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STAT 395, Probability II
 Winter Quarter 2002

Prerequisite: STAT/MATH 394.

Class Times: MWF, 11:30am - 12:20am
Room: MUE 155
Text: Introduction to Probability, Douglas G. Kelly (Required). We will cover chapters 4-8, plus some supplementary materials in lectures.

Instructor: Matthew Stephens
Office: Padelford C315, Tel 543-4302
Office Hours: M2-3, T1-2, or by appointment
e-mail: stephens@stat.washington.edu

Grader: Alex Morozov
e-mail: morozov@u.washington.edu

I welcome feedback about what you think of the class (or, if you were present, last quarter's STAT 394 class). You can email me, anonymously if you prefer, from here.

Announcements

Final Grades are now available. They will show up as "Late Grades", as they were due Monday, but not finished until today Wednesday (sorry).

Here is an Example Final, and Last year's final.

The grades I have on record for you for the term, including the midterm grade, are available here, listed in order of last five digits of student ID. Each graded piece has two columns: the first your actual score, and the second giving your score as a percentage. Check that the scores I have on record match those returned to you, and let me know of any discrepancies.

Here is an Example Mid-term. And here are some more Example Questions

We will begin by reviewing the material from 394, by going over questions from last quarter's final. The first homework is due Wednesday January 16th.

Outline:

This is the second quarter of a two or three quarter sequence in Probability (394-395-396). Although the course contains a theoretical component, we will place more emphasis on applications, and on turning descriptions of real-life situations into calculation problems. For example, by the end of the class students should be able to:
  • Calculate the expectation and variance of a random variable.
  • Use the criteria of maximising expected utility to make decisions.
  • Find the distribution of simple functions of a random variable.
  • Find the distribution of the sum of two independent random variables.
  • State and apply the laws of large numbers.
  • Use the Central limit theorem to justify modelling using the Normal distribution.

    Exams

    There will be a mid-term exam in class on Wednesday Feb 13th. It covers Chapters 4 and 5 of the text, and constitutes 25% of your grade. You will be allowed a single page of notes (both sides of a letter-sized page). The final exam will be given as scheduled on Wednesday March 20, 2:30-4:20pm. It is comprehensive, and will be 40% of your grade. Again, a single page of notes will be allowed.

    Homeworks

    Homeworks are due on Wednesdays at the beginning of class, and will account for 25% of the final grade, with your worst homework being ignored. See Homeworks for lists of problems and due dates.

    Problem Sessions

    Each week (Fridays) we will work problems in class.The problem sessions are intended to develop the ability to turn descriptions of situations into calculation problems. You should expect to be asked to work on problems in small groups, and to occasionally present and explain the answers in class. Participation in problem sessions and class discussions will constitute 10% of your final grade.
    • UW - Statistics