Department of Statistics

Faculty of Science

Yarmouk University


Course Name: Introduction to Probability (2)

Course Code: Stat 211

Credit Hours: 3

Prerequisite: Stat 111 and Math 102

Semester offered: Second 2009

Class Time: Section 2. Sunday, Tuesday, Thursday.  (10-11), Room: NB 443

Office: New Building 471

Office Hours: - Sunday, Tuesday  (12 –1)

                        - Monday and Wednesday (12:30 – 1:30)

Office Phone: 7211111, Ext: 2483

E-Mail: almasri68@yu.edu.jo

 

Course Description: This course covers multivariate distribution, marginal and

                                   conditional distributions, moments of linear combinations of R.V,

                                   conditional expectation, multinomial distribution, bivariate normal

                                   distribution, methods of probability distribution, transformation,

                                   moment generating functions, order statistics, sampling

                                   distributions, t-distribution and F-distribution.

 

Text Book: Mathematical Statistics With Applications. Fifth Edition.

                   By: Dennis D. Wackerly, William Mendenhall and Richard L. Scheaffer.

 

Evaluation: -    First Exam: 20%

-         Second Exam: 20%

-         Final Exam: 50%

-         Participation, Home works and Quizzes: 10%

Course Lecture Schedule:

Week                                             Topics                                                                  

1 & 2       Introduction, Bivariate distributions, Marginal and conditional distributions

3 & 4       Independent R.V’s , Expected value of a function of R.V’s

5              Special theorems, Covariance of two R.V’s

6              Expected value and variance of linear functions of R.V’s. First Exam   

7              Multinomial probability distribution, and Conditional expectations.

8 & 9       Introduction, Finding the probability distribution of a function of R.V’s, The   

                method of distribution functions

10 & 11   The method of transformations, The method of moment generating functions

12            Order statistics. Second Exam

13 & 14   Introduction, Sampling distributions related to the normal distribution

15            Central limit theorem