Spring 2025 MA/STAT 416 - Probability
Sections 005 & 006

Weekly Calendar (back to homepage)

Note: More material will be added as the semester proceeds. For dates that have not yet happened, this is an approximate schedule. You should do both the draft problem and required reading before coming to class that day.

Monday Wednesday Friday Homework
Week 1

1/13. Syllabus. Logistics. Beginning basic principles of counting (combinatorics).

Required reading: Sections 1.1-1.2 of Ross.

Slides

Gambler's ruin Mathematica notebook(just for fun)

1/15. Permutations and combinations.

Draft problem

Required reading: Sections 1.3-1.4 of Ross.

Slides

1/17. Multinomial coefficients.

Draft problem

Required reading: Section 1.5 of Ross.

Slides

Homework 1 consists of 6 problems from the end of Chapter 1 of Ross.

  • Problems: 9, 16, 23.
  • Theoretical exercises: 3, 7, 8.

Due: Friday, 1/24 at the beginning of class.

Week 2

1/20

NO CLASS. MLK Day.

1/22. Sample spaces and events (set theory).

Required reading: 2.1, 2.2

Draft problem

Slides

1/24. Axioms of probability, and some simple consequences.

Required reading: 2.3, 2.4

Draft problem

Slides

Homework 2 consists of 6 problems from the end of Chapter 2 of Ross.

  • Problems: 5, 6, 8.
  • Theoretical exercises: 6, 11, 13.

Due: Friday, 1/31 at the beginning of class.

Week 3

1/27. Samples spaces having equally likely outcomes (aka uniform probability measure on a finite set). Lots of examples (including birthday "paradox").

Required reading: 2.5, 2.7

Last day to drop without a W

Draft problem

Slides

1/29. More examples of uniform probability measure on a finite set (including matching problem)

Draft problem

Slides

1/31. Conditional probability.

Required reading: 3.1, 3.2

Draft problem

Slides

Homework 3 consists of 4 questions from the end of Chapter 2 of Ross, and 2 from the end of Chapter 3 .

  • Problems from Ch. 2: 29, 32.
  • Theoretical exercises from Ch. 2: 17, 19.
  • Problem from Ch. 3: 3.4
  • Theoretical exercise from Ch. 3: 3.1

Due: Friday, 2/7 at the beginning of class.

Week 4

2/3. Matching problem & multiplication rule for conditional probabilities. More computational tricks w/ conditional probabilities.

Required reading: 3.3

Draft problem

No slides today.

2/5. Law of Total Probability. Bayes's theorem.

Required reading: continuing in 3.3

Draft problem

Slides

2/7. Odds. Independent events.

Required reading: 3.4

Draft problem

Slides

Homework 4 consists of 6 problems from the end of Chapter 3 of Ross.

  • Problems: 3.39, 3.46, 3.71.
  • Theoretical exercises: 3.4, 3.15, 3.28.

Due: Friday, 2/14 at the beginning of class.

Week 5

2/10. More examples from 3.4.

Draft problem

No slides today.

2/12. Conditional probability P(-|F) as a probability measure. Laplace's rule of succession.

Required reading: 3.5

Draft problem

Slides

2/14

MT1 review.

MT1 Practice Exam

Practice Exam Solutions

No homework due to MT1.
Week 6

2/17

MIDTERM 1. In-class at the usual time. MT1 covers everything up through this day.

2/19. Real-valued random variables. Cumulative distribution functions. Discrete random variables. Probability mass functions

Required reading: 4.1, 4.2

No draft problem due to MT1.

Slides

2/21. More examples of discrete random variables, PMFs and CDFs.

Required reading: finishing 4.1, 4.2

Draft problem

No slides today.

Homework 5 consists of 5 questions from the end of Chapter 4 of Ross.

  • Problems: 4.3, 4.7, 4.8, 4.11, 4.16.
  • Theoretical exercises: none.

Due: Friday, 2/28 at the beginning of class.

