Spring 2014 Syllabus

**Instructor:** Vladik Kreinovich,
vladik@utep.edu,
office phone (915) 747-6951

Office hours: Mondays 4-4:30 pm, Wednesdays 3:30-4:30 pm, Wednesdays 6-6:30 pm,
or by appointment,

in CCSB 3.0404.

**Prerequisite Course:** MATH 1312 (Calculus II) with a grade
of C or better.

**Textbook** (Required): Probability and Statistics for
Computer Scientists, by Michael Baron. Published in 2007 by
Chapman & Hall CRC, Taylor & Francis Group, Boca Raton, FL. ISBN
1-58488-641-2.

**Course Objectives (Learning Outcomes):** Students will be able
to read a word problem or a corporate report, realize the
uncertainty that is involved in a situation described, select a
suitable probability model, estimate and test its parameters on
the basis of real data, compute probabilities of interesting
events and other vital characteristics, and make appropriate
conclusions and forecasts (Lallmahomed, M. 2008, Journal of the
Royal Statistical Society: Series A, 171 (1), page 312). This
course is designed to satisfy the Accreditation Board of Engineers
and Technology requirements for probability and statistics.

**Activities and Assignments:** Students will be expected to
attend weekly meetings, read the book, and practice the concepts
by solving problems from the textbook assigned for homework. The
textbook problems will be supplemented with computer assignments.
In-class group activities will be used to encourage active
learning. Study groups to discuss the problems and brainstorm
approaches to problem solving are encouraged, however, the written
assignments and computer programs turned in for grading are to be
your own work and reflect your individual effort.

**Grading Policy:** The course grade is based on:

- 25% Graded Homework Assignments (drop lowest homework grade)
- 25% Exam I
- 25% Exam II
- 25% Cumulative Final Exam

Letter grades are determined according to the following scale:

- A: 90-100,
- B: 80-89,
- C: 70-79,
- D: 60-69,
- F: <60

**Make-up Policy:** No make-up late
homework are allowed. Make-up examinations will not be given.
Students are required to take the two midterms and final exam at
the scheduled times.

**Attendance Policy:** Class attendance is
required and noted at the beginning of class; more than two
unexcused absences will result in an instructor-initiated drop or
final grade reduction.

**Academic Integrity Policy:** Violations of
academic integrity, including unauthorized submission of work
performed by others, will be pursued vigorously to result in the
most severe sanctions. Please refer to UTEP's policy cited in
http://academics.utep.edu/Default.aspx?tabid=23875.

** Civility Statement:** No text messaging in class.
Please silence cell phones
before coming to class. Students are expected to actively
participate in class discussions and group activities. Group work
that is not completed in class is to be finished as homework, so
use the class time wisely by staying focused on the class topic
and avoiding chit-chat.

**Disability Statement:** If a student has or
suspects she/he has a disability and needs an accommodation,
he/she should contact the Disabled Student Services Office (DSSO)
at 747-5148 or at

**Military Statement:** If you are a military student with the
potential of being called to military service and /or training
during the course of the semester, you are encouraged to contact
the instructor as soon as possible.

**Weekly Schedule** (tentative and subject to change):

- Week 1:
- Introduction
- Section 2.1: Definition of Probability; Let's Make a Deal (Monty Hall game)
- Sections 2.1-2.2: Counting Principle for equally likely outcomes; probability rules; independence; system reliability (parallel, series)

- Week 2:
- Section 2.3: How many ways can we select k objects from n available objects (Combinations and Permutations)?
- Section 2.4: Conditional Probability, Law of Total Probability, Bayes Rule

- Week 3:
- Section 3.1: Definition of Random Variable
- Section 3.4: Discrete Random Variables Bernoulli, Binomial; probability mass function

- Week 4:
- Section 3.4: Binomial; Hypergeometric, Geometric, Negative Binomial

- Week 5:
- Section 3.4: Poisson and Poisson approximation of Binomial
- Section 3.3: Expectation and Variance of a Discrete Random
Variable; in particular:
- variance as a description of variability
- entropy as the expectation of -ln(p), its importance in estimating the amount of information

- Week 6:
- Section 4.1: Continuous Distributions (density), including joint
distributions and joint density
- this topic includes the basics of differentiation and integration of functions of several variables

- Section 4.1: Continuous Distributions (density), including joint
distributions and joint density
- Week 7:
- First Midterm Exam (covers topics in Chapters 1-3)
- Section 4.2: density, uniform density

- Week 8:
- Section 4.2: mean and variance of a density; Gaussian density; Exponential and Gamma densities

- Week 9:
- Section 4.3: Central Limit Theorem
- Section 5.2: Simulation of Random Variables

- Week 10:
- Review, Problem solving
- Second Midterm Exam (covers topics in Chapters 4-5)

- Week 11:
- Chapter 8: Statistics and sampling distribution of the sample mean; Statistics and sampling distribution of the sample proportion

- Week 12:
- Chapter 9: Statistical inference; Parameter Estimation (Method of Moments, Maximum Likelihood Method); Confidence Intervals (Pivotal Quantity Method)

- Week 13:
- Chapter 9: Hypothesis Testing; type I and type II errors; anomalous events and how to identify them

- Week 14:
- Chapter 9: Hypothesis Testing (cont-d)

- Week 15:
- Review; Problem solving

- Finals Week:
- A cumulative final exam