STAT/MATH418: Introduction to
Probability and Stochastic Processing for Engineering
SYLLABUS – Fall 2014, Section 002
Penn State University
Instructor: Stefanie Austin
Email:Through ANGEL
Office:424A Thomas
Office Hours: Wed.and Thu. 2:30pm – 3:30pm, and by appointment
TA: Eftychia Solea
Email:
Office:330A Thomas
Office Hours: Fri. 12:00pm – 1:00pm
Class: TR1:00pm – 2:15pm201 Thomas
Course Description: This course is an introduction to probability and stochastic processes for engineering students. Combinatorial analysis as a preparation for the main material will be covered in the beginning of the course. The topics include probability axioms, conditional probability, Bayes theorem, independence, random variables, expectation, continuous and discrete distributions, joint probability functions, conditional distributions, conditional expectations, covariance, correlation, probability inequalities and limit theorems, and stochastic processes.
Prerequisite: MATH 230 or MATH 231 (calculus)
Required Materials:
Textbook: Probability and Stochastic Processes, 2ndedition, by Yates and Goodman
Software: There is no software required for this class, though some of the examples in the textbook utilize MATLAB.
Course Website: Class announcements and materials will be regularly posted on ANGEL, so it is recommended that you check the site frequently. Materials such as lecture notes, homework assignments, solutions, etc. will be posted.
Grading:
- Homework (30%): There will be approximately twelve (12)homework assignments throughout the semester, assigned weekly from the textbook.
-The homework will generally be due on Tuesdays at the beginning of class.
-You must show all work to receive full credit.
-A reasonable amount of collaboration is allowed, but each student must turn in his or her own written work which reflects his or her understanding of the material.
-NO LATE HOMEWORK WILL BE ACCEPTED unless the student has prior permission from the instructor.
-The lowest two grades will be dropped prior to calculating the final grade.
- Midterm Exams (40%): There will be two (2) midterm examinations administered in-class, each worth 20% of the final grade.
-You may only bring and use the following items: one-page of notes double-sided, plain scratch paper, pen or pencils, and a calculator. You may use no other items nor receive help from anyone.
-Midterm examsCANNOT be made up or rescheduled without a legitimate excuse.
- Midterm #1 will tentatively take place on Thursday, October 2 and will cover Chapters 1 through 3.
- Midterm #2 will tentatively take place on Thursday, November 6 and will cover Chapters 4 through 6
- Final Exam (30%): The final examination will be CUMULATIVE but will focus on material after the second midterm.
-You may only bring and use the following items: two pages of notes double-sided, plain scratch paper, pen or pencils, and a calculator. You may use no other items nor receive help from anyone.
-It will take place during the scheduled final exam week and cannot be rescheduled.
Grading Scale:
A (93-100); A- (90-92); B+ (87-89); B (83-86); B- (80-82); C+ (77-79); C (70-76);
D (60-69); F (0-59)
Academic Integrity: All Penn State and Eberly College of Science policies regarding academic integrity apply to this course. See for details.
ECOS Code of Mutual Respect and Cooperation: The Eberly College of Science Code of Mutual Respect and Cooperation ( final.pdf) embodies the values that we hope our faculty, staff, and students possess and will endorse to make The Eberly College of Science a place where every individual feels respected and valued, as well as challenged and rewarded.
Accommodations for Students with Disabilities: Penn State welcomes students with disabilities into the University's educational programs. If you have a disability-related need for reasonable academic adjustments in this course, contact the Office for Disability Services (ODS) at 814-863-1807 (V/TTY). For further information regarding ODS, please visit the Office for Disability Services Web site at .
In order to receive consideration for course accommodations, you must contact ODS and provide documentation (see the documentation guidelines at If the documentation supports the need for academic adjustments, ODS will provide a letter identifying appropriate academic adjustments. Please provide the letter anddiscuss any adjustments with me as early in the course as possible. You must contact ODS and request academic adjustment letters at the beginning of each semester.
TENTATIVE SCHEDULE: THIS IS SUBJECT TO CHANGE and is only intended to serve as a guideline. I will try to keep an updated schedule on ANGEL. Weeks are defined as Monday to Sunday.
Week No. / Days / Chapter & Topic / Assignments Due1 / Aug. 25 to Aug. 31 / Chapter 1: Experiments, Models, and Probabilities
2 / Sep. 1 to Sep. 7 / Chapter 1: Experiments, Models, and Probabilities / HW #1 due Tue. 9/2
3 / Sep. 8 to Sep. 14 / Chapter 2: Discrete Random Variables / HW #2 due Tue. 9/9
4 / Sep. 15 to Sep. 21 / Chapter 3: Continuous Random Variables / HW #3 due Tue. 9/16
5 / Sep. 22 to Sep. 28 / Chapter 3: Continuous Random Variables / HW #4 due Tue. 9/23
6 / Sep. 29 to Oct. 5 / Review / HW #5 due Tue. 9/30
MIDTERM #1 on Thu. 10/2, covering chapters 1-3
7 / Oct. 6 to Oct. 12 / Chapter 4: Pairs of Random Variables
8 / Oct. 13 to Oct. 19 / Chapter 4: Pairs of Random Variables / HW #6 due Tue. 10/14
9 / Oct. 20 to Oct. 26 / Chapter 5: Random Vectors / HW #7 due Tue. 10/21
10 / Oct. 27 to Nov. 2 / Chapter 6: Sums of Random Variables / HW #8 due Tue. 10/28
11 / Nov. 3 to Nov. 9 / Review / HW #9 due Tue. 11/4
MIDTERM #2 on Thu. 11/6, covering chapters 4-6
12 / Nov. 10 to Nov. 16 / Chapter 10: Stochastic Processes
13 / Nov. 17 to Nov. 23 / Chapter 10: Stochastic Processes / HW #10 due Tue. 11/18
14 / Nov. 24 to Nov. 30 / THANKSGIVING BREAK
15 / Dec. 1 to Dec. 7 / Chapter 12: Markov Chains / HW #11 due Tue. 12/2
16 / Dec. 8 to Dec. 14 / Review / HW #12 due Tue. 12/9
17 / Dec. 15 to Dec. 21 / FINALS WEEK - STUDY / FINAL EXAM on TBD, cumulative