Math 6365

Probability and Statistics

Fall 2011

Class Meeting Times and Locations: Math 6365.01: MW 5:45-7pm, MAGC 1.212 Instructor and Contact Information: Dr. Xiaohui Wang Office: MAGC 3.434 Phone: 665-3454 Email: xhwang@utpa.edu Office Hours: MW 4:30-5:30pm, Friday 2-3pm and by appointment via email Course Web: Some class notes, assignments, homework and other course materials and announcement will be posted on course web. You should find the link through http://www.math.utpa.edu/xhwang/teaching.html. Students are expected to check the course web frequently. Course Description: Topics in this course include set theory and concepts of probability, random variables, discrete and continuous probability distributions, distribution and expectations of random variables, moment generating functions, transformation of random variables, order statistics, central limit theorem and limiting distributions. Student Learning Outcomes: 1. Have the basic set theoretic concepts to calculate probabilities of various combinations of events. 2. Understand the basics of combinatorial theory to calculate probabilities. 3. Understand the difference among discrete, continuous and mixture probability distributions and calculate probabilities involving them. 4. Understand the concepts of moments and moment generating functions. 5. Understand the special discrete and continuous probability distributions and their main properties. 6. Have thorough ideas on joint and conditional probability distributions. 7. Calculate joint and conditional moments using conditional probability distributions. 8. Emphasize on bivariate normal distributions and understand the concept of joint moment generating functions. 9. Understand the concepts of transformation of variables, concepts of jacobians for onedimensional and two-dimensional set up. 10. Understand the concepts of order statistics and their probability distributions. 11. Understand limit theorems in probabilities like central limit theorems and understand various types of convergence. 12. Have some ideas on asymptotic distributions. 13. Be able to use some statistical software to do simulation and solve basic problems. Textbook (Required): Statistical Inference, 2nd Edition, by G. Casella & R. L. Berger. ISBN-10: 0534243126. 1

Math 6365

Probability and Statistics

Fall 2011

Prerequisites: Math 3337 or 4339 or consent of instructor. Evaluation: Students will be evaluated based on their performance in exams, pop-up quizzes, homework and attendance. The relative importance of each is listed below. Attendance 2% Homework 3% Pop-up Quizzes 15% Three Midterm Exams 20% each Comprehensive Final 20% Exam Course grades will be determined by 90~100=A, 80~89=B, 70~79=C, 60~69=D, 50~59=F. In addition, attendance, class participation, and homework will be used to determine border grades. Curve may be given for each exam depending on overall performance. There is NO extra credit. A grade of Incomplete (I) can be given ONLY in the event that an authorized absence or circumstances beyond your control were the cause of your missing a small portion of the course. This grade is not to be given because you feel that you have too much other work or study to do or because you think that you will not earn an acceptable grade in the course. Attendance: Class attendance is expected. Attendance will be checked regularly via attendance quizzes. Each of quizzes will be assigned 2 points and at the end the average will be used as your quiz grade toward the final letter grade. If a student is absent for three or more class meetings, he or she may be dropped from the course with a grade of DR and DP or DF after depending on grade up to date. To encourage attendance and participation, class roll will be called based on class seats map. In the third week of the semester, class seats map will be determined. Homework: Homework will be assigned after lecture of each chapter. However, no homework will be collected until exam days. This means that when you come to midterm exams and final exam, you should bring stapled and clearly labeled homework, assigned up to that day. You will be reminded about this before each exam. NO late homework will be accepted. Homework will be graded based on 3 points every time and at the end the average will be used as your homework grade toward the final letter grade. The grading of homework will focus on effort, which usually means both steps and completeness. Solutions will be posted online after homework is assigned, usually one week later. Students are responsible for checking their work with the solutions. Pop-up quizzes: Through the semester, there will be about 10 pop-up quizzes. Well, you should know that popup means its date and time in class will not be told beforehand. There is NO makeup for such quizzes. The lowest score will be dropped in determining your quiz total. The quizzes will be graded based on 15 points and at the end the average will be used as your quiz grade toward the final letter grade. The grading of quiz will focus on correctness. Only solutions for difficult problems will be discussed in class. Students are responsible for checking their work with the textbook and class notes, or asking instructor.

