STOR 435 SECTION 002: INTRODUCTION TO PROBABILITY

SPRING 2017, TU-TH: 2:00-3:15 (HANES 120)

INSTRUCTOR: SHANKAR BHAMIDI
INSTRUCTIONAL ASSISTANT: XI YANG

G ENERAL I NFORMATION
This course is an advanced undergraduate course in probability. It covers random variables, mo-
ments, binomial, Poisson, normal and related distributions, generating functions, sums and se-
quences of random variables, and statistical applications.
Course goals and key learning objectives: The main goal of this course is to provide students with the
fundamentals of probability theory that are necessary for more advanced courses in STOR, MATH, CS
and other disciplines, and that can be used by students as a foundation for future research or other
work in Statistics, Actuarial Science, Machine Learning, Analytics, Applied Mathematics and other
areas.
Target audience: Students in Mathematical Decision Sciences, Mathematics, Computer Science,
Physical Sciences and other majors and minors.
Prerequisite: A good working knowledge of Mathematics 231-233 (calculus of one and several vari-
ables) or equivalent. Students will need some familiarity with manipulating single and double sums
and should be comfortable with standard mathematical notation for sums, products, unions, inter-
sections, sets and so on. They should be familiar with integration on the line (including the integrals
of exponential functions and polynomials) and with multiple integrals in the plane. We will assume
knowledge of some basic facts like the binomial theorem, the geometric series, and the series expan-
sion of the exponential function.
Credits: 3
Textbook: Introduction to Probability by Joseph K. Blitzstein and Jessica Hwang (There is only one
edition of this book).
Calculator: You will need a calculator that can calculate exponentials and factorials. You will need
this both for the homeworks and for tests. Please bring the calculator to every class.
Course requirements: The performance in this class will be assessed based on homeworks, scores on
the two midterms and scores on the final. The grade will consist of the following
(a) 30 % for Homeworks.
(b) 17.5 % for Midterm 1.
(c) 17.5 % points for Midterm 2.
(d) 35 % points for the Final Exam.
Each of these aspects are described in more detail below.

S YLLABUS AND L ECTURE FORMAT

Selected topics from Chapters 1-10 of the book. See the end of this outline for more detailed
description of the topics covered. The order of topics, emphasis and in some cases content covered
might be slightly different from the book. The book also has material on programming (using the
language R); this is not relevant for the course.

Course website: The course website is at http://sakai.unc.edu. Homework assignments,

announcements, grades and other information will be posted there. On the night before each lecture,

1
2 STOR 435: INTRODUCTION TO PROBABILITY

I will put up skeleton Lecture slides on Sakai. It is your responsibility to print these slides and bring
them to class. We will work through problems on the slides in class.

H OMEWORKS
Daily homeworks will be assigned and will count for 30% of your final grade. All homeworks will be
posted on our Sakai class site under “Assignments” and are typically due at the start of next class. You
will find due dates next to each assignments on Sakai. Assigned homeworks are of two types:
(a) Tuesday HW: These will typically be shorter homeworks, mainly to make sure you follow the
material covered on Tuesday. These will be assigned after class on Tuesday and will be collected
on Thursday of the same week.
(b) Thursday HW: These are longer HWs to make sure you understand and work through the material
covered in the week. These will be assigned after class on Thursday (by 8:00 pm Thursday night)
and will be collected at the start of the next Tuesday class.
Each Homework will be out of 20 points.
Homework Policies:
(i) All homeworks will be graded and carry equal weight. At the end of the semester your worst
homework will be dropped, the rest of your homeworks will be averaged and will count towards
30% of your final grade.
(ii) You are allowed (and encouraged) to work with other students but the homework should be in
your own words.
(iii) No late homeworks will be accepted. Homeworks will be collected in class only at the beginning
of each class. Please do not leave the homeworks anywhere else, they will not be graded.
(iv) You are encouraged to meet me or the Instructional assistant in our office hours for help on the
homework problems after you have tried to solve the problems on your own. Homework grades
will be posted on Sakai. Any question regarding homework grade should first be addressed to the
Instructional assistant and if you still have questions then feel free to meet me. If you feel that
some parts of a graded assignment should be regraded, please go to the Instructional Assistant
within 2 weeks of getting back your assignment. Homework re-grades after this period will not
be possible. Given the size of the class, answering doubts regarding the homeworks or course
material via email will be very difficult so please come to Office hours.

