Syllabus STA104/MTH135: Mathematical Probability

Prof: George MacKenzie
gmackenz@stat.duke.edu
211E Old Chem
684-4447
OH: Tue & Thu 1:15-2:10pm, 3:35-4:20pm
Fri 4:30-5:30pm (Sometimes)
Class:Tue/Thu 2:15pm-3:30pm, D106 Levine Science Center
Text: Morris H. DeGroot, Probability and Statistics, (first 5 chapters)

The Course

This is a first course in Mathematical Probability. Multivariable Calculus and Linear Algebra are prerequisites. This is a primarily theoretical course, but applications will be made throughout. Bacon, an early Physicist, once said something like "Mathematics is the gate and key to the sciences - for without it one can not know the other sciences nor the things of this world, and what is worse is that he who is thus ignorant is unable to perceive it and so does not seek a remedy." Probability and Statistics are those branches of Mathematics which are most applicable to the study of the things of this world. Three out of the four most referenced journal articles in all of the mathematical sciences are from Statistics. Probability is the proper introduction to Statistics, and certainly Probability is worthy of study for its own merits.

Policies

Class attendance is expected. We will have two midterms and a final exam. Weekly home work will be due each Friday afternoon at 5:30 in my mailbox in 211 Old Chemistry. Course grades will be based on Homework (50%) and the Exams (50%).

Schedule

CLASSTOPICSADVANCE READING
Tue - Sep 1 Hello and Set theory pp. 1-13
Thu - Sep 3 Probability and Counting Methods pp. 14-32
Tue - Sep 8 More of the same pp. 14-32
Thu - Sep 10 More of the same pp. 14-32
Tue - Sep 15 More of the same pp. 32-36
Thu - Sep 17 Independence and Conditional Probability pp. 43-52, 57-64
Tue - Sep 22 Conditional Probability and Bayes Theorem pp. 57-64, 64-72
Thu - Sep 24 topic reading
Tue - Sep 29 First Midterm Study - Study
Thu - Oct 1 topic reading
Tue - Oct 6 topic reading
Thu - Oct 8 topic reading
Tue - Oct 13 No Class - Fall reading
Thu - Oct 15 topic reading
Tue - Oct 20 topic reading
Thu - Oct 22 topic reading
Tue - Oct 27 topic reading
Thu - Oct 29 topic reading
Tue - Nov 3 topic reading
Thu - Nov 5 Second Midterm Study - Study
Tue - Nov 10 topic reading
Thu - Nov 12 topic reading
Tue - Nov 17 topic reading
Thu - Nov 19 topic reading
Tue - Nov 24 topic reading
Thu - Nov 26 No Class - Thanksgiving reading
Tue - Dec 1 topic reading
Thu - Dec 3 topic reading
Tue - Dec 8 topic reading
Thu - Dec 10 topic reading
Wed - Dec 16 Final Exam 2-5pm Study - Study