SS 9657 - Advanced Probability


Fall Semester 2017

 

Announcements (8)


Class Notes & Homeworks


Class Time & Place:  Monday, Wednesday, and Friday at 11:30am-12:30pm in  WSC 248.


Text Book: None. I will be providing detailed class notes here.


Instructor: Dr. Hristo Sendov


Website: http://www.stats.uwo.ca/faculty/hssendov/


Office: WSC 205


Phone: 519/ 661-2111 x86985


E-mail: hssendov at stats dot uwo dot ca (I will not reply to e-mail sent from address other than a standard university account.)

Please do not ask me math questions over the e-mail. It is much better to discuss mathematics in person.


Office Hours: Mondays 10:30-11:20am & Wednesdays 4:30-5:20pm.


Evaluation: There will be 10 homeworks, one midterm, and one final exam. The homeworks will be worth 20% of the final

grade, the midterm exam---30%, and the final exam---50%.  One may miss the midterm exam only for a valid reason, see

Missed Exams below. In that case the final exam will be worth 80% of the final grade.


Course Outline: The course will cover approximately the following topics


-- Review of sequences and limits

-- Measure spaces

-- Random variables

-- Expected value

-- Inequalities for random variables

-- Change of variables and Fubini’s theorem

-- Independent random variables

-- Modes of convergence

-- Characteristic functions

-- Limit theorems

-- Glivenko-Cantelli theorem

-- Conditional expectation



Assignments: Problem sets will be posted on the course website. Almost every Wednesday, I will post homework problems.
The problem sets are grouped in pairs and a random question from each pair will be chosen on the Monday before the due date.

Only that question will be submitted for evaluation at the end of the class on the due date. See the dates listed below.

All problems will be required for the midterm and the final exam.


Problem Set 1

posted on September 22


Problem Set 2

posted on September 29

HW 1&2 due on October 6


Problem Set 3

posted on October 6


Problem Set 4

posted on October 13

  

HW 3&4 due on October 20


Problem Set 5

posted on October 20


MIDTERM

on October 27


Problem Set 6

posted on November 3

  

HW 5&6 due on November 10


Problem Set 7

posted on November 10


Problem Set 8

posted on November 17

HW 7&8 due on November 24


Problem Set 9

posted on November 24


Problem Set 10

posted on December 1

  

HW 9&10 due on December 8




Midterm Exam: Friday, October 27, 2017, 4:00-10:00pm in WSC 240. The last lecture covered on the midterm is

Friday, October 20.


Final Exam: Thursday, December 21, 2017, 9:00am--3:00pm in WSC 240.


                                            Computing and/or Calculator Requirement


A non-programmable calculator may be used on the exams.


                                          Department Policy on Missed Course Requirements


If you are unable to meet a course requirement due to illness or other serious circumstances, you must
provide valid medical or other supporting documentation to your Dean's office as soon as possible, and
contact your instructor immediately. If accommodation is approved by your Dean's office, your instructor
will be notified, then it is your responsibility to make alternative arrangements with your instructor. In
the event of a missed final exam, a "Recommendation of Special Examination" form must be obtained
from the Dean's Office immediately. For further information please see:
http://www.stats.uwo.ca/accommodation_medical.pdf.
A student requiring academic accommodation due to illness, should use the Student Medical Certificate
when visiting an off-campus medical facility. The form can be found at:
http://www.stats.uwo.ca/medicalform.pdf.
Or, request a Record's Release Form (located in the Dean's Office) for visits to Student Health Services.

Missed Midterm or Quiz: The policy of the department of Statistical and Actuarial Sciences is that there
will be no make-up exams or quizzes for a missed midterm or a quiz. For those that do legitimately miss a
midterm or a quiz and provide the required supporting documentation, the standard practice will be that
the weight of the midterm or the quiz will be reassigned to the final exam. If your reason is not deemed
valid, then you will receive a mark of 0.

Student Health and Wellness: As part of a successful student experience at Western, we encourage students
to make their health and wellness a priority. Western provides several on campus health-related services to
help you achieve optimum health and engage in healthy living while pursuing your degree. For example, to
support physical activity, all students, as part of their registration, receive membership in Western’s Campus
Recreation Centre. Numerous cultural events are offered throughout the year. Please check out the Faculty of
Music web page http://www.music.uwo.ca/, and our own McIntosh Gallery http://www.mcintoshgallery.ca.
Information regarding health- and wellness-related services available to students may be found at
http://www.health.uwo.ca/.  Students seeking help regarding mental health concerns are advised to speak to
someone they feel comfortable confiding in, such as their faculty supervisor, their program director (graduate
chair), or other relevant administrators in their unit. Campus mental health resources may be found at
http://www.health.uwo.ca/mental_health/resources.html.  To help you learn more about mental health,
Western has developed an interactive mental health learning module, found here:
http://www.health.uwo.ca/mental_health/module.html. This module is 30 minutes in length and provides
participants with a basic understanding of mental health issues and of available campus and community
resources. Topics include stress, anxiety, depression, suicide and eating disorders. After successful completion
of the module, participants receive a certificate confirming their participation.

                                                                      Attendance


Classroom attendance is viewed as an important part of the learning process. Students are advised that
excessive absenteeism may result in the student being disbarred from the final exam (see Western
Academic Calendar).

                                                            Classroom Environment


The Department has adopted a "Mutual Expectations" policy governing the classroom environment and
all work submitted by students. The full text of the policy can be found at:
http://www.stats.uwo.ca/mutual_expectations.pdf.
In summary, the policy was developed under the premise that all interactions between students and faculty
should be governed by the principles of courtesy, respect and honesty.


                                                       Statement on Academic Offences


Scholastic offences are taken seriously and students are directed to read the appropriate policy, specifically,

the definition of what constitutes a Scholastic Offence, at the following Web site:

http://www.uwo.ca/univsec/pdf/academic_policies/appeals/scholastic_discipline_undergrad.pdf.”