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[Announcements | Instructor | Homework| Tutorials | Office Hours | Textbook | Lecture Slides| Syllabus| Statement on Academic Integrity]

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Instructor

Tamas Linder
Office: Jeffery Hall, Room 401
Telephone: 533-2417
Email: linder [AT] mast.queensu.ca

Lectures

Monday 9:30 am, Wednesday 8:30 am, Thursday 10:30 am
Jeffery 101

Tutorials

Tuesday 8:30, Jeffery 118

Click here to see the recommended practice problems. These are not to be turned in but can help you learn the material better and practice for exams. Solutions to a selected number of these problems will be discussed at the tutorial sessions. Please print out the problem sheets before coming to the tutorials.

Instructor's Office Hours

Wednesday 2:30-4:00 pm.

Text

Fundamentals of Probability with Stochastic Processes (3rd Edition) by S. Ghahramani (Prentice Hall, 2005).

Lecture Slides

Pre/Corequisites

MATH 221 or 280, or demonstrable familiarity with vector calculus.

Homework Assignments

There will be 10 homework assignments, due on Fridays before noon in my mailbox (Jeff. 401). Late homeworks will NOT be accepted.
Assignment #1 will be due on Friday, Sept. 23, and assignment #10 will be due on Friday, Dec. 2.
There will be no assignment due on Friday, Oct. 29.

Homework assignments will be posted here. No paper copies will be handed out.

Solutions to the assignments will be posted on the homeworks page immediately after the assignment due dates.

Midterm Test

The midterm exam is scheduled for Wednesday, October 26, 5:30 - 7:30 pm, Jeffery 225

Click here for more midterm info.

Evaluation

Each homework assignment will be worth 2% of the final course mark. The lowest homework mark will be dropped, meaning that only 9 homeworks, accounting for a total of 18%, will count toward your final course mark.

The final course mark will be the larger of the following two scores:
Score A: Homeworks 18%, midterm 25%, final exam 57%
Score B: Homeworks 18%, final exam 82%

There will be no makeup exams. If you miss the midterm for any reason, your final exam will count 82% toward your final mark.

Outline

• Basic concepts of probability theory: axioms of probability; counting; conditional probability; law of total probability and Bayes' rule; independence of events (Sections 1.1-1.4, 1.6, 1.7, 2.1-2.4, 3.1-3.5 of text).

• Discrete Random Variables: random variables; distribution functions; expectation, variance, and moments of a discrete random variable; uniform, Bernoulli, binomial, Poisson, and geometric distributions (Sections 4.1-4.6, 5.1-5.3 of text).

• Continuous Random Variables: probability density functions; functions of random variables; expectation, variance, and moments of a continuous random variable; uniform, normal, and exponential random variables (Sections 6.1-6.3, 7.1-7.3 of text).

• Multiple Random Variables: pairs of random variables; joint distributions; independent random variables; conditional distribution and expectation; functions of two random variables; multivariate distributions (Sections 8.1-8.4).

Statement on Academic Integrity

Academic integrity is constituted by the five core fundamental values of honesty, trust, fairness, respect and responsibility (see www.academicintegrity.org). These values are central to the building, nurturing and sustaining of an academic community in which all members of the community will thrive. Adherence to the values expressed through academic integrity forms a foundation for the "freedom of inquiry and exchange of ideas" essential to the intellectual life of the University (see the Senate Report on Principles and Priorities)

Students are responsible for familiarizing themselves with the regulations concerning academic integrity and for ensuring that their assignments conform to the principles of academic integrity. Information on academic integrity is available in the Arts and Science Calendar (see Academic Regulations [PDF]), on the Arts and Science website and from the instructor of this course.

Departures from academic integrity include plagiarism, use of unauthorized materials, facilitation, forgery and falsification, and are antithetical to the development of an academic community at Queen's. Given the seriousness of these matters, actions which contravene the regulation on academic integrity carry sanctions that can range from a warning or the loss of grades on an assignment to the failure of a course to a requirement to withdraw from the university.