MA215 – Probability Theory, Spring 2023

• Final exam on Tuesday, Jun. 13, 8–10 am in Lecture Hall 3 Room 113: Secs. 1.1–6.4.

• Office hours on Thursday, Jun. 8, 10:20 am–12:20 pm or by appointment.

• Assignment 11 due Tuesday, May 30: Sec. 5.4 #16, 17, 18, 26.

• As we learned the law of large numbers, here is a tribute to John Kerrich who flipped a coin 10,000 times while interned during WWII.

• Assignment 10 due Tuesday, May 16: Sec. 4.7 #76, 82, 91, 93.

• Assignment 9 due Tuesday, May 9: Sec. 4.7 #54, 56, 57, 64, 67, 73, 75, 77.

• Assignment 8 due Tuesday, Apr. 25: Sec. 4.7 #18, 23, 30, 31, 49.

• Midterm exam on Tuesday, Apr. 11: Secs. 1.1–3.8.

• Assignment 7 due Tuesday, Apr. 11: Sec. 3.8 #44, 47, 53, 64, 71, 75.

• Assignment 6 due Tuesday, Apr. 4: Sec. 3.8 #19, 20, 23, 24, 30.

• Assignment 5 due Tuesday, Mar. 28: Sec. 2.5 #51, 52, Sec. 3.8 #8, 12, 18.

• Assignment 4 due Tuesday, Mar. 21: Sec. 2.5 #40, 45, 47, 61, 67, 69.

• Assignment 3 due Tuesday, Mar. 14: Sec. 2.5 #2, 10, 11, 20, 23, 26.

• Assignment 2 due Tuesday, Mar. 7: Sec. 1.8 #54, 55, 72, 73, 75.

• Assignment 1 due Tuesday, Feb. 28: Sec. 1.8 #2, 18, 20, 22, 24, 48, 64, 72, 73, 75 (updated Feb. 24).

Instructor

朱一飞 ZHU Yifei

College of Science M705

zhuyf@sustech.edu.cn

Office Hours: Thursdays 10:20 am–12:20 pm

Objectives

This course introduces the basic concepts in probability theory which form the basis for all applications of probability and statistics, and for further probability and statistical theory including, in particular, stochastic processes. It also introduces the basic probability methods and techniques with a strong emphasis on applying these standard methods and techniques appropriately and with clear interpretation.

Prerequisites

Mathematical Analysis II (MA102a/MA122) or Calculus II (MA127).

Textbooks

We will be working from the first 6 chapters of John A. Rice's Mathematical statistics and data analysis, third edition. There is a Chinese translation of the book.

Useful references include Douglas G. Kelly's Introduction to probability and Sheldon Ross's A first course in probability.

Exams

There will be one in-class midterm exam, on April 11, and one final exam. Each of these exams is worth 30% of your final grade.

Homework

The assigned problems for each week are due each Tuesday in-class at 8 am, listed on this page. Homework is worth 40% of your final grade. Students must make arrangements in advance if they will not be handing in homework on time.

We encourage you to discuss homework problems with your classmates, including strategies for solving different kinds of problems. However, when you actually write up your solutions, you must do this on your own.