Professor David Blecher

Welcome to Probability (Math 3338)

Time and place : MWF 11-12 in Fleming 154

Office Hours MWF: 12-1pm (or by appointment)

Homework for chapter 2: As on syllabus, but substitute question 23 for question 20, and drop questions 4, 9, and 17. On question 6, note that the distribution function F(x) for any rv X is the probability that X is less than or equal to x. In question 10, `an indicator of heads' means that it is 1 if you get a head, 0 otherwise. This homework is due Monday Aug 31, since we have finished 2.1, 2.4, 2.2, and 2.3. I may not collect it Monday though.

Homework for chapter 3: As on syllabus. Collected Friday september 11.

Homework for 4.1: All the 4.1 homework as on syllabus, except you may omit Q 12 if you wish, and in questions 8b and 9c you can be sketchy about the graphical interpretations. Please also do Chapter 3 question 10 for this assignment. Because it has been a while since we collected HW, we will break our rule for once and collect this homework on Friday September 25 (even though the material on 4.1 was finished on Monday 21). NOTE: In my opinion, the questions for 4.1 in the textbook is not well designed, that is they do not fit that well with the material covered in 4.1. Unfortunately in practice this means that it requires thinking quite hard about some of these questions.

Homework for 4.2 is due on 10/5. As on syllabus.

Homework for 4.3 is due on 10/14. As on syllabus. Hint for Q3: first find the mgf of an exponential distribution, second, think through the solution to Example 6 page 165. There is also a mistake in the question, we need t < 1 .

Homework for Chapter 5 is due on 10/19. As on syllabus but add question 10 of chapter 6. You may want to do the later questions first since they are simpler, or more routine. In 2b, note that `mode' is defined at the top of the page. In question 5c, do not do the variance or E(X^2), this gets too complicated.

Homework for Chapter 6 is due Friday 11/6. The numbers are: 5a,d,e,f,g,i, 6, 7, 8, 11, 16b, 17, 21, 22, 34. For more practice try some of: 9a,b,e (use an exponential distribution), 12, 13, 14 (use a normal distribution), 15 (not h), 30, 36, 47.

Homework for Chapter 8 is due Friday 11/13. You can do all of it as of 11/6, except for question 23 perhaps (we will do one like 23 in class on 11/9). No late work will be accepted unless it is scanned and emailed AS A PDF FILE (no jpg, etc), before Saturday 5pm, to kylinhan@math.uh.edu with a copy to me (dblecher@math.uh.edu). Numbers as in text, but I am adding a problem on correlation/covariance: Compute the covariance and the correlation coefficient of the r.v.'s X, Y which have joint density 2 inside the triangle with vertices (0,0), (0,1), and (1,0), and 0 elsewhere. (Another (discrete) correlation/covariance problem is on the mock exam).

Point allocation on graded homeworks: H1 (1a[5],c[2], 5b[2],c[1+3], 16abc[2 each], d[2+2]). H2 (1[3+2+2], 13abcd[2 each], 19abcd[2 each]). H3: 5a[8],b[2],d[4], 8a[2], b[1+2+2+2+2], c[2], d[2+2+2+1], 14[1+5+2+1]. H4 (2[5], 5[12], 7c,e[8,8]), H5 (2[4], 6c[12], e[7]), H6 (4a[4],b[9], 6[3], 11[2 each]). H7 (5e[2]f[2]h[4], 7c[2], 8[10], 17[18], 21[4]), H8 (5[10], 7[10], 23[10], Covariance problem [10]).
Test 1 will be in the last week of September (Wed 30th). It will cover Chapters 2, 3, and 4.1. I gave suggestions in class for how you should be studying for it. In particular, read your class notes carefully and ask about anything that you do not understand. Read all homework keys, and learn from your mistakes. I have a set of class notes from one student which you can get, to get notes for days you may have missed.

A lot of extra credit is built in to the homeworks, to compensate for the fact that we are grading questions at random. Thus if the possible total on any homework was 23 say, the real total will be much less than that, like maybe 15 or something. So a grade of 14/23 is really a grade 14/15, or something like that (I have not decided on the real totals yet). Then of course the lowest few homework grades will be dropped.
Test 2 will be on Mon October 26. You can bring one page (2 sided) of handwritten formulae/notes; and turn this in when you turn in your test. Or you can use your text book/classnotes. I will not provide formulae with the test. The test will cover Chapters 5, and 4.2-4.3. I gave suggestions in class (around test 1) for how you should be study for tests. In particular, read your class notes carefully and ask about anything that you do not understand. Read all homework keys, and learn from your mistakes. I have a set of class notes from one student which you can get, to get notes for days you may have missed.

It would be most helpful if the mock test is taken under test conditions, after the studying is completed, as a `reality check'.

I am now allowing you to use your text book or classnotes in Test 2 (see note above).
I did a review for Test 2 on Friday that may contain some techniques that are needed on the test. So be sure to read through a friends notes from the review if you were not there.
Test 3, Wednesday November 18.

Note that the last date to drop and get a W is Nov 4. You use your PeopleSoft student account to drop. After the deadline, drops with a W are only granted by UH for "rare, urgent, substantiated, nonacademic reasons"

Proposed timeline for rest of class: Monday 9: Finish textbook part of syllabus. Wednesday 11: More on CH 8 (computing Cov and the correlation coefficient), and begin review Chapter 6. Friday 13: review Chapter 6 and 8. Monday 16: review for test 3. Wednesday 18: Test 3. Friday 20: review Chapters 2, 3 and 4.1. Monday 23: review Chapter 4.2 and 4.3. Thanksgiving break. Monday 30: review Chapter 5 and discuss final exam. Dec 2: Final exam. Dec 4: Supplemental material.
Notes are available up to 11/9 on website. A correction to the classnotes on the central limit theorem: in two places an n to the power 3/2 appeared on the bottom of a fraction (denominator), scratch that in both places and replace with a square root of n on the top of the fraction (numerator).
Add to CH 8 homework: a problem on correlation/covariance: Compute the covariance and the correlation coefficient of the r.v.'s X, Y which have joint density the constant 2 inside the triangle with vertices (0,0), (0,1), and (1,0), and 0 outside this triangle. (Another (discrete) correlation/covariance problem is on the mock exam).
11/16: Completed review for Test 3. Key to mock exam and HW 8 is up. Also find notes from last few classdates including today, forthcoming at the usual url ...n5.pdf
Instructions for Test 3 as for other tests; it is open book/notes.
There should have been another question on Mock Exam 3 involving a double integral, like the ones we discussed in the review on 11/16
You may use a nonprogrammable non-statistical calculator on Test 3.
I hope to have the final exam either on December 2 from 11-1 or (December 2 + Dec 4, 11-12). Please let me know if you cannot make this timeslot. It will be in the usual classroom.
Students in this course should keep monitoring this website, particularly just before tests (for example if there is a last minute change in a test date). Will be added to continuously...