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Instructor: |
Dr.
Guang-Hwa Andy Chang |
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Office: |
1036
Cushwa Hall |
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Phone No.: |
(330)
941-1818 |
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E-mail: |
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Webpage: |
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Office hours: |
10:00
– 11:00 am MWF and 12:00 – 1:00 pm M at Cushwa
1036; And
1:00 – 2:00 pm, T at MAC; or by appointment |
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Text: |
1.
John E. Freund's Mathematical Statistics with
Applications, 7th edition, Miller & Miller, Prentice Hall,
2004. 2.
ACTEX Study Manual for the SOA Exam P and CAS Exam
1, by Samuel A. Broverman |
Course Description: The mathematical foundation of probability theory
including the study of discrete and continuous distributions. Other topics selected from limit theorems, generating
functions, stochastic processes, and applications. (Random
variables, their distributions and densities. Families
and exponential families of distribution.
Course Assignments:
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Chapter |
Contents
Click here Þ
Homework and
Due Dates |
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1 |
Introduction Lecture Note 1 |
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2 |
Probability Lecture Note 2 |
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3 |
Probability
Distributions and Probability Densities |
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4 |
Mathematical
Expectation |
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5 |
Special
Probability Distributions |
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Lecture Vidoes for 10/27 and 10/29
(Assignment due
11/3) 10/27: Bernoulli
and Binomial Distribution [44:21] 10/29: Negative Binomial, Geometric, and Poisson Distribution [45:04] |
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6 |
Special
Probability Densities |
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7 |
Functions of
Random Variables |
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8 |
Sampling
Distributions |
Grading Policy:
Three Regular Exams (each 30%)
Homework & Class Work (50%)
Final Exam (20%)
Total 100%
Final Grade:
90% to 100% ======== A
80% to below 90% ==== at least a B
70% to below 80% ==== at least a C
60% to below 70% ==== at least a D
below 60% ========= at most a
D
Tentative schedule of tests:
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Exam I |
9/19, Friday |
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Exam II |
10/17, Friday |
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Exam III |
11/14, Friday |
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Final |
To be arranged |
Make-up policy:
Make-up tests will only be given to student who misses a test due to an extreme
emergency and has notified the instructor within 24 hours after the exam, or a sufficient
time period before the exam. The student will be expected to provide
verification, such as signed statement and phone number, to verify the reason
for his or her absence from the exam. No make-up quizzes will be given.
Homework and projects:
Homework will be assigned and collected. "Study group" is strongly
encouraged. However, each student must hand in their own write-up. If you are
having trouble, please see me right away. I recommend that you work on the
homework corresponding to the latest lecture as soon as it is assigned.
Graduate students will be expected to do extra problems for their tests and
homework. Class activities including
problem solving and presentations will be the important part of the course.
Attendance:
It is expected that you will make every possible effort to attend all classes.
Students who missed class are responsible for finding out any pertinent
information concerning the course from the instructor.
Recommendations:
Successful students have found that the subject demands frequent intensive
study with lots of problem solving. Participating in group discussions is
always helpful to yourself and others in learning. If you have any special
problem or learning difficulties, please see me immediately. A scientific hand
calculator maybe needed.
An
Online Actuarial Exams Practice Site for Exam P, FM, and MLC: http://www.saab.org/actuarial.html