Applied Probability and Statistics

Lecture
See Time Table Semester Summer 2017
Schedule

Credit Elementary Set Theory and

Three Pre-requisite
Hours Calculus

Instructor Contact

The basic ideas of statistics and how they are applied to the analysis of data as well as
to decision making based on limited data samples will be introduced. The
fundamentals of probability and how they are applied to problems with uncertainty
Course
will be discussed. Fundamental concepts of conditional probability, independence,
Description
and counting will be introduced. This will be by an introduction to discrete and
continuous random variables (RVs), their distributions and mass/density functions,
expectation of RVs, functions of one and more RVs, moment generating functions.

Upon completion of this course, students will able to:

Expected  represent a problem in a probabilistic framework
Outcomes  solve a probability problem using an appropriate probabilistic or statistical model
 interpret the result of the calculation

Introduction to Probability and Statistics by Mendenhall, R. J. Beaver, B. M. Beaver

13th Edition, Cengage Learning, 2009.
Textbooks Introduction to Probability by D. P. Berteskas and J. N. Tsitsiklis, 2ndEdition,
Belmont, MA: Athena Scientific Press, 2008.
An introduction to Probability and Statistics for Scientists and Engineers by Sheldon
Ross, 5th Edition, 2014

Quizzes: 20%
Grading
Midterm: 30%
Policy
Final: 50%
 Lecture Plan
Weeks Topics Readings
Data ordering and representation, Graphs, Diagrams,
Relative frequency histogram, Data description with
2* numerical measures, mean, median, mode, variance, Chapter 1-2

Beaver
standard deviation, percentiles, five-number summary
and boxplot
Description of bivariate data; graphs, scatterplots,
1* Covariance and the correlation coefficient
Chapter 3
Axiomatic Probability Theory, Conditional probability,
1* Bayes’ Rule Chapter 1

1* Independence, counting, partitions Chapter 1

Discrete random variables (RVs), probability mass
function, Expectation of RVs, discrete RV examples,
3* Joint probability mass function, multiple discrete Chapter 2
random variables, expectations, conditioning,
independence.

Berteskas
1 MIDTERM
Continuous random variables, probability density
functions, Normal random variable, multiple continuous
3* random variables, conditioning on an event, Continuous
Chapter 3
Bayes’ rule.
Derived distributions, convolution, covariance and
1* correlation.
Chapter 4

Iterated expectations, transforms, moment generating

2* functions.
Chapter 4
Useful Inequalities, weak law of large numbers,
1* convergence in probability, central limit theorem. Chapter 5

*
- Tentative