stat3502

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Probability and Statistics (Stat 3502 A, Winter 2014) Instructor: Dr. Masoud Nasari Office: HP 5250 E-Mail: [email protected] Phone: 520-2600 ext 1983 https://www.carleton.ca/culearn/ Class Schedule Class Times: Mondays & Wednesday 10:05 am - 11:25 am Azrieli Theatre 102 Tutorial Times: Section A1: Wednesday 16:35 pm - 17:25 pm Southam Hall 316 Section A2: Wednesday 16:35 pm - 17:25 pm Southam Hall 317 Section A3: Wednesday 16:35 pm - 17:25 pm Southam Hall 406 Section A4: Wednesday 16:35 pm - 17:25 pm Southam Hall 516 Office Hours: Monday& Wednesday 12:00 pm - 1:00 pm HP 5250 Marking Scheme Assignments 5 25% total Midterm 1 25% Final Exam 1 50% Text Book Probability and Statistics for Engineering and Sciences. 8th edition. By Jay L. Devore. Student Solutions Manual (SSM), by Mathew A. Carlton. 1

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  • Probability and Statistics

    (Stat 3502 A, Winter 2014)

    Instructor: Dr. Masoud Nasari

    Office: HP 5250 E-Mail: [email protected]

    Phone: 520-2600 ext 1983 https://www.carleton.ca/culearn/

    Class Schedule

    Class Times: Mondays & Wednesday 10:05 am - 11:25 am Azrieli Theatre 102

    Tutorial Times: Section A1: Wednesday 16:35 pm - 17:25 pm Southam Hall 316

    Section A2: Wednesday 16:35 pm - 17:25 pm Southam Hall 317

    Section A3: Wednesday 16:35 pm - 17:25 pm Southam Hall 406

    Section A4: Wednesday 16:35 pm - 17:25 pm Southam Hall 516

    Office Hours: Monday& Wednesday 12:00 pm - 1:00 pm HP 5250

    Marking Scheme

    Assignments 5 25% total

    Midterm 1 25%

    Final Exam 1 50%

    Text Book

    Probability and Statistics for Engineering and Sciences. 8th edition. By Jay L. Devore.

    Student Solutions Manual (SSM), by Mathew A. Carlton.

    1

  • Stat 3502 A, Winter 2014 Page 2 of 4

    Prerequisite

    MATH 2004, or MATH 2001 and enrolment in the Faculty of Engineering or B.Sc. pro-grams of the Department of Physics [except Double Honours Mathematics and Physics].

    Tentative Schedule(This schedule is subject to change depending on the progress

    of the course.)

    WEEK SECTIONS TOPICS

    Week 1 2.1-2.4 Random experiment, sample space, events, axioms of probability, rules of prob-

    ability, counting methods, conditional probability

    Week 2 2.5 Conditional probability cont. and independence; Bayes theorem.

    Week 3 3.1-3.3 Random variables and discrete probability distributions; probability (mass)

    function; distribution function; expected values and variances of discrete ran-

    dom variables; rules of expected values and variances.

    Week 4 3.4-3.6 Special discrete distributions: binomial, hypergeometric, geometric, negative

    binomial, Poisson. Poisson process..

    Week 5 4.1-4.3 Continuous random variables and their probability distributions; probability

    density function; distribution function; expected values and variances of contin-

    uous random variables, normal distribution; normal approximation to discrete

    distributions.

    Week 6 4.4 Gamma distribution; exponential distribution and its relationship with Poisson

    distribution.

    Week 7 5.1-5.2 Joint distributions; independent random variables; expected values, covariance,

    and correlation.

    Week 8 5.3-5.5 Sums of random variables; Central Limit Theorem; statistics and their sam-

    pling distributions; distribution of the sample mean; distribution of a linear

    combination.

    Week 9 6.1-6.2 Point estimation: definition of a point estimator, desirable properties of a point

    estimator (unbiasedness, minimum variance, consistency), methods of point

    estimation.

    Week 10 7.1-7.2 Interval estimation: definition of a confidence interval, interpreting confidence

    interval, large-sample confidence intervals, t distribution, small-sample esti-

    mation, confidence intervals for the mean of a normal distribution, chi-square

    distribution, confidence intervals for the variance of a normal distribution.

