Math 394

Math/Stat 394, Probability I (3 credits), Winter 2019

Instructor : (Christopher Hoffman) Fritz Scholz

Office : Padelford C-310
E-mail : fscholz (at) u (dot) washington (dot) edu
Office hours : Monday 1:30-3:30, or by appointment MWF.

Course Information

Description : (from the course catalog): Sample spaces; basic axioms of probability; combinatorial probability; conditional probability and independence; binomial, Poisson, and normal distributions. Prerequisite: either 2.0 in MATH 126 or 2.0 in MATH 136; recommended: MATH 324 or MATH 327. Offered: jointly with STAT 394; AWS.
Lecture : LOW 201, MWF 8:30-9:20
Textbook : Anderson, Seppäläinen and Valkó, Introduction to Probability
Grades : The grade for this class will be based on homework, one midterm and a final exam. The homework will be due in class on Wednesdays.
Homework and Exams
- Homework (20% of grade) There will be one homework assignment per week except the week of the midterm.
- Midterm (30% of grade) In class on Wednesday February 13.
- Final Exam (50% of grade) Tuesday, March 19, 8:30-10:20, LOW 201

Syllabus

Course Syllabus

Schedule

Course Schedule Subject to modification as we go along.

Homework Assignments

Homework 1 (due Wed Jan 16): assignment
Homework 2 (due Wed Jan 23): assignment
Homework 3 (due Wed Jan 30): assignment
Homework 4 (due Wed Feb 6): assignment
Homework 5 (due Fri Feb 22): assignment
Homework 6 (due Wed Feb 27): assignment
Homework 7 (due Wed March 6): assignment
Homework 8 (due Wed March 13): assignment

Lecture Notes

Wednesday Jan 9

Friday Jan 11

Monday Jan 14

Friday Jan 18

Monday Jan 28

Friday Feb 1

Friday Feb 8

Friday Feb 22

Monday Feb 25

Wednesday Feb 27

Friday Mar 1

Monday Mar 4

Wednesday Mar 6

Friday Mar 8

Monday Mar 11

Wednesday Mar 13

Graphical Display of HW, Midterm, Final Scores

Scores and Grades, sorted by student ID in increasing order.

Boeing's Final Report on Space Station Integrated Wall Design and Penetration Damage Control
my part is on pp 217-231

Early Article on the ISS Risks

ISS Penetration Risk Map

Central Limit Theorem

Proof of the central limit theorem
The proof is complete and only uses a 2-term Taylor expansion from calculus. No moment generating or characteristic function methods are used. As special cases we get the Lindeberg-Levy CLT for i.i.d. random variables with finite variance and the Liapunove CLT for independent (not necessarily identically distributed) random variables with finite absolute third moments satisfying the Liapunov condition.

The Law of Rare Events

Error bound for the Poisson approximation to the Poisson-Binomial distribution.

Home page of Fritz Scholz