O FFICE H OURS
My office hours are
• Monday: 11:30-1:00 in 304 Hanes.
• Wednesday: 11:30-1:00 in 304 Hanes.
Instructional Assistant’s OH: 9:30 - 10:30 (Tuesday) in Hanes B07 [Basement of Hanes].

E XAMS
There will be two midterms (each worth 17.5% of your grade) and one final (worth 35% of your
final grade). The syllabus for the final exam is everything covered during the semester. Note that
the contribution of the exams count for 70% of your final grade while HWs contribute 30%. When
computing your grade at the end of the semester I will compare your worse midterm score (each
calculated out of 17.5) with 1/2 the score on the final exam (calculated out of 35) and if the worse
midterm score is lower then I will replace this score with 1/2 the score on the final, else I will use the
midterm score. If both your midterm scores out of 17.5 are the same and lower than 1/2 the final score
out of 35 via this scheme, I will pick one of the midterm scores to replace with 1/2 the final score.
 STOR 435: INTRODUCTION TO PROBABILITY 3

Example: Suppose, the first midterm was out of a total of 30, the second was out of 27 and the final
exam was out of 60. Suppose your respective scores were 15/30, 24/27 and 58/60. Suppose your score
on the homeworks averaged (with the worst homework omitted) was 28/30. Then your total will be
calculated as follows:
(a) Homework out of 30: 28
(b) Midterm 1 out of 17.5: 8.75
(c) Midterm 2 out of 17.5: 15.55
(d) Final out of 35: 33.83. So 1/2 of final out of 40 = 16.92
(e) Lowest midterm score = 8.75 < 16.92.

So final score = 28 + 16.92 + 15.55 + 33.83 = 94.30.

Exam Policies:
(i) All exams are required and there will be no make up exams.
(ii) All exams will be closed book and closed notes and in class with no formula sheets. Computers
are not permitted in the exam but you are allowed (and will need) calculators.
(iii) There will be review sessions usually on the day before each midterm. Before the final there will
be extended office hours. Check the class Sakai site once the dates and locations are fixed.
(iv) If you need to be excused from the regularly scheduled final exam because you have 3 Final
exams within 24 hours, you must obtain a written Dean’s excuse and must discuss your situation
with me at least 3 weeks before the regularly scheduled Final exam so that other arrangements
can be made.
Schedule for the exams: The following tentative schedule will be finalized by first week of class.
• Midterm 1 (in class): February 16th (Thursday): 2:00 - 3:15 pm. This will be a multiple choice
exam.
• Midterm 2 (in class): April 4th (Tuesday) 2:00-3:15 pm. This will be a multiple choice exam.
• Final: May 8 (Monday), 12:00 pm - 3:00 pm. This time has been set by the university and
cannot be changed. This will be partially multiple choice and partially “free response”.
The professor reserves to right to make changes to the syllabus, including Midterm 1 and 2 dates
(excluding the officially scheduled final examination), when unforeseen circumstances occur. These
changes will be announced as early as possible so that students can adjust their schedules.

G RADING SCHEME
I will curve your total grade, not grades on individual tests. If your total is above 90 you are assured
an A- or an A. If you get above 80 you are assured of a B-, B, or B+ etc. I reserve the right to curve grades
using more generous cutoffs depending on the overall performance of the class. Once the final grade
has been assigned, it cannot be changed unless there has been a numerical error in computing the
grade.

C ONTACT I NFORMATION
I am most easily contacted via my
Email address: bhamidi@email.unc.edu
IA’s email id: xiyang@live.unc.edu
When sending us an email please put STOR 435.002 in the subject line.
Physical Coordinates: My office is 304 Hanes Hall. IA’s office: B07 Hanes [Basement]
4 STOR 435: INTRODUCTION TO PROBABILITY

A DMINISTRATIVE D ETAILS AND C LASS E TIQUETTE

(i) All questions regarding course registration and waitlist should be directed to Christine Keat
(crikeat@email.unc.edu, Room 321 Hanes Hall, 962-2307).
(ii) You are responsible for verifying your recorded scores (homeworks and midterm exams) during
the semester. The grades will all be available on the Sakai class site.
(iii) Attendance at lectures is expected. I will frequently pass out an attendance sheet in class.
(iv) All students must be familiar with and abide by the Honor Code, which covers issues such as
plagiarism, falsification, unauthorized assistance or collaboration, cheating, and other grievous
acts of academic dishonesty. Violations of the Honor Code will not be taken lightly.
(v) Use of electronic devices (excluding your calculator) are prohibited.

