Prerequisites: A working knowledge of calculus (including multiple integrals).
Fundamentals of probability and statistics used in engineering and
applied science. Probability: random variables both discrete and continuous, useful distributions,
expectations, variance, joint distributions, conditional expectation,
moment generating functions (Laplace transforms, etc.),
law of large numbers, central limit theorem. Statistics: point and confidence interval
estimation, hypothesis tests,
linear regression. Recitation Section Required.
Required Text: Montgomery and Runger Applied Statistics
and Probability for Engineers, 4th edition,
John Wiley and Sons, Inc. (4th Edition ONLY!! There is an online E-book Edition too:
http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470241136,miniSiteCd-DE.html)
We will cover bits and pieces of Chapters 2--11. Chapters 2--5 cover our introduction to probability theory; whereas Chapters 6--11 cover our introduction to statistics.
In addition to the textbook, Lecture Notes written by Professor Sigman will be posted on the course web site covering the essential material in a different way and/or an easier way. Homework assignments will typically contain some problems from the textbook, and some that are written by Professor Sigman.