Course Information for Stat 5101
Fall Semester, 2001
Lectures: MWF 1:25-2:15, Vincent 206
Lab: T 1:25-2:15, Vincent 209

Instructor:

L. Tierney, 385 Ford Hall 625-7843, luke@stat.umn.edu

Office Hours:

MWF 2:30 - 3:20

TA:

Ms. Yu-Min Huang

Exams:

Two midterm exams plus final

Homework:

Problems listed for each week are due on Monday of the following week.

Grading:

Midterms 40% (20% each), Final 40%, Homework 20%

Text:

Probability and Statistics, 2nd edition by DeGroot

Course Procedures

1. The prerequisites for this course are advanced calculus (including Jacobians) and an introduction to linear algebra.
2. Some handouts given in class will also be available on the Web on the course home page, which is available from the Classes entry of the School of Statistics home page,
   http://www.stat.umn.edu
   Announcements on course-related matters may also be posted on this page, so you should check it regularly.
3. Homework is an important part of this course. Homework will be graded primarily on the basis of your explanation of your answer to a problem. You are expected to turn in all homework on time. Late homework will be penalized.
4. You may find it helpful to work together with other students to find solutions to the homework problems. There is nothing wrong with doing so. However, you must write up your solutions on your own. In particular, you should not look at another student's work before it is handed in.
5. Examinations will consist of problems of roughly the same type that you have seen in the homework sets. Examinations are closed book, but you may bring one sheet of notes to the first midterm exam, two sheets to the second midterm exam, and three to the final exam. The sheets should be standard 8${\frac{{1}}{{2}}}$×11 paper and may be written on both sides.
6. There will be no makeup exams under any circumstances. If you have to miss a midterm exam for legitimate reasons, such as illness confirmed by a written medical excuse, your total exam grade will be based on the remaining midterm exam. If you miss both midterm exams for legitimate reasons, then your total exam grade will be based entirely on the final exam.
7. The final exam will cover the material of the entire course. The final exam is scheduled for Saturday, December 22. By University regulation, you are required to take the final exam at the time announced. Only documented illness or a family emergency are legitimate excuses for missing the final. (Vacations and trips home are not valid excuses.)
8. It is School of Statistics policy only to give an ``I'' (incomplete) grade in cases of extreme hardship. Low homework or midterm grades are not adequate grounds for an incomplete. If your circumstances do warrant an incomplete, then you must agree in writing to the terms for making up the incomplete. If you do not complete the course in accordance with these terms, your grade will be changed to an F.

Course Outline

Day	Section	Topic	Homework
Sept. 5	1.1 - 1.4	Intro. to probability	1.4: 3,5
7	1.5 - 1.6	Axioms	1.5: 3,5 1.6: 3,7
10	1.7	Counting	1.7: 1,5,9
12	1.8	Counting	1.8: 3,5,9
14	1.9	Multinomial	1,9: 3,5,7
17	1.10	Union	1.10: 1,3,9
19	1.11 - 1.12	Independence	1.11: 5.9 1.13: 9,13
21	2.1	Conditional probability	2.1: 5,7,11
24	2.2	Bayes' theorem	2.2: 1,7,9(a)
26	2.4	Gambler's ruin	2.4: 1,3
28	3.1	Discrete r.v.'s	3.1: 1,5,7
Oct. 1	3.2	Continuous r.v.'s	3.2: 1,5,7
3	3.3	c.d.f.	3.3: 3,5,7
5		Midterm Exam 1
8	3.4	Bivariate distributions	3.4: 1,5,7
10	3.5	Marginal distributions	3.5: 1,3,5
12	3.6	Conditional distributions	3.6: 1,7,9
15	3.7	Multivariate distributions	3.7: 1,4
17	3.8	Function of r.v.	3.8: 1,3,7
19	3.9	Function of r.v.'s	3.9: 1,3,13
22	4.1	Expectation	4.1: 1,3,8
24	4.2	Properties	4.2: 3,5,7
26	4.3	Variance	4.3: 1,2,5

29	4.4	Moments	4.4: 5,7,9
31	4.5	Mean and Median	4.5: 1,5,9
Nov. 2	4.6	Covariance	4.6: 3,4, 13
5	4.7	Conditional expectation	4.7: 1, 5, 7
7	4.8	Sample mean	4.8: 3, 5, 9
9		Midterm Exam 2
12	4.9	Utility	4.9: 1, 3, 10
14	5.1 - 5.2	Bernoulli and binomial	5.2: 1, 3, 5
16	5.3	Hypergeometric	5.3: 1, 7, 9
19	5.5	Negative binomial	5.5: 1, 5, 8
21	5.4	Poisson	5.4: 5, 7, 13
23		Holiday
26	5.6	Normal	5.6: 3, 5, 7, 11
28	5.7	Central limit theorem	5.7: 1, 5, 7
30	5.8	Continuity correction	5.8: 1, 5
Dec. 3	5.9	Gamma	5.9: 5, 7, 9
5	5.10	Beta	5.10: 1, 3, 7
7	5.11	Multinomial	5.11: 1, 3, 5
10	5.12	Bivariate normal	5.12: 1, 3, 9
12	6.1 - 6.2	Inference	6.2: 5, 6
14		Review

FINAL EXAM: Saturday, December 22, 10:30-12:30