Stat 345: Elements of Mathematical Statistics
& Probability Theory

Instructor:  Erik Barry Erhardt
Syllabus
  • Stat 345.001 MTWRF 10:30 -- 11:30  MH 221
  • The syllabus consists of the sections below.
  • EReserves
Course Description
This course provides an introduction to probability theory and statistical inference. The theory of probability is the primary mathematical tool used in statistical inference and therefore this course will concentrate heavily on probability. The course has been designed for computer science and engineering students, however, it is broad enough for students from outside of these disciplines. Generally, there are some students enrolled from geology, biology, statistics, and math. We cover most of Chapters 2 through 9, which includes basic probability, discrete random variables, continuous random variables, independence, joint distributions, expected values, variances and covariances, moment generating functions, confidence intervals and tests for one and two sample problems. Topics from: Markov chains, queues, sums of random variables, systems models, reliability.
Prerequisite
At least one semester of calculus. This course relies heavily on your knowledge of the first year of calculus: sums and series, differentiation, and integration. It is very important for you to review your knowledge of calculus if needed.
Preparation
Careers in engineering and statistics.
Grading
Your grade will consist of ten of twelve quizzes (25%) and three exams (25% each); there is no extra credit.  You will not be guaranteed a WP if you withdraw from the course; it must be earned.
Homework
Homework is assigned but not graded.  However, homework problems form the basis for quizzes and exams and are essential to your understanding of the topics covered in class.  Homework solutions are posted on the course web site.
Quizzes
There will be announced quizzes several times a week. There are no make-up quizzes. Quizzes are designed for you to see how well you are understanding the material. They will generally consist of problems similar to homework problems or examples worked out in class. There will be an occasional takehome quiz; work must be your own.  Your two lowest quiz scores will be dropped.
Exams
If you are going to miss an exam you must make prior arrangements with me in order to take the exam before the scheduled date.  If you miss a quiz or exam due to an emergency you must provide documentation of the emergency (doctor's note, police report, etc.) in order to take a make-up exam.  


Main Course Website
Contacting Erik
Erik's Homepage: http://www.stat.unm.edu/~erike
This Page: http://www.stat.unm.edu/%7Eerike/courses/stat345/stat345_2005Summer.html
Office: Hum 346 (campus building 81)
Phone: 505 277 4813
E-Mail: erike AT stat.unm.edu
Office Hours:  MTWRF 9:30 -- 10:30.
Other times by appointment.  Please contact me at least 1 day in advance for appointments outside of office hours.  You may use e-mail to request appointments.

textbook cover image
Text
Applied Statistics and Probability for Engineers, 3rd Edition
By Douglas C. Montgomery, George C. Runger
Hardcover  /  706 Pages  /  John Wiley & Sons Inc  /  July 2002  /  0471204544
(Note:  There is a newer addition, but this one is fine and will be found less expensive than the newer one.)


Calculator
A scientific calculator may be used on all homework, quizzes, and exams.  A calculator with statistical functions (mean, standard deviation, etc.) is recommended but not required.

Other Information
  • You are responsible for all material covered in class, in assigned readings, and on homework assignments.  I encourage you to come to office hours when you have questions concerning the course.
  • You are expected to attend all classes.  If you have three or more unexcused absences you may be dropped from the course (which may result in a WF for the course).  Please note that it is your responsibility to drop the course if you decide to stop attending classes; if you don't you will receive an F.
  • Students are expected to behave in a courteous and respectful manner towards the instructor and their fellow students; this helps create a positive and supportive learning atmosphere in the classroom. Please be on time for your lectures, turn off your cell phone, refrain from talking, leaving the classroom in the middle of a lecture, or doing any other activity that could be disruptive to the class.
  • Qualified students with disabilities needing appropriate academic adjustments should contact me as soon as possible to ensure your needs are met in a timely manner.  Handouts are available in alternative accessible formats upon request.

All files are in PDF format. To save them to your hard drive, right-click on the link and select
  • "Save Target As..." if you are using Internet Explorer or
  • "Save Link Target As..." if you are using Netscape or Mozilla.
General Announcements
  • Most announcements are made in class.
  • <>Many announcements are made by e-mail, so check e-mail daily (sent to username@unm.edu).
Other Announcements
  • None, yet.

