WINTER 2013
The CA Li--Cheng Tsai (lctsai at math dot stanford.edu)
will hold office hours Tuesday and Thursday 11am - 1pm.
Feel free to contact him regarding mathematica, maple, or other basic
programming issues relevant to the course.
Course homepage: http://math.stanford.edu/~rhoades/TEACHING/ma151wi13.html
Text (required): C.M. Grinstead and J.L. Snell,
Introduction to Probability, 2nd Edition. AMS.
http:///www.dartmouth.edu/~chance
Prerequisites: MATH 52 or equivalent; basic familiarity with writing a proof; if you have any questions please contact me.
Course Description: From the text: ``Probability theory began in seventeenth century France when the two great French mathematicians, Blaise Pascal and Pierre de Fermat, corresponded over two problems from games of chance. Problems like those Pascal and Fermat solved continued to influence such early researchers as Huygens, Bernoulli, and DeMoivre in establishing a mathematical theory of probability. Today, probability theory is a wellestablished branch of mathematics that finds applications in every area of scholarly activity from music to physics, and in daily experience from weather prediction to predicting the risks of new medical treatments.''
This is a first course in probability theory. Topics I hope to cover include: Counting; axioms of probability; conditioning and independence; expectation and variance; discrete and continuous random variables and distributions; joint distributions and dependence; central limit theorem and laws of large numbers
Students should have some experience writing proofs. Some program experience will
make the class more fun.
Grades: These will be based on problem sets,
two midterm exams, a final exam, and a project. The midterms will
each have an in-class component and a take-home component.
Weighting of scores will be approximately:
Homework 30%; Midterms 15% each; Project 20%; Final exam 20%.
Homework: There will be homework due during each lecture period. The first problem set will be due on Wednesday, January 9.
Collaboration on the homework is permitted, but each person is responsible for writing up her/his own solutions.
Exams: In class exams are closed book, closed notebook. Each midterm will contain an additional take home portion.
The two midterm exams are currently scheduled for Feb. 1 and Feb. 25. No makeup exams will be given.
The final exam is not yet scheduled.
This syllabus is incomplete and tentative, and will be superseded by later versions as the course evolves.