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UNIVERSIDAD NACIONAL DE COLOMBIA FACULTAD DE CIENCIAS Departamento de Estad stica Semester 01-2013 Course: Theory of Probability Code: 2018632-1

Week hours:4 Graduate Program: Master in Statistics Professor: Henry Mendoza Rivera. E-mail: hmendozar@unal.edu.co Skype:hmendozar Lectures: 7:00 AM-9:00 AM, Wednesdays and Fridays in Building 405 Room 313 Oce Hours: 9:00 AM-11:00 AM, Wednesdays and Fridays in Building 405 Oce 333. Please send an e-mail a day before to make your appointment.

Course Description and Purpose


Theory of Probability is considered to be a major component in statistic. There are two approaches to the study of probability theory. One approach is nonrigorous. The other approach is rigorous and use tools of measure theory. It is the rst approach that will be used in some chapters of this this course. However, we also will be focus both on understanding and applications. Some proofs are presented and posted as a homework. This course deals with the theory of probability, and application of probabilistic models in example cases and situations related to dierent elds such as engineering, computer science economy, education, nance among others. The course covers theory, application, and interpretation of probabilistic models. Emphasis in the course is on the mastery of concepts and theory, and development of critical analysis skills in understanding research using the covered theory of probability.

Chapters and Tentative Course Organization


Chapters
Chapter 01 02 03 04 05 06 07 Title Probability Random Variables Moments and Generating functions Limit Theorems Special Distributions (discrete) Special Distributions (continuous) Sample Statistics

Tentative Course Organization


Week 01 01 02 02 03 03 04 04 05 05 06 06 07 07 08 08 09 09 10 10 11 11 12 12 13 13 14 14 15 15 16 Lecture 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 Chapter 01 01 01 01 02 02 02 01 and lectures:5,6,7 02 02 02 03 03 03 03 03 03 02,03 04 04 04 05 05 05 06 06 06 07 07 All chapters Topic Introduction, Sets and Sigma algebras Probability Axioms Counting rules and examples Conditional probability and Independence, Bayes Theorem Random variables and distribution functions(univ., and mult.) Discrete (univ., and mult.) Absolutely continuous random variables (univ., and mult.) Test 1 Distribution of functions of random variables (Discrete) Distribution of functions of random variables (continuous) Conditional distributions and independence Expectation and Moment Tchebychev Inequality, and Conditional expectation Multivariate moments, and Generating functions Order Statistics Characteristic function Multivariate Generating function Test 2 Modes of convergence Modes of convergence Law of large numbers, and Central limit Theorem Binomial an Negative Binomial Distribution Discrete Uniform, Poisson, and Hypergeometric Distribution Multinomial,Uniform and Gamma Distribution Beta,Dirichlet and Cauchy Distribution Multivariate normal including quadratic forms Sample Statistic, and Delta Method Asymptotically normal Chi-square, Student and F distribution, sample correlation Review Final Exam

Textbook, and References


Textbook:
An Introduction to Probability and Statistics Vijay K. Rohatgi and A.K.Md.Ehsanes Saleh.2001, John Wiley and Sons, Inc.

References in alphabetical order


Bartle, R.G. (1966). Elements of Integration. Second edition. John Wiley and Sons, Inc. Blanco,C. L.,Arunachalam,V. and Dharmaraja, S. (2012) Introduction to Probability and Stochastic Processes with Applications.,John Wiley & sons. Capinski,M & Zastawniak,T. (2001). Probability Through Problems.Springer-Verlag New York,Inc. Feller,W. (1970) An introduction to Probability Theory and its Applications. John Wiley. Third edition. Grimmett G. & Stirzaker D.(2002) Probability and Random Processes. Oxford University Press. Third edition. Gut, A.(2005). Probability: A Graduate Course. Springer Science+Business Media, Inc. Halmos, P.R. (1974). Measure Theory. Springer-Verlag New York Inc. Hoel P.,Port S. & Stone C. (1971) Introduction to Probability Theory. Hough-ton Miin. Jacod, J. and Protter, P. (2003) Probability Essentials, 2nd ed. Springer-Verlag. R Development Core Team, R: A language and environment for statistical computing, R Foundation for Statistical. Resnick,S.I. (1999). A probability Path. Birkh auser Boston. Ross,S. (2010) A rst course in Probability. Prentice Hall. 8th Edition. Royden, H.L. and Fitzpatrick, P.M. (2010). Real Analysis, fourth edition. Pearson Education, Inc. Rudin,W. (1976). Principles of Mathematical Analysis. Third edition. McGraw Hill Book Co. Shao, J. (2003). Mathematical Statistics. Springer-Verlag New York Inc. Stewart, J. (2008). Multivariable Calculus: Early Transcendentals, Sixth Edition Thomson Learning, Inc Taylor,S.J., (1973). Introduction To Measure and Integration, Cambridge: Cambridge University Press.

