45-733 PROBABILITY AND STATISTICS I

ANNOUNCEMENTS: The Final Grades Have Been Entered Into the CMU System and the Final Exam Answers Have Been Posted

3rd Mini, Spring 2000, Graduate School of Industrial Administration, Carnegie-Mellon University, Pittsburgh, PA, 15213

Instructor: Keith T. Poole

Office: 231F GSIA (new bldg)
Phone: (412)-268-8832
Fax: (412)-268-7357 or (412)-268-6837
E-Mail:kp2a@andrew.cmu.edu
Secretary: Patty Porter, Room 254, (412)-268-3705

Classroom (Flex-Time): Room 152 Posner Hall    Time: 6:00 - 7:50 TuTh
Classroom (Flex-Mode): Room 240 Posner Hall    Time: 8:00 - 9:50 TuTh

This is a one mini-semester course that is worth 6 units of credit. Your grade will be determined by your performance in three areas: 1) final examination, 50%; 2) one mid-term examination, 30%; 3) homework, 20%.

The examinations will all be take-home and they will be both open book and open note with a fixed time limit. That is, the exams will be sealed and the exam may be taken at any time before the due date. However, when the seal is broken, the exam must be taken without a break for the allowed time period.

Examples of past examinations:

1999 Final
1999 Practice Final
1999 Midterm
1999 Practice Midterm
1998 Final
1998 Practice Final
1998 Midterm
1998 Practice Midterm
1997 Final
1997 Practice Final
1997 Midterm
1997 Practice Midterm

The first homework assignment will be due Tuesday, 25 January 2000. The homework is designed primarily to help you evaluate your ability to apply the statistical concepts to appropriate problems. Students must do problems independently but are permitted to compare approaches and answers (after all, a lot of the answers are in the back of the book!). Each student must submit his or her own homework -- that is, no photocopies or other direct copying is allowed but discussion and comparison is allowed. NEW THIS YEAR -- On some of the Homeworks I am going to ask you to use Excel and EVIEWS (the software package that you will use in Stat II).

The homework assignments are (click on the assignment to see the answers):

25 January: Read This to see the Assignment
1 February: 2.36, 2.37, 2.38, 2.51, 2.65, 2.67, 2.74, 2.83, 2.85, 2.90
8 February: 3.2, 3.3, 3.5, 3.17, 3.19, 3.22, 4.3, 4.6, 4.8, 4.12
15 February: 5.1, 5.2, 5.3, 5.4, 5.13, 5.14, 5.15, 5.31, 5.44, 5.45
22 February: 3.26, 3.28, 3.30, 3.82, 3.83, 3.90, 3.91, 4.38, 4.39, 4.40
29 February: 7.19, 7.20, 7.21, 8.40, 8.41, 8.43, 8.45, 8.51, 8.74, 8.86

The text for the course is:

Mendenhall, Wackerly, and Scheaffer, Mathematical Statistics With Applications, 5th Edition

Course Outline

  1. Introduction to Probability

    1. A Review of Set Theory
      Assignment: MWS 1.1 - 1.6 , 2.1 - 2.4

    2. Independent Events and Conditional Probability
      Assignment: MWS 2.5 - 2.9

    3. Bayes Theorem
      Assignment: MWS 2.10
      Supplemental Problems

  2. Random Variables

    1. Discrete Random Variables
      Assignment: MWS 2.11 - 2.12, 3.1 - 3.2

    2. Continuous Random Variables
      Assignment: MWS 4.1 - 4.2

  3. Expectation and Variance
    Assignment: MWS 3.3, 4.3

  4. Multivariate Probability Distributions

    1. Bivariate Random Variables
      Assignment: MWS 5.1 - 5.2

    2. Marginal Distributions
      Assignment: MWS 5.3 - 5.4

    3. Expected Values and Independence
      Assignment: MWS 5.5

    4. Conditional Distributions, Covariance and Correlation
      Assignment: MWS 5.7 - 5.8

  5. Probability Distributions

    1. Binomial
      Assignment: MWS 3.4

    2. Poisson
      Assignment: MWS 3.8
      More on the Poisson Distribution

    3. Uniform
      Assignment: MWS 4.4

    4. Normal
      Assignment: MWS 4.5
      More on the Normal Distribution
      Normal Distribution Function Values F(x)

  6. Central Limit Theorem
    Assignment: MWS 7.1 - 7.3, 7.5 - 7.6

  7. Estimation

    1. Maximum Likelihood Estimation
      Assignment: MWS 9.7

    2. Properties of Estimators
      Assignment: MWS 8.1 - 8.4, 9.1 - 9.3

    3. Confidence Intervals
      Assignment: MWS 8.5 - 8.10
      A Short Guide to Confidence Intervals

  8. Hypothesis Testing

    1. Simple Hypothesis Tests
      Assignment: MWS 10.1 - 10.8

    2. Likelihood Ratio Tests
      Assignment: MWS 10.9, 10.10
      A Short Guide to Hypothesis Testing

Connections With Prob-Stat II

Connections With 45-734