Math 407: Probability Theory
Spring 2007

Instructor: Sharad Goel
Email: sharadg AT usc DOT edu
Office:
Denney Research Center (DRB), Room 318

Time & Location: MWF 12 - 12:50, VKC 156
Office Hours: MWF 11-11:50, and by appointment

Teaching Assistant: Lerna Pehlivan
Discussion Sections: TR 11 - 11:50 (GFS 104), TR 12 - 12:50 (GFS 104)
TA Office Hours: TBA

Textbook: A First Course in Probability, 7th Edition, S. Ross

Material: This course introduces the basic elements of probability theory: probability spaces, conditional probability, independence, various discrete and continuous distributions, properties of expectation, the law of large numbers, and the central limit theorem (CLT). We will cover approximately the first eight chapters of the text.

Grading: (grades posted on Blackboard)

Homework 15% Approximately 7 assignments; no late homework allowed
Quizzes 25% Given periodically in discussion section
Midterm 25% Wednesday, March 7, in class (solutions)
Final 35% Friday, May 4, 11 - 1 pm (solutions)

Homework Assignments:

HW 1: Due Tuesday, January 23 (in discussion section)
Chapter 1 -- Problems: 2, 5, 9, 17, 18 -- Theoretical Exercises: 5, 6, 8, 9, 13

HW 2: Due Tuesday, February 6 (in discussion section)
Chapter 2 -- Problems: 8, 10, 23, 37, 43 -- Theoretical Exercises: 2, 5, 11, 12, 19

HW 3: Due Tuesday, February 20 (in discussion section)
Chapter 3 -- Problems: 10, 28, 47, 62, 70 -- Theoretical Exercises: 1, 4, 11, 22, 28

HW 4: Due Tuesday, March 6 (in discussion section)
Chapter 4 -- Problems: 13, 20, 30, 40, 41, 54, 74, 75, 79 -- Theoretical Exercises: 21, 27

HW 5: Due Tuesday, April 3 (in discussion section)
Chapter 5 -- Problems: 1, 4, 8, 11, 15, 16, 20, 32, 34 -- Theoretical Exercises: 7, 12, 14

HW 6: Due Tuesday, April 17 (in discussion section)
Chapter 6 -- Problems: 1, 8, 10, 12, 13, 18, 20, 30, 33, 34 -- Theoretical Exercises: 3

HW 7: Due Thursday, April 26 (in discussion section)
Chapter 7 -- Problems: 1, 6, 7, 13, 22, 30, 31, 48 -- Theoretical Exercises: 1, 19

Suggested Problems - Chapter 8
Chapter 8 -- Problems: 1, 2, 3, 6, 10, 14 -- Theoretical Exercises: 1