Week 7

2/24. Expected value (aka expectation or mean)

Required reading: 4.3

Draft problem

Slides

2/26. Expected value of a function of a random variable.

Required reading: 4.4

Draft problem

Slides

2/28. Friendship paradox. Variance.

Required reading: 4.5

Draft problem

Slides

Homework 6 consists of 6 questions from the end of Chapter 4 of Ross.

  • Problems: 4.35, 4.36, 4.39
  • Theoretical exercises: 4.7, 4.8, 4.11

Due: Friday, 3/7 at the beginning of class.

Week 8

3/3. Bernoulli and binomial random variables.

Required reading: 4.6

Draft problem

Slides

3/5. Poisson random variables.

Required reading: 4.7

Draft problem

Slides

3/7. Poisson processes. Linearity of expectation.

Required reading: 4.9

Draft problem

Slides

Homework 7 consists of 6 questions from the end of Chapter 4 of Ross.

  • Problems: 4.55, 4.75, 4.41
  • Theoretical exercises: 4.19, 4.20, 4.27

Due: Friday, 3/14 at the beginning of class.

Week 9

3/10. Continuous random variables, and their PDFs, CDFs, expectation and variance. Uniform random variables on a bounded interval.

Required reading: 5.1, 5.2, 5.3

Draft problem

Slides

3/12. Normal random variables.

Required reading: 5.4

Draft problem

Slides

3/14. Normal approximation to binomial random variables.

Required reading: more on 5.4

Draft problem

Slides

Homework 8 consists of 6 questions from the end of Chapter 5 of Ross.

  • Problems: 5.4, 5.14, 5.23
  • Theoretical exercises: 5.2, 5.3, 5.11

Due: Friday, 3/28 at the beginning of class.

SPRING BREAK

3/17

3/19

3/21

Week 10

3/24. Exponential random variables. Hazard rate functions. Memorylessness.

Required reading: 5.5

Draft problem

Slides

3/26. More on memorylessness. Geometric random variables.

Required reading: 4.8.1

Draft problem

Slides

3/28. PDFs of functions of random variables.

Required reading: 5.7

Draft problem

Slides

Homework 9 consists of 6 questions from the end of Chapter 5 of Ross.

  • Problems: 5.26, 5.36, 5.40
  • Theoretical exercises: 5.15, 5.16, 5.31

Due: Friday, 4/4 at the beginning of class.

Week 11

3/31. Joint distribution functions.

Required reading: 6.1

Draft problem

Slides

4/2. Independent random variables.

Draft problem

Required reading: 6.2

Slides

4/4

MT2 review

MT2 Practice Exam

Practice Exam Solutions(not available until Friday)

No homework due to MT2.

Week 12

4/7

MIDTERM 2. In-class at the usual time. MT2 covers everything up through this day, but will especially focus on the material since MT1.

4/9

INTERLUDE: Law of Large Numbers and Central Limit Theorem. You should read as much of 8.1-8.4 as you can.

Slides

4/11. Sums of independent random variables.

Required reading: 6.3

Slides

Draft problem A

Draft problem B

Homework 10 consists of 6 questions from the end of Chapter 6 of Ross.

  • Problems: 6.2, 6.8, 6.18
  • Theoretical exercises: 6.2, 6.9, 6.17

Due: Friday, 4/18 at the beginning of class.

Week 13

4/14. Conditional distributions (discrete case).

Required reading: 6.4

Slides

Draft problem A

Draft problem B

4/16. Conditional distributions (continuous case).

Required reading: 6.5

4/18. Expectation of sums of random variables.

DROP DEADLINE (W)

Required reading: 7.1, 7.2

Week 14

4/21

Required reading: 7.3

4/23

Required reading: 7.4

4/25

Required reading: 7.7

Week 15

4/28

Required reading: selections from 8.1-8.4

4/30

FINAL REVIEW.

5/2

Professor Samperton be out of town. Will hold virtual lecture/discussion about quantum mechanics.

FINAL EXAM: Thursday, 5/8, 08:00am - 10:00am in LILY G126