مخطط المقرر312

 

 

 

Course Portfolio

 

 

 

 

 

Faculty of Science

 

Department OF STATISTICS

 

 

 

COURSE NAME: Theory of Probability II

COURSE NUMBER: STAT (312)

SEMESTER/YEAR: First Term 1436-1437

The instructor: Dr. Aisha Fouad Fayomi

 

 

 

 

 

 

 

PART II

 

COURSE SYLLABUS

 

 

Instructor Information

  • Name of the instructor:  Dr. Aisha Fouad Fayomi

  • Office location: 7/C/103 Contact number 6400000 Ext 63158

  • Office hour's: Mon 9:30-12:30 and Tues. 8-9, 10-12

Course Information

  • Course name and number: Theory of Probability (2) (STAT 312)

  • Course meeting times: Tues.: 9-10 and 12-1 class no. 64/C and 91/C Bldg no.7 Mon. and Wed: 8-9:30 class no. 64/C Bldg no.7

  • Course prerequisites and requirements:

    1. Theory of Probability I course (STAT 211) is needed.

    2. The mathematical preparation required is calculus course which includes series expansion, multiple integration and partial differentiation (MATH 203)

       

Course Objectives

 

This course will introduce the concept of  k- dimensional random variables, joint and marginal distribution functions, conditional distributions, joint and conditional expectation and independence of random variables, moments, covariance and correlation coefficient, conditional expectation and its marginal and conditional densities and their moments, distributions of functions of random variables, distribution of maximum and minimum, F, Chi-square and Student's t distributions, compound and mixture distributions.

 

Learning Resources

 

Required textbooks for this course

  1. Bain L. J. and Engelhardt M. Introduction to Probability and Mathematical Statistics.
  2. الصياد نظرية الاحتمالات للدكتور جلال
  3. مقدمة في الاحتمالات والتوزيعات وتطبيقاتهما (الجزء الثاني) للدكتور عصام خلف الحسيني

Optional textbooks

  1. Mood, Graybill and Boes, Introduction to the Theory of Statistics.       
  2. نظرية الاحتمالات (الجزء الأول والثانى) للدكتور عبد الحميد ربيع غيطان
  3. Mendenhall, Wackerly and Scheaffer Mathematical Statistics with Applications.

Course Requirements and Grading

1. Exam 1                                 20 Marks      

2. Exam 2                                 20 Marks

3. Homework Assignments & Participation                                20 Marks

4. Final Exam                                                                               40 Marks

Expectations from students:

      1. All mobiles should be turned off during the class 

      2. All students shouldn't be late for the lecture.      

     3. All homework assignments should be submitted on time.

Detailed Course Schedule

The main topics that will be covered and presented during the term

Week

Date

Content

Required Reading

1

23Aug.-27Aug.

(8-12)

al-Qadah
  • Introduction and Review to mathematical and statistical topics required (from STAT 211& MATH 203)

Lecture Notes

 

2

30Aug-3Sep

(15-19)

al-Qadah
  • Bivariate random variables
  • Discrete bivariate distribution
  • Continuous bivariate distribution

 

Ch.8 Resource 2, Ch.4 resource 4 Ch.7 resource 3 and Ch.2 resource 5

3

6-10 Sep

(22-26 )

al-Qadah
  • Solving exercises
  • Marginal distributions

 

 

Assignment1

4

13-17 Sep.

(29/11-4/12)

al-Qadah-hijjah

 

  • Conditional probability distribution
  • Independence of variables

 

Discussion of Assignment1

                     BERAK

 

5

29Sep-1 Oct.

(16-18)

Al- hijjah
  • Moments of bivariate distributions
  • Conditional mean

 

 

6

4-8 Oct.

(21-25) Al- hijjah
  • Trinomial distribution
  • Bivariate normal distribution.

 

Assignment 2

 

7

11-15 Oct

(28-2) Muharram
  • Multivariate random variables
  • Multivariate normal distribution
  • Quiz1
  • Exam 1

 

Discussion of Assignment 2

Quiz1 TUS 13Oct & Exam 1 Wed 14Oct

8

18-22 Oct.

(5-9) Muharram
  • Revision
  • Functions of random variables(discrete case)
  • Functions of random variables(continuous case)

 

 

Ch.9 Resource 2, Ch.5 resource 4 Ch.10 resource 3 and Ch.6 resource 1& 5

 

 

9

25-29 Oct.

(12-16 ) Muharram
  • Cumulative distribution technique
  • Moment generating function technique
  • Transformation technique

 

Assignment 3

10

1-5 Nov.

(19-23) Muharram
  • Distribution of minimum and maximum
  • Chi-square distribution
  • F distribution
  • Student's t distribution

 

Discussion of Assignment 3

11

8-12 Nov.

(26-30) Muharram
  • Introduction to Sum of random variables
  • Expectation, variance and moment generating function

 

Ch.10 Resource 2, Ch.5 resource 4 , Ch.12 resource 3 and Ch.6 resource 5

12

15 -19 Nov.

(3-7)

Safer
  • Solving exercises
  • QUIZ 2
  • Exam 2

Ch.9 Resource 3, Ch.7 resource 5 and lecture notes.

 

Quiz2 Tue 17Nov , Exam2 Wed 18Nov

13

22-26 Nov.

(10-14) Safer
  • Distribution of the sum of two random variables
  • Distribution of sum of finite number of random variables.

 

  • Revision

 

Ch.10 Resource 2, Ch.5 resource 4 , Ch.12 resource 3 and Ch.6 resource 5

Ch.10 Resource 2, Ch.5 resource 4 , Ch.12 resource 3 and Ch.6 resource 5

 

Ch.9 Resource 3, Ch.7 resource 5 and lecture notes.

 

14

29Nov-3Dec.

(17-21)

Safer
  • Course discussion and Revision
  • Solving exercises

 

 

Lecture Notes

 

15

27Dec

16 Rabi,1

Final Exam

 

 

Homework assignments

 

بالنسبة للواجبات يُعطى للطالبات بعد كل محاضرة بعض التمارين وتحضرها المحاضرة التالية، منها ما يُناقش في الفصل خاصة ما يصعب على معظم الطالبات, وما يصعب على البعض منهن تسأل عنه في الساعات المكتبية. وبين الحين والآخر تُعطي تمارين عامة عن كل ما تم تدريسة سابقاً.

طلب من كل طالبة أن تعمل ملف للواجبات .

 

 

 
آخر تحديث
2/15/2015 10:37:18 PM