Methodology
The course methodology will be based on activities such as lectures, discussions, homework.

Grading
Test 1 Test 2 Final Exam Homeworks Quizzes Percentage 20 20 30 20 10 Date Week 4: Class 2 Week 9: Class 2 Week 16: Class 1 Monday after posted Contents All covered topics la fecha All covered topics All All topics covered on the semester

Important Remarks
1. Academic integrity:
For this course, you should work mostly independently on the homework. You may consult the instructor or other students while working on the homework, but you must acknowledge this help by making a note on your homework. Also, you must write your nal solutions independently and may not copy homework from other students or any other source.

2. Homework:
Homework will be due on Monday at 11:55 PM after a week when the homework was posted. You have to attached a .zip le with the .pdf and LaTeX les in the option menu called Assignments in the Learning Management System used by the university: http://www.campus.virtual.unal.edu.co. You can log in by entering your email user and the corresponding password. Late homework will not be accepted. Homework will count for 20 percent of your course grade. Along with your individual homework, another feature of the course will be team homework assignments. Each of the team problems will require considerable thought and a complete, well-written solution. Your grade for each team homework assignment will be assigned to the team as a whole, so everyone in your group will be responsible for each others learning of the material.

3. Quizzes:
There will be unannounced short (5-minutes) quizzes during class at random times throughout the semester. Quizzes will usually be given near the end of class, but may be given at the beginning of class occasionally. Your performance on these quizzes will count for 10 percent of your grade. Some quizzes will be posted in the Learning Management System used by the university . None of these quizzes may be made up.

3. Tests and Final Exam:


You can bring to the Final Exam and every Test your own double sided cheat sheet. The tests and Final Exam must be submitted on white letter-size paper.

3. Tests and Final Exam:


You can bring to the Final Exam and every Test your own double sided cheat sheet. The tests and Final Exam must be submitted on white letter-size paper.

4. Software:
LaTeX To write in Latex you can download and install: 1. MikTeX, the LaTeX distribution is the core of the system. It contains the most important programs needed for generation of DVI, Postscript and PDF, and all additional packages. Download from http://www.miktex.org/2.9/setup (90 - 1000 MB) 2. The package Ghostscript http://downloads.ghostscript.com/public/gs905w32.exe (10 MB) 3. The package GSview http://pages.cs.wisc.edu/ ghost/gsview (3 MB) 4. The LaTeX editor package. You can use one of the following: Textudio, Texmaker, Lyx, Texniccenter Statistical program R Some homework will require calculations using the statistical program R. You can download it from http://www.r-project.org/

5. Bonus Points:
Each academic activity for bonus points will give you at the most 100 points. One you complete 5 bonus points, you can change the total score on these bonus points by a grade quiz. That is, for example is you get a total of 500 points and you have some Quiz gradet 200, you will ask the professor to change it by 500. Then your new Quiz grade will be 500 instead of 200. Note: An academic activity for bonus points can be: Quiz corrections, test corrections, lecture class notes, exercise class, or any assigned academic activity assigned by the professor. To be valid and participate for bonus points you have to send them by BlackBoard in the menu option called Bonus and attach on it the pdf and Latex le.

6. Internet Resources:
Most course information will be posted on BlackBoard or through e-mail. It is your responsibility to check these resources on a regular basis.

7. Study skills:
Useful videos about Study Skills

8. This Document:
This policy sheet is tentative and is subject to change. Any changes will be announced in class, through e-mail, and on BlackBoard, and an updated version of the syllabus will be posted on BlackBoard or Dropbox.

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