MATH 180A: INTRODUCTION TO PROBABILITY (WINTER 2011)

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Graded final exams will be available from the TA during the first two weeks of Spring quarter. The TA will have office hours at 3-4pm on Monday, March 28, specifically for this purpose.

Professor: Professor R. J. Williams, Office: AP&M 6121, Office Hours: W, F 2.10-3 p.m.
Professor's office hours for finals week: Mon 1.30-2.30pm, Wed 1.30-2.30pm, Thursday 2.30-3.30pm.
Lecture Time and Place: MWF 1-1.50 p.m., WLH 2204.
Section Times and Place: Th 2-2.50pm and 3-3.50pm., WLH 2114.
Teaching Assistant: David Lipshutz, AP&M 6446. Office Hours: W 4-5 pm, F 3-4 pm.
TA Office hours for Finals Week: Wed 5-6pm, Fri 9.30am-10.30am.

DESCRIPTION: This course provides an introduction to the mathematical concepts and techniques of probability theory. Topics to be covered include probability spaces, conditioning and independence (including Bayes rule), random variables (discrete and continuous), probability distributions, expectations, moments, the law of large numbers and the central limit theorem. Probabilistic models are used to describe a wide variety of random phenomena in the physical, biological, engineering and social sciences. The mathematical concepts introduced in this course will be illustrated throughout with examples. Math 180A is a common prerequisite for Math 180BC (Introduction to Stochastic Processes), Math 181AB (Introduction to Mathematical Statistics) and Math 194 (Introduction to the Mathematics of Finance).

PREREQUISITES: Math 20C.

TEXT: Elementary Probability for Applications, R. T. Durrett, Cambridge, 2009. This text is available electronically by clicking here (this is for access from UCSD IP addresses only and with UCSD email login).

OTHER RESOURCES:

  • Downloadable probability book by Grinsted and Snell.
  • Online introductory statistics book by Philip Stark.
  • Java applets on probability topics by Susan Holmes.

    HANDOUT: For the course handout, click here.

    HOMEWORK, READING ASSIGNMENTS AND INFORMATION ABOUT EXAMS: Click here to go to the homework, reading assignments and information about exams.

    EXAMS: In class exams: Monday, January 24th and Monday, February 28, 2011.
    Final exam: Friday, March 18, 2011, 11.30am-2.30pm.

    FINAL EXAM:
    The final exam will be held in WLH 2204 on Friday, March 18, 11.30am to 2.30pm. The final exam will be an overall test of the course material covered in lectures, rea ding assignments and homework. Please bring your student ID, a blue book or two, and pens/pencils to write with. You may bring a single 8.5"x11" sheet of paper with writing on one side of it to the exam. No books or other notes are allowed. You may bring a calculator. Make sure to justify your answers (credit will not be given for "inspired" answers). Remember that part of each problem is to set it up and to arrive at the answer by a pr ogression of logical steps. Please start each problem on a new page, write legibly, an d put your name and section number on your blue book.
    There will be a review session on Wed, March 16, 6-7pm, location AP&M B402A.

    Please direct any questions to Professor Williams, email: williams at math dot ucsd dot edu


    WEB LINKS:
    Uncertainty in Science (UK Royal Society).
    Radiolab podcast on "Stochasticity".
    Last updated October 10, 2011.