FAQ/T IPS TO SUCCEED

(a) Is this class hard? Only if you make it hard. Spend 30 mins-1 hour everyday going over the ma-
terial taught in class and come to office hours if you have any questions. Do not wait till the day
before an exam. The material in the course requires time outside of class to think and digest and
then apply by doing HW problems.
(b) Why are there HWs every class? I showed you why the material in the course is integral to life and
to the MDS program. The only way to understand the material is active participation. You need to
do many problems to understand the basic concepts. Not doing the HWs seriously is a guaranteed
path to a bad grade in the course.
(c) How does the difficulty of the material progress? The first few lectures tend to be easy (com-
binatorics/counting). However the intensity of the course ramps up and it is very easy to be left
behind!
(d) Your emails are occasionally terse. Do you not like me anymore? Given the nature of the subject,
it is very difficult to explain concepts over emails, the best way to understand is to show up in OH
or meeting in person.
(e) The book has computer code in the programming language R. Will we need or do any “pro-
gramming”? Not this year!

R EASONS FOR DOING POORLY

(i) Not keeping up with the course. Vague understanding of the course material will not help in
solving problems. If you wait just before the exams you will do poorly.
(ii) Not doing enough problems. Only way to learn the subject is by DOING. Learning how to bike
analogy.
(iii) Calculus: Conceptual understanding of Calculus is essential especially for the 2nd half of the
course. If you think that is your weakness, start brushing up/reviewing now!
(iv) Conceptual understanding important: The tests will not just be a rehash of homework prob-
lems/practice test problems. There will be new questions. Whenever you do a problem, ask
yourself, what concepts did you use, what did you learn instead of rushing off to the next ques-
tion.
(v) Not having fun!

T ENTATIVE LIST OF TOPICS

Below is a brief list of topics covered last time I taught this course with an approximate location in
the book. Three caveats about the list of topics:
 STOR 435: INTRODUCTION TO PROBABILITY 5

(a) The list below is tentative (taken from Spring 2016) and is meant as a tentative guide/schedule.
In some years I can cover additional topics and other years I cannot cover all the topics below. I
occasionally re-order things as well. This all depends on the ebb and flow of the class.
(b) The sections from the book are also only meant as an approximate guide. For some topics, I cover
more in the lectures (or in a different manner) than that in the book and vice-versa. At the end of
the day consult your lectures for the exact collection of topics covered. Everything covered in the
lectures is fair game for exams etc.

Lec.# Topics Approx. location in book

1 Course outline;Combinatorics Sec 1.4 (with additions).
2 Axioms of Probability I Sec 1.2 -1.6
3 Axioms of Probability II Sec 1.2 -1.6
4 Conditional probability/Independence I Sec 2.1 - 2.2
5 Conditional probability/Independence II Sec 2.3 - 2.7
6 Discrete Random Variables (pmf, cdf, Expectations, MGF) Sec 3.1- 3.7, 4.1, 6.4.
7 Binomial, Poisson and Poisson approx to Binomial, Poisson Process Sec 3.3, 4.7 -4.8, 5.6
8 Geometric distribution, Sums of random variables 4.3, 4.2
9 Continuous r.v (pdf, cdf, expectations, uniform). Sec 5.1-5.3.
10 Normal dist, Normal approx to Binomial 5.4, Example 10.3.6.
11 Exponential, Gamma, Functions of r.v.s 5.5, 8.4, P339-342.
12 Joint distributions, Independence, Multinomial 7.1, 7.4.
13 Joint distributions, Sums. MGF 3.8, 8.2, 6.6
14 Cond. distrns. and expectations, joint distrn of functions of r.v.s 7.1, 9.1-9.2, 8.1.
15 Properties of Expectations 7.3, 4.4,
16 Properties of conditional expectations 9.3
17 Inequalities, Limit Theorems 10.1.13, 10.2, 10.3.