probability calculator

Note: You are responsible for both material covered in class and these lectures. The pace of the course may require some changes to the schedule indicated. By the end of the course we will have covered all the material. The probability calculator is specific to the normal distribution. There are also numerical tables in the text ( and tail areas online).


lecture#1
lecture:

relevent text sections:  Chapter 1 except for 1.5 (conditional probability).

suggested problems from the text: Section 1.8: 1, 5, 7, 13, 17, 21, 35, 37, 67, 71, 73, 75,


Challenge Problems
If A is an even then the indicator function (rv) of A is defined as I(A)(s)=1 if s is in A and I(A)(s)=0 if s is not in A. Notice that I(A) is a function from S to the reals. Its range is {0,1}. It is an example of a discrete rv. It is also called a Bernoulli random variable ( see p37 of the text)

1. Show I(AUB)=I(A)+I(B)-I(AB)   Note: I(A) is also written as IA
2. Show (union of all Ak)c=intersection of all Akc
3. Definition: Xn-->X   if   Xn(s)-->X(s), for each s in S. Definition: Events An-->A if    I(An)-->I(A). Note: The limits are as n-->oo.
   Now suppose An is contained in An+1, for each n=1,2,... (the A's are getting bigger or staying the same). Show An-->UAk. That is, we are saying that the limit is the unioun of all the Ak's. What happens if the A's get smaller as opposed to increasing?


lecture#2
lecture:

problem set These problems relate to material not found in the text.

relevent text sections: the indicator r.v. is on p37, 1.3, 1.5, 4.1, 4.2 

suggested  problems from the text: Section 1.8: 47, 49, 51, 53, 57, 59, 61, 64 (show that conditional P satisfies the Kolmogorov Axioms),


lecture#3

lecture:

problem set: Section 2.5: 1, 3, 11, 13, 15, 17, 21, 23, 27, 29. Section 4.7: 2, 3, 7, 15, 27, 30, 35, 83 (use pgf's), 85 (you may also use pgf's), 94

relevent text sections: 2.1, 4.1, 3.4, 4.1, 4.2, 4.5


lecture#4
lecture:

problem set: Section 2.5: 5, 6, 7, 19, 33, 35, 40, 41. Section 4.7: 5, 8 (challenge), 13 (challenge), 31, 33 ( special case of Chebyshev), 42, 49, 50, 55, 57, 71 (application of conditioning in the discrete case), 79, 81, 85 (use mgf's), 95, 97.

relevent text sections:

2.1, 2.2(up to p52, 4.1, 4.2, 4.5, cumulative distribution function for both the discrete and cts cases (pp 36, 48), p121 (Markov), pp 133, 134 (Chebyshev), p174 (pgf),


lecture#5
lecture:

problem set: Section 2.5: 39, 40, 41

relevent text sections: pp35-37, pp47-52,


Lecture#6 (test!)

Test Date: Wed, Oct 16 from 7-10PM       and      Test Location:   SS2110 and the lecture room. Please see the announcement on Blackboard for your room.

Note: The test covers the first  5 lectures as done in class and on the web. Please do the pratice test.

lecture#7
lecture:

problem set: Section 4.7: 7, 13 (do in a rigorous way using integration by parts), 14, 16, 21, 23, 25, 31, 35, 43 {Note: cov(X,Y)=E(XY)-E(X)E(Y)}, 50, 55, 57, 79, 81, 83, 85, 89, 91, p189 #9 ( note that a binomial is a sum of Bernoulli rv's and so the CLT may apply, see #8 on that page for the Poisson)

relevent text sections: 2.2.1, 2.2.2, 2.2.3, 2.3, 4.1.2, 4.2, 4.5, p184


lecture#8
lecture:

problem set
: Section 2.5: 45, 47, 50, 51, 53, 55, 57, 59, 60, 61, 62, 63, 65, 67, 69, 71 Section 3.8: 1, 3, 7, 9, 11, 15, 17, 19, 25, 42(a), 43, 47, 51, 55 Section 6.4: 3, 5, 7

Note: For some of the problems you will need the notion of a conditional pf or pdf. This is f(y|x)=f(x,y)/f(x), where f(x,y) is the joint pf/pdf and f(x) is the "marginal" pf/pdf of the first component. You need only calculate these for now. Conditioning in the cts case is tricky. In the discrete case it is basically conditional probability.

relevent text sections: 2.2.4, 2.3, Chapter 3 ( omit sections 3.5 and 3.7 for now) Note: 3.6.2 deals with the change of variables formula (see also p62), Chapter 6 (omit 6.3 for now)


lecture#9

lecture: This is a fairly long lecture. Please note the definition of correlation on the last page. You will need to read about the bivariate normal and the Student-t distribution.

problem set: Section 2.5: 39, 48, 56 Section 3.8: 6, 8, 13, 23, 33, 49, 52, 57, 59, 61, 63, 65 Section 4.7: 25, 43, 47, 53, 57, 59, 63, 71, 73, 77, 79, 95 Section 6.4: 5, 6, 7

Challenge problem: Derive the pdf of a Student-t rv with n degrees of freedom using its relationship to the F distribution.

relevent text sections: 3.5, 3.6, 4.3, 2.2.4, 6.2

lecture#10
lecture:

problem set: Section 3.8: 13, 22, 23, 45, 64, 70  Section 4.7: 5, 7, 9, 33, 45, 49, 68, 69, 75, 93  Section 6.4: 3, 8


relevent text sections: 3.2 (for the multinomial), 3.5, 4.3, 4.4,
   


lecture#11
lecture:

problem set: Section 3.8: 69, 71, 73, 75, 77, 78, 79, 81 Section 4.7: 17, 19, 61 Section 5.4: 1, 3, 5, 7, 9, 15, 17, 29

relevent text sections: Chapter 3.7, 5, 6.3


lecture#12

Coverage of any missed topics. Review of the course and discussion related to the exam.