MA 581 - Introduction to Probability-Fall 2021

Instructor: Konstantinos Spiliopoulos

Office: 111 Cummington Street, Room MCS233D
Office Hours: Tuesday and Thursday 12:30-13:30.
to send me an email replace _at_ by @.


Tuesday-Thursday 09:30-10:45AM at PSY B53

T.A.: Qiuyun Zhu

TA Office hours: 12-1pm and 2-3pm on Wednesday at Mathematics and Statistics Department (111 Cummington Mall), Room MCS B25G..
TA Tutoring hour: 1-2pm on Wednesday at the tutoring room MCS B36

Required Text: A course in Probability, Neil A. Weiss, Pearson
The class will be based mostly on the required text.

Course Description: Basic probability, conditional probability, independence. Discrete and continuous random variables, mean and variance, functions of random variables, moment generating function. Jointly distributed random variables, conditional distributions, independent random variables. Methods of transformations, law of large numbers, central limit theorem. Cannot be taken for credit in addition to CAS MA 381.

Prerequisites: Undergraduate Prerequisites: CAS MA 225 or CAS MA 230; or consent of instructor. Graduate Prerequisites: CAS MA 225 or CAS MA 230; or consent of instructor.

Syllabus (tentative)

I will try to follow the syllabus as closely as possible. However it may change depending on our progress. Any changes will be announced in class and posted here.

Homework assingments:
AssingmentDue DateAssignmentMaterial Covered

Currently the Exam schedule is as follows:
DateAssignmentMaterial Covered
TBA, regular class time Midterm 1 Chapters 1-5 (material covered in class)
TBA, regular class time Midterm 2 Chapters 6-10 (material covered in class)

Tentative grading policy: Your grade will be based on :(a) Homework (20%), (b) midterm 1 exam (25%), (c) midterm 2 exam (25%), and (d) final exam (30%). The grading policy may change depending on the progress of the class.

Exam & Homeworks:
Exams: There will be two midterm exams and one final exam. The exam material for each one of the exams will be announced in class and posted on the webpage of the course. The final exam will be cummulative. Hence, make sure that you have learned from your mistakes of the midterms.
Homeworks: There will be several homeworks, both theoretical and more of applied flavor. The due date of each homework will be announced in class and it will usually be 7-10 days after. Needless to say, you should work on the homework on your own, unless otherwise instructed by me. The lowest homework will be dropped if you participate in class. Late homeworks will NOT be accepted.

Make-up policy: Make up exams will be given only in extreme circumstances, and only when accompanied by appropriate documentation. Any student with a valid reason to be given a make up exam must contact me prior to the exam, either by email or in person, and present documentation at the next class session attended.