    Week 11 8.1, 8.4 Statistical hypothesis; null and alternative hypotheses; critical and acceptance

    regions; test procedure; type I error; type II error; level of significance; p-value;

    power of a test; power function of a test.

    Week 12 8.2-8.3, 9.1-

    9.2

    Tests about population mean; tests for population proportion; two sample tests

    about population mean. Z-tests and t-tests.

    Week 13 - Additional topics and/or final exam review

    2

  • Stat 3502 A, Winter 2014 Page 3 of 4

    Notes

    Withdrawal: The last day for academic withdrawal from the course is April 8,2014 .

    Tutorial : Tutorials will start the week of January 20, 2014. You are required toattend all tutorials. TA will present to work out some selected problems, to answer

    questions.

    Assignment : There will be 5 assignments with specific due dates that will be postedon cuLearn. It is your responsibility to submit your assignment to the TA in your

    tutorial session. Only hard copy assignments will be accepted. No electronic submission

    such as e-mail submission will be accepted.

    Midterm will be a 90-minute close-book exam on Friday, February 28, from6:30pm to 8:00pm . Place TBA in class. No make up, early, or delayed

    Midterm ; exceptions will be made in accordance with the university academic ac-

    commodation policies (see below). If you miss the midterm test you will receive a zero

    unless you provide your instructor with a proper documented reason (e.g., medical)

    within one week, in which case the weight of the midterm test will be shifted to the

    final exam. The same rule applies to each assignment. It is your responsibility to

    pick up your assignments/midterm in the following tutorial hours or class. After that,

    TAs and I are not responsible for missing assignment and midterm paper. It is your

    responsibility to make sure that your midterm/assignments marks recorded correctly

    by visiting cuLearn. Deadline to make any corrections on your midterm/assignments

    marks is within one week when you receive them. Students must bring their student

    card to midterm and place it on the desk where it is visible.

    Final Exam will be 3-hours, closed book exam based on whole term. It is the respon-sibility of each student to be available at the time of the examination. In particular,

    no travel plans for the examination period in April, 2014 should be made until the

    examination schedule is published. Students wishing to see their examination papers

    must make an appointment within three weeks of the examination to do this.

    Homework: Selected exercises, mainly from the text, will be posted on cuLearn.These exercises are not to be handed in and will not be graded. However, to succeed in

    the course it is ABSOLUTELY ESSENTIAL that you do the exercises on a regular

    basis.

    3

  • Stat 3502 A, Winter 2014 Page 4 of 4

    Calculators: Only non-programmable calculators are allowed for tests and the finalexam. I reserve the right to confiscate any calculator during a test or final exam.

    Course Information: It is your responsibility to keep up with information announcedin class, on cuLearn, or sent to your Carleton e-mail account.

    E-mail: According to Carleton University policy under the Freedom of Information ofPrivacy Act (FIPPA), please use your Carleton account for all course related emails.

    Math Tutorial Center: There is a mathematics and statistics help centre located at1160HP. For information visit the website http://www5.carleton.ca/math/handbook-2/

    tutorial-centre/

    Important Dates: http://carleton.ca/registrar/registration/dates-and-deadlines//

    Students with disabilities requiring academic accommodations in this course mustcontact a coordinator at the Paul Menton Centre for Students with Disabilities to com-

    plete the necessary Letters of Accommodation. After registering with the PMC, make

    an appointment to meet and discuss your needs with me in order to make the necessary

    arrangements as early in the term as possible. Please note the deadline for submitting

    completed forms to the Paul Mention Centre is March 7, 2014 .For more details

    visit the PMC website: http://www2.carleton.ca/pmc/students/accommodations/

    Pregnancy obligation: write to me with any requests for academic accommoda-tion during the first two weeks of class, or as soon as possible after the need for

    accommodation is known to exist. For more details visit the Equity Services website:

    http://www2.carleton.ca/equity/accommodation/academic/students/

    Religious obligation: write to me with any requests for academic accommoda-tion during the first two weeks of class, or as soon as possible after the need for

    accommodation is known to exist. For more details visit the Equity Services website:

    http://www2.carleton.ca/equity/accommodation/academic/students/

    4

    Instructor: Dr. Masoud NasariClass ScheduleMarking SchemeText BookPrerequisiteTentative Schedule(This schedule is subject to change depending on the progress of the course.)-0ptNotes