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STAT 396, Probability III
 Spring Quarter 2001

Prerequisite: STAT/MATH 394,395.

Class Times: MWF, 10:30am - 11:20am
Room: PAR 313
Text: Introduction to Probability Models, Sheldon Ross (7th edition, Required). We will cover sections from chapters 2-7

Instructor: Matthew Stephens
Office: Padelford C315, Tel 543-4302
Office Hours: M2-3, F1-2, or by appointment
e-mail: stephens@stat.washington.edu

Grader: Andrei Kryjevski
e-mail: abk4@u.washington.edu

I welcome feedback about what you think of the class. You can email me, anonymously if you prefer, from here.

Announcements

Final GRADES are now available.

The grades I have on file for you, up to and including the midterm, are now available to view by student number here. The total is an overall mark obtained by weighting homeworks and midterm equally. I have not dropped your worst homework in this summary. Please notify me of any mistakes or discrepancies as soon as possible.

I will be out of town on Friday May 4, so there will be no class that day. I will email about possibly re-scheduling this class. Watch here for further announcements.

Outline:

This is the third quarter of a three quarter sequence in Probability (394-395-396). Although the course contains a theoretical component, we will place emphasis on applications, models, and on turning descriptions of real-life situations into calculation problems. For example, by the end of the class students should be able to:
  • Find moment generating functions of standard random variables
  • Use Markov Chains to model real-world phenomena
  • Find the stationary distribution of simple Markov Chains
  • Use a continous-time Markov process to model real-world phenomena
  • Use a computer to simulate simple queueing systems

    Exams

    There will be a mid-term exam in class on May 2. It will cover at least Section 2.6 and Chapter 4 of the text (perhaps more, depending on how quickly we cover the material), and constitutes 25% of your grade. You will be allowed a single page of notes (both sides, any size). The final exam will be given as scheduled on Monday June 4, 8:30-10:20am. 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 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