ENG 131 - INTRODUCTION TO PROBABILITY THEORY

Spring 2003

Professor:	Bruno Sansó
Hours:	Tues. and Thus. 4:00 to 5:45
Room:	Cowell Clrm 131
Office:	Baskin 143
Office Hours:	Tues. 11 to 12 and Thus. 2:30 to 3:30
e-mail:	bruno @ ams.ucsc.edu

• General Description: This course consists of an introduction to probability theory and its applications. The main goal is to develop the basic mathematical tools to consider models that incorporate uncertainty using a probabilistic framework. We start by introducing the axioms of probability and the rules needed to perform calculations with probabilities. We then move into the concepts of independence, conditional probability and Bayes theory, define a random variable, both discrete and continuous, and consider its probability distribution function as well as its expectation and higher order moments. We extend these ideas to the multivariate case. Finally we consider some more advanced topics like the Law of Large Numbers, Central Limit theorem and, time permitting, a brief introduction to some simple stochastic processes like Markov Chains and Poisson Processes.
• Textbook:
  • Probability and Statistics (third edition). M.H. DeGroot and M.J. Schervish. Addison Wesley
• Other References:
  • A First Course in Probability (sixth edition). S. Ross. Prentice Hall

• Grading: The course work will be weigthed as follows: Quizes 30%, Midterm 35%, Final 35%.

• There will be one midterm (35%, 05/06/03) and one final (35%, Th 06/12/03, 9-11 AM).

• Quizes

  • There will be five quizes that will be held in class on: 04/11/03 ; 04/22/03 ; 05/15/03 ; 05/27/03 ; 06/05/03

  • There will be no make-up for quizes, your lowest score will be dropped to allow for ANY event that might prevent you from taking a particular quiz.

• Homeworks: There will be several (possibly weekly) homeworks which will not be graded. Homeworks will give a very close indication of the material that will be covered in exams and quizes.
• Tutoring: Bruno Mendes will be available for free tutoring for a limited number of hours per student during the quarter. Please inquire with the Professor (and don't confuse Bruno with Bruno ;-)
  Bruno Mendes will be in the BE whiteboard lounge Thus from 11 to 12 for reviews and questions

Announcements:

• Final scores and grades are now available: scores
• I will be in my office on Monday June 16th from 10 to 12 to give the finals back.

Course Calendar

Homework

Solutions