At the end of this course, the successful student will be able to solve
problems related to basic probability concepts and simple stochastic
processes. Students should also be able to use their knowledge of
probability and stochastic processes to create realistic models of real
phenomena. In probability problems, "untrained" intuition is often
misleading, as we will see in numerous examples and exercises. Computer
simulation using the program R will be used to help students train
their intuition as they study the properties of stochastic models.
Prerequisite
Math 212 or equivalent.
Coursework
There will be regular homework assignments, one midterm, a final
project and final exam. Homework/labs are worth 40% of your final
grade, the midterm exam is worth 20%, the final project 10%, and the
final exam 30%. I encourage students to discuss problems in broad,
conceptual terms and to work together on homework and labs. However,
any work turned in must be your own.
The final project will give us a chance to experience other branches of
probability that we won't have time to cover in the course. As we go
through the semester, start to think about what topics you might want
to study for your final project.
Computing
We will be using the interactive statistical computing and graphics
software package R. It is free
software, so you can install a copy on your own personal computer at no
cost from the R website: http://www.r-project.org.
Required Textbook
Introduction to Probability and
Mathematical Statistics, Second Edition, Lee J. Bain and Max
Engelhardt (1992).
Library call number (2 copies in print reserves): QA273 .B2546 1991.
Extra references on reserve in the library:
A First Course in Probability,
Seventh Edition, Sheldon Ross, QA273 .R83 2006
Introduction to Probability
Models, Seventh Edition, Sheldon Ross, QA273 .R84 2000
Introduction to Probability
with R, Kenneth Baclawski, QA273 .B2535 2008
Introduction to Probability,
Second Edition, Grinstead, Charles M. and J. Laurie Snell (1997).
Available free online as a pdf document here.
Instructor
Stacey Hancock
email:
shancock@reed.edu
Office:
Library 313
Phone:
459-4624
Office hours:
• Mon 3-4pm,
Tue 2-3pm, Fri 1-2pm
• Also available by appointment or email.