MATH 345 Course Syllabus - spring 2013

NJIT Academic Integrity CODE:  All Students should be aware that the Department of Mathematical Sciences takes the University Code on Academic Integrity at NJIT very seriously and enforces it strictly.  This means that there must not be any forms of plagiarism, i.e., copying of homework, class projects, or lab assignments, or any form of cheating in quizzes and exams.  Under the University Code on Academic Integrity, students are obligated to report any such activities to the Instructor.

 

Math 345-002:  Multivariate Distributions

 

Instructor:  Prof. Dhar

Textbook:  Saeed Ghahramani, Fundamentals of Probability with Stochastic Processes, Third Edition, Pearson Prentice Hall, 2005 (ISBN 0-13-145340-8)

Prerequisites:  Math 244 or Math 333 with a grade of C or better.

Course Website:  http://web.njit.edu/~dhar/courses.html

Grading Policy:  The final grade in this course will be determined as follows: 

Homework:

20%

Two Midterm Exams:

25% each

Final Exam:

30%


Drop Date:  Please note that the University Drop Date March 26, 2013 deadline will be strictly enforced.

Homework Policy:  It is vital that you complete and turn in all the homework assignments on time. The homework assignments will be reviewed and returned to you. You can find the list of the required homework exercises for each lecture in the Course Outline section.

Attendance:  Attendance at all classes will be recorded and is mandatory. Please make sure you read and fully understand the Department’s Attendance Policy. This policy will be strictly enforced. NOTE: Tardiness to class counts as a half absence. For additional details, please click here.

Examinations:  There will be two midterm exams during the semester and one final exam during the final exam week. Midterm exams will be held on the following days:

Midterm Exam I:

February 19, 2013

Midterm Exam II:

April 5, 2013

Final Exam Week:

May 9-15, 2013


 

 

The final exam will test your knowledge of all the course material taught in the entire course and will be scheduled during the exam period. Make sure you read and fully understand the department's Examination Policy. This policy will be strictly enforced. Please note that electronic devices (such as calculators, cell phones, CD players, etc.) are not allowed during any exam.

Makeup Exam Policy:  There will be No make-up EXAMS during the semester. In the event the Final Exam is not taken, under rare circumstances where the student has a legitimate reason for missing the final exam, a makeup exam will be administered by the math department. In any case the student must notify the Math Department Office and the Instructor that the exam will be missed and present written verifiable proof of the reason for missing the exam, e.g., a doctors note, police report, court notice, etc., clearly stating the date AND time of the mitigating problem.

Further Assistance:  For further questions, students should contact their Instructor. All Instructors have regular office hours during the week. These office hours are listed at the link above by clicking on the Instructor’s name. Teaching Assistants are also available in the math learning center.

Cellular Phones:  All cellular phones and beepers must be switched off during all class times.


 

MATH DEPARTMENT CLASS POLICIES LINK 

All DMS students must familiarize themselves with and adhere to the Department of Mathematical Sciences Course Policies, in addition to official university-wide policies. DMS takes these policies very seriously and enforces them strictly. For DMS Course Policies, please click here.

January 21, 2013

M

Dr. Martin Luther King, Jr. Day ~ University Closed

March 17-24, 2013

Su-Su

Spring Recess ~ No Classes Scheduled ~ University Open

March 26, 2013

T

Last Day to Withdraw from this course

March 29, 2013

F

Good Friday ~ University Closed

May 7, 2013

T

Classes follow a Friday Schedule, Last Day of Classes

May 8, 2013

W

Reading Day

May 9-15, 2013

T-W

Final Exams


 

Course Outline:

 

Lecture

Date

Chapter

Topics

1

1/22

4.2-4.6,

  Random variables and distributions

2

1/25

5.1-5.3, 6.1-6.3

  Homogenous and non-homogenous Poisson Processes; Expectations and Variance

3

2/1

7.4

  Gamma Distribution

4

2/5

8.1

Joint Distribution of Two Random Variables

5

2/8

8.2-8.4

Independent Random Variables; Conditional Distributions; Transformations of Two Random Variables

6

2/12

8.4

Transformations of Two Random Variables

7

2/15

11.1; 8.4

Moment generating functions; Transformations of Two Random Variables

8

2/15

Review for Exam 1

 

9

2/19

└►

MIDTERM EXAM I: TUESDAY ~ February 19, 2013

10

2/22

9.1-9.2

Order statistics

11

2/26

9.2

Order statistics

12

3/1

9.3

The Multinomial Distribution

13

3/5

9.3

The Multinomial Distribution

14

3/8

10.1

Expected Values of Sums of Random Variables

15

3/12

10.2-10.3

Covariance; Correlation

16

3/15

10.4

Conditioning on Random Variables

└►

 └►

└►

SPRING RECESS: MARCH 17-24, 2013 

17

3/26

10.5

Bivariate Normal Distribution; Multivariate Normal

18

4//2

Review for Exam 2

 

19

4/5

└►

MIDTERM EXAM II: FRIDAY ~ April 5, 2013

20

4/9

11.2

Sums of Independent Random Variables

21

4/12

11.2

Sums of Independent Random Variables

22

4/16

12.2

More on Poisson Processes

23

4/19

12.2 -12.3

More on Poisson Processes; Markov Chains

24

4/23

12.3

Markov Chains

25

4/26

12.3

Markov Chains

26

4/30

12.3

Markov Chains

27

5/3

Instructor’s lecture notes

Branching Processes

28

5/7

└►

REVIEW FOR FINAL EXAM

 

                                         FINAL EXAM:  May 9-15, 2013

 

 

Prepared By:  Prof. Sunil Dhar

Last revised:  February 26, 2013

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