ST 321: ELEMENTARY PROBABILISTIC/STOCHASTIC MODELING
Spring 2001 MWF 2:10-3:00 (3 Credits)
Instructor: Jay
Breidt
Associate Professor of Statistics
201 Statistics Building
jbreidt@stat.colostate.edu
Course meets in E202 Engineering Monday and Wednesday and in
206 Weber on Friday
Course Description and Objectives
Prerequisite: Two semesters of calculus and knowledge of a programming
language.
Course Outline:
|
Link |
Topics |
Chapters |
| Unit 1 |
Discrete Probability Fundamentals |
1, 3, 5 |
| Unit 2 |
Continuous Probability Fundamentals |
2, 5 |
| Unit 3 |
Conditional Probability and Independence |
4 |
| Unit 4 |
Expectation and Variance |
6 |
| Unit 5 |
Asymptotic Results |
8, 9 |
| Unit 6 |
Markov Chains |
11 |
| Unit 7 |
Random Walks |
12 |
Textbook: Grinstead, Charles M. and J. Laurie Snell. (1997).
Introduction
to Probability., second revised edition. This
book is published in bound form by the American Mathematical Society but is also
available online as a pdf document.
Grading: Homework (1/3), midterm(s) (1/3), final exam (1/3).
Exam dates to be announced. No late homework accepted.