Minitab Instructor Lecture Notes
Tables
  • Appendix A, including Tables for:
    • Table I Summary of Probability Distributions
    • Table II Standard Normal Distribution
    • Table III Chi-Squared Distribution
    • Table IV t-Distribution
    • Table V F-Distribution
  • Probability Distributions [3.5--3.9, 4.6, 4.7, 4.9]
Other

[empathy]
Week of
Sections Covered
Homework Problems
Solutions
June 6
Week 1
Introduction, 2.1--2.7

Handouts [Intro]:

Quiz 1 [Intro] (takehome due Mon 6/13)
Quiz 2 [2.1] (Thu 6/9)
 
June 10 -- Registration ends - last
day to add courses or change sections

2.1: 2, 6, 19, 23
2.2: 34, 37, 41
2.3: 50, 52, 56
2.4: 58, 62
2.5: 70, 74, 76
2.6: 84, 87, 90
2.1--6





Quiz 1

Quiz 2
June 13
Week 2
2.8, 3.1--3.5
(Quiz 1 due Mon 6/13)


Quiz 3 [2.2--2.6] (Tue 6/14)
Quiz 4 [3.1--3.2] (Fri 6/17)
Exam 1 Practice

June 17 -- Last day to change
grading options
3.2: 14, 16, 21
3.3: 27, 28, 33
3.4: 38, 39, 45
3.5: 46, 51
3.2--3

3.4
3.5
Quiz 3
Quiz 4
Exam 1 Practice
June 20
Week 3
3.6--3.9

Handouts [3.6--3.9]:
handout3 - solutions
Probability Distributions
[3.5--3.9, 4.6, 4.7, 4.9]
Exam 1 (Tue 6/21) Based on Sections:
2.1--2.6, 2.8, 3.1--3.4
You may use one (1) letter-sized
handwritten cheatsheet for the exam.
Quiz 5 [3.6--3.9] (takehome due Tue 6/28)
Data: quiz5_data.txt
(In Minitab open with "Open Worksheet",
select file, choose options at the bottom,
check "Free format")
Quiz 6 [3.6--3.9] (takehome due Tue 6/28)


June 24 -- Last day to drop a
course without a grade
3.6: 62, 66, 70
3.7: 72, 75, 80, 81a-d, 84
3.8: 86, 89,90
3.9: 97, 99, 101
3.6
3.7
3.8
3.9


Exam 1



Quiz 5



Quiz 6
June 27
Week 4
4.1--4.5, 4.9




Quiz 7 [3.6--3.9] (Tue 6/28)
Quiz 8 [4.2--4.4] (Fri 7/1)
4.2: 1, 2, 5
4.3: 11, 13, 19
4.4: 22, 24, 30
4.5: 37
4.9: 73, 75, 81, 85

4.2
4.3
4.4
4.5
4.9
Quiz 7
Quiz 8
July 4
Week 5
4.6, 4.7, 5.1, 5.5, 5.7

Handouts [4.6]:
Quiz 9 [4.9, 4.6] (Thu 7/7)

Exam 2 Practice
July 4 -- Independence Day,
holiday (No classes held)
4.6: 39, 43, 45, 49, 57
4.7: 61
5.1: 1, 2, 3, 4, 5, 6
5.5: 67
5.7: 87, 89
4.6
4.7
5.1
5.5
5.7
Quiz 9

Exam 2 Practice
July 11
Week 6
6.1--6.4, 7.4, 7.5, 8.1, 8.2





Exam 2 (Tue 7/12) Based on Sections:
3.5--3.9, 4.1--4.7, 4.9,
5.1, 5.5, 5.7
You may use one (1) letter-sized
handwritten cheatsheet for the exam.

Handout [6.2]:
Handout [7.4--7.5]:
handout6 (die required) results

Quiz 10 [6.1, 6.3--6.5] (takehome due Mon 7/18)
Handout [8.1--8.5]:

July 15 -- Last day to withdraw
without approval of college dean
6.1: 13
6.3: 27
7.5: 35, 37, 39, 42
8.2: 8, 10, 13
6.1--3 
(2nd ed. 6.5, 6.7)
7.5
8.2 (2nd ed. 8.2)

Exam 2










Quiz 10







July 18
Week 7
8.3, 8.5, 9.1, 9.2

Handout [8.3]:
Handout [8.5]:
Handout [9.1--9.2]:

Quiz 11 [8.2, 8.3, 9.1--9.3] (takehome due Tue 7/26)
Data:
Quiz 12 [8.3] (Wed 7/20)
8.3: 22, 25b (assume normality)
8.5: 42, 48
9.2: 20, 22
8.3
8.5
9.2
handout8

handout9

handout10

Quiz 11





Quiz 12
July 25
Week 8
9.3, 9.5

Handout [9.3, 9.5]:

Exam 3 Practice
Exam 3 Based on Sections:
Part I (Thu 7/28):
6.1--6.4, 7.4, 7.5, 8.1--8.3
Part II (Fri 7/29):
8.5, 9.1--9.3, 9.5
You may use one (1) letter-sized
handwritten cheatsheet for
both parts of the exam.

July 30 -- Session ends
9.3: 31, 34
9.5: 55, 56
9.3--5


handout11

Exam 3 Practice
Exam 3
Department of Mathematics and Statistics       University of New Mexico      Humanities 415     Albuquerque     NM     87131