty, fairness, respect, and trust. I expect students to work and study together to foster
learning and understanding of the material. However, direct copying of homework, cheating on an exam, and other
conduct that violates the academic integrity and ethical standards of the LSA College community cannot be tolerated
and will result in serious consequences and disciplinary action.
So do not cheat. If I suspect you have cheated (including plagiarism), at the very least you will receive a zero on
the assignment. University policy dictates that I must report every instance of academic dishonesty, no matter how
small. For examples of misconduct and actions that can be taken see
http://www.lsa.umich.edu/academicintegrity/index.html.
Student Mental Health and Wellbeing: University of Michigan is committed to advancing the mental health and
wellbeing of its students. If you or someone you know is feeling overwhelmed, depressed, and/or in need of support,
services are available. For help, contact Counseling and Psychological Services (CAPS) at (734) 7648312 and https://caps.umich.edu/ during and after hours, on weekends and holidays, or through its counselors
physically located in schools on both North and Central Campus. You may also consult University Health Service
(UHS) at (734) 764-8320 and https://www.uhs.umich.edu/mentalhealthsvcs, or for alcohol or drug concerns,
see www.uhs.umich.edu/aodresources.
For a listing of other mental health resources available on and off campus, visit: http://umich.edu/~mhealth/.
Student Support Services at University of Michigan: Our Canvas course has a section called Student Support Services
at Michigan. In that section, you will find links for several offices on campus that are classified as Academic Support
and Tutoring, Counseling and Health and Wellness, Services for Students with Disabilities, and Support for a Diverse
Community. It is important to me that you know the resources available to you as a student, so I wanted to make sure
that you have quick links to these resources.
General Student Support
Academic Support and Tutoring: Academic Support Services; Academic Advising; Academic Support and
Mentorship; Technology Instruction; Tutoring; University Library
Counseling and Health and Wellness: Counseling and Psychological Services (CAPS); University Health Service
(UHS); Sexual Assault Prevention and Awareness Center (SAPAC); Department of Recreational Sports
Services for Students with Disabilities (SSD)
Support for a Diverse Community: Diversity Matters; Office of Multi-Ethnic Student Affairs (MESA) & Trotter
Multicultural Center; Program on Intergroup Relations (IGR); Spectrum Center (Office of LGBT Affairs); Veteran
and Military Services Program (VMSP)
Drop Date: The last day to drop the course without a W appearing on your transcript is Tuesday, January 24.
Receiving an I for the Course: You cannot receive an incomplete for the course unless 70% of the work in the course
has been completed. Extenuating circumstances will be handled on a case-by-case basis.

*Tentative* Course Outline


DAY
Thu
Tue
Thu

DATE
Jan 05
Jan 10
Jan 12

Tue

Jan 17

Thu

Jan 19

Tue

Jan 24

Thu

Jan 26

Tue

Jan 31

Thu

Feb 02

Tue

Feb 07

Thu

Feb 09

Tue

Feb 14

Thu

Feb 16

Tue

Feb 21

Thu

Feb 23

Tue
Thu

Mar 07
Mar 09

Tue

Mar 14

Tue

Mar 16

Tue

Mar 21

Thu

Mar 23

Tue

Mar 28

Thu

Mar 30

Tue

Apr 04

Thu
Tue
Thu

Apr 06
Apr 11
Apr 13

Tue

Apr 18

Wed Apr 26

TOPIC(S)
Syllabus; Basic Probability Concepts
Conditional Probability, Independence, Bayes Theorem
Conditional Probability, Independence, Bayes Theorem
HW 1 due at the beginning of the class;
Counting Techniques and Combinatorial Probability
Counting Techniques and Combinatorial Probability
HW 2 due at the beginning of the class;
Discrete Random Variables: pmf, cdf, Moments, Mode
Moment Generating Functions; Discrete Uniform
HW 3 due at the beginning of the class;
Bernoulli, Binomial, Hypergeometric
Geometric, Negative Binomial, Poisson
HW 4 due at the beginning of the class;
Poisson; Continuous RVs: pdf, cdf, Moments, Mode, Percentiles; Chebyshevs Inequality
Mode, Percentiles; Chebyshevs Inequality; Continuous Uniform
HW 5 due at the beginning of the class;
Exponential, Gamma,
Normal Distribution; Multivariate Discrete Distributions: Joint, Marginal, Conditional,
Independence, Cov,
HW 6 due at the beginning of the class;
Review, Problem Solving
Exam 1
Enjoy The Spring Break!
Multivariate Discrete Distributions: Joint, Marginal, Conditional, Independence, Cov,
Multivariate Continuous Distributions: Joint, Marginal, Conditional, Independence, Cov,
HW 7 due at the beginning of the class;
Multivariate Continuous Distributions: Joint, Marginal, Conditional, Independence, Cov,
Moments for Linear Combinations of RVs, Total Expectation and Total Variance
HW 8 due at the beginning of the class;
Univariate Transformations: Method of Distribution Functions
Univariate Transformations: Method of Transformations, Method of MGFs
HW 9 due at the beginning of the class;
Multivariate Transformations
Multivariate Transformations
HW 10 due at the beginning of the class;
Review, Problem Solving
Exam 2
Order Statistics; Joint Moment Generating Functions
Convergence, LLN, CLT & Normal Approximation
HW 11 due at the beginning of the class;
Review / In-class office hours: bring your questions
CUMMULATIVE FINAL EXAM 4:00 6:00 PM

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