Math 6365

Probability and Statistics

Fall 2011

Exams: Three midterm exams will be given during class time and scheduled on 1st Midterm 2nd Midterm 3rd Midterm Comprehensive Final Sep 28 Oct 26 Nov 16 Dec 12, Monday 5:45-7:30pm All exams MUST be taken at the scheduled times. NOTE: No Make-up Exams and NO EXCEPTIONS! However, you may drop one midterm exam grade at the end of semester. Statistical Software: Download and install R, a free statistical software available at CRAN website, to your own or office computer. You are encouraged to explore it while we will illustrate some basics during class time. Electronic Communication Policy: The new university policy requires all electronic communication between the University and students be conducted through the official University supplied systems; namely BroncMail for email or Blackboard for course specific correspondence. Therefore, please use your UTPA assigned BroncMail or Blackboard account for all future correspondence with UTPA faculty and staff. Formula Sheets and Calculator: A basic scientific calculator that will add, subtract, multiply, divide, compute factorials, and raise numbers to powers is required. However, you can bring any kind of calculator to exams because cheating sheets are allowed for all exams. You will be allowed to use a calculator on all exams and quizzes. Under no circumstances can you use wireless devices such as a cell phone as a calculator. Copyright Notice: All class notes, handouts, exams, solutions, etc. are copyrighted and may not be reproduced and distributed without the instructor's written permission. Academic Calendar: Refer to UTPA Academic Calendar at the http://www.utpa.edu/calendar/academic-calendar/?calendar=fall2011 following link:

Academic Dishonesty: Academic honesty is fundamental to the activities and principles of a university. Any effort to gain an advantage not given to all students is dishonest whether or not the effort is successful. The University regards academic dishonesty as an extremely serious matter, with serious consequences that range from probation to expulsion. If it is determined that a student has cheated on an exam, he or she will be given 0 on the exam or a failing grade in the course regardless of the students performance beyond the act of academic dishonesty and be reported to the University for Disciplinary Action. Disabilities: Students with disabilities are encouraged to contact the Disability Services Office for a confidential discussion of their individual needs for academic accommodation. It is the policy 3

Math 6365

Probability and Statistics

Fall 2011

of the University of Texas-Pan American to provide flexible and individualized accommodation to students with documented disabilities that may affect their ability to fully participate in course activities or to meet course requirements. To receive accommodation services, students must be registered with the Disability Services office (DS), University Center # UC 108 (on the first floor), 665-7005, disabilityservices@utpa.edu. The Director of Disabilities is Christine Stuart-Carruthers, 665-5375, carruthers@utpa.edu. Some Suggestions from Instructor: 1. Attend class every day and be punctual so that you dont miss a thing. At the end of the class, you will know that attending class and following the instructor help a lot to improve your grade. 2. Actively participate class discussion will significantly improve your study and the results of it. 3. Do reviewing after class and do your homework. Exercising is the only way to master the knowledge. 4. Relax and be positive. The course is probably not as difficult as you think. You should enjoy your study as long as you follow my instruction closely. 5. It is ok and common that you, as a student, do not understand a topic the first time you see it. Being lost at some points will not lead to fail, but the panic of being lost without calming down will. Remember, during the class period and after the class time, I am always available to help you. 6. Make sure to clarify your any concern/doubt/question during or after class. 7. There is absolutely no need to feel frustrated when you dont get a direct answer right away from me. I am the type of professor who insists in training all my students to be independent learners. Therefore, calm down, and listen to my guidance on how to think step by step and solve your question. 8. During the lecture time, make sure that you follow me to do those exercise problems, even some time you feel you can jump to the answer right away. I want you to learn the problem solving steps from easy problem, and follow my guidance to apply the same steps or method to solve more difficult problem by yourself. You will enjoy the happiness when you can independently solve problems. 9. Attitudes significantly affect (sometimes determine) the success of your study. So, avoid to say/think the following words when you study. Instead, use the positive words to replace them a. I do not care. Never mind. I want to know it; I want to do it correctly .. b. It is too difficulty for me. I can handle it, let me calm down and think again c. I hate math. Well, math might not be my area, but I can surely understand and use them d. I dont know. (Then just sit with blank mind) Let me think about it. Let me read the problem again. Let me check my note, cause there might be something similar Course Outline (on next page).

Math 6365

Probability and Statistics

Fall 2011

Tentative Course Outline: Topics covered in this course will include the following: Probability Theory (Chap1): set theory; axioms and definitions; conditional probability and independence; random variables; distribution functions; density and mass functions. Transformation and Expectations (Chap 2.1, 2.2, 2.3): distributions of functions of random variables; expected values; moments and moment generating functions. Common Families of Distributions (Chap 3.1, 3.2, 3.3, 3.6): discrete distributions; continuous distributions; some probability inequalities. Random Vectors (Chap 4.1, 4.2, 4.5): joint and marginal distributions; conditional distributions and independence; covariance and correlation. Random Samples (Chap 5.1, 5.2, 5.3, 5.4.1): basic concepts; sum of iid random variables; convergence in probability; sampling from normal distribution. Data Deduction (Chap 6.1, 6.2.1, 6.3.1): sufficient statistics; the likelihood function. Point Estimation (Chap 7.1, 7.2.1, 7.2.2, 7.3): method of moments, maximum likelihood; evaluating estimators. Interval Estimation (Chap 9.1, 9.2.1, 9.2.4, 9.3.1): inversion of tests; confidence intervals; Bayesian intervals; size and coverage probability of CIs. Hypothesis Testing (Chap 8.1, 8.2, 8.3.1, 8.3.2): likelihood ratio tests; Bayesian tests; error probability and the power function; most powerful tests.