Rice University, Fall 2005
Instructor: Clay Scott
Classroom: Duncan Hall 1070
Office: Duncan Hall 2077
Email: cscott
Office hours: Mon. 3-4 or by appointment
| Name | Office hour | Office number | |
| Rosa Banuelos | Wed. 2-3 | DH 3137 | banuelos |
| Xiaowei Wu | Thurs. 3-4 | DH 3135 | xwwu |
| Teresa Wollscheid | TBA | DH 3136 | twollsch |
Peter Olofsson, Probability, Statistics, and Stochastic Processes, Wiley (2005).
Excerpt here
There is a wiki, graciously hosted by Willem Mantzel, where you can add typos in the book as you come across them. Both Peter and I would appreciate your help. Click here
Single variable differential and integral calculus, including facility with the chain rule, integration by parts, Taylor series, and the fundamental theorem of calculus. Some knowledge of multivariable calculus will also be helpful.
Most of Chapters 1-5, parts of 6 and 7, plus additional topics as time permits.
| Homework: 60% Midterm: 15% (open notes/book, take home, 3 hours, 10/13-10/20) Final exam: 30% (open notes/book, take home, 4 hours) |
A+: >= 100 A: [90-100) B: [78-90) C: [66-77) D: [54-65) |
Since the percentages add to 105, this effectively allows you to skip/drop about two homeworks. The extra 5% are available as extra credit. I do this because it is easier than giving extensions for homeworks on a case-by-case basis.
I may curve the final grades up (to your benefit) if it seems appropriate to me.
| Number | Due date | Chapter | Problems |
| 1 | 9/6 | 1 | 4, 11, 20, 27, 32, 38, 41, 54, 56 |
| 2 | 9/13 | 1 2 |
59, 64, 65, 77, 78, 92, 99 Extra problem assigned in class: Let X be the number of tosses of a fair coin needed to get two consecutive heads. Justify the general formula (given in class) for the pmf of X, which involves the Fibonacci sequence. |
| 3 | 9/20 | 2 | 11, 17, 28, 30, 31, 32, 42, 82 Additional problem (not in book) |
| 4 | 9/27 | 2 | 44, 48, 51 Additional problems (not in book) |
| 5 | 10/4 | 2 | 68 Additional problem: Find the MGF, mean, and variance of a gamma distributed random variable. |
| 6 | 10/13 | 2 3 |
69, 73 1,11,18 Additional problems (not in book) |
| 7 | 10/25 | 3 | 22, 25 34, 90 Read section 3.8. |
| 8 | 11/1 | 3 | 58, 79, 83 Plus these additional problems |
| 9 | 11/8 | 3 5 |
124, 155 (optional, 2 pts extra
credit), Read 3.12 Plus these additional problems |
| 10 | 11/17 | 6 | 4, 16, 20, 21, 29, 36, 50 (MLE
only)
Hint on 4: Just guess a simple estimator, and if it turns out to be biased, you should see how to modify it to make it unbiased. Hint on 36: Use Proposition 3.8.3 |
| 11 | 12/1 | 6 7 |
59, 64, 66 (note: answer in back is
wrong) 3 (see examples involving the ON/OFF system), 9, 13 (see additional probs for hint) Plus these additional problems |
Homeworks will be due at the beginning of class on Tuesdays and returned within one or two class periods. Homework handed in late but before 5 pm the following day will be penalized 20%. Homework handed in later than 5 pm on the day after the due date will not be accepted. Please hand in late homework to one of the graders, not me.
Homework answers that are difficult to read or comprehend will receive little to no credit. Correct answers that lack clear justification, including when the answer is in the back of the book, will receive no credit.
Some homework problems may require the use of a computer. You may use the statistical software package of you choice, such as MATLAB, R, or Excel.
There will be a weekly problem session Monday 6:00-7:30 in DH 1070.
You will derive the most benefit from the homeworks if you work on them by yourself before discussing with others. You may work together on homeworks, subject to the following provisions, pledged under the honor code:
Any student with a documented disability needing academic adjustments or accommodations is requested to speak with me during the first two weeks of class. All discussions will remain confidential. Students with disabilities should also contact Disabled Student Services in the Ley Student Center.