This course is an introduction to probability with an emphasis on topics relevant to computer science. Small programming assignments will be used to illustrate applications in computer science and to reinforce concepts of probability.

STA 247 is **not** recommended for students who have already
taken STA 107. For such students, STA 257 or STA 250 would be
appropriate follow-on courses (depending on their interests).

The follow-on course to STA 247 is STA 248, which will cover statistical inference. Together, STA 247 plus STA 248 are accepted as prerequisites to most higher-level statistics courses (eg, STA 302).

There are two sections of STA 247 this fall, L5101 in the evening, and L0101 in the daytime.

**Instructors:**

L5101:Radford Neal,Office:SS6016A,Phone:(416) 978-4970,Email:radford@stat.utoronto.ca,Office hours:Wednesdays 11:10-12:00 and Thursdays 5:30-6:30.

L0101:Soheil Homayouni,Office:SS6025B,Phone:(416) 978-0673,Email:homayoun@math.utoronto.ca.

**Lectures:**

L5101:Mondays, 6:10pm to 9:00pm, from September 11 to December 4, except for Thanksgiving (October 9). Held in SS1084.

L0101:Mondays 3:10pm to 5:00pm and Fridays 3:10pm to 4:00pm, from September 11 to December 8, except for Thanksgiving (October 9). Held in SS2117.

**Stat Aid Centre Hours:**

Sidney Smith room 2133: Wednesday 5:00-6:30 and Friday 12:30-2:00.

Wetmore Hall room 55B: Monday 1-5, Tuesday 9-1, Wednesday 1-5, Thursday 9-1. See here for more information.

**Textbook:**

James J. Higgins and Sallie Keller-McNulty,Concepts in Probability and Stochastic Modeling, Wadsworth, 1995.Here is a list of typos for the book.

We plan (tentatively) to cover the following sections of the book:

Chapter 1 (all)

Chapter 2 (all)

Chapter 3 (3.1, 3.2, 3.5 only)

Chapter 4 (all except 4.7)

Chapter 5 (5.1, 5.2 only)

Chapter 6 (6.1, 6.2, 6.6 only)

Chapter 8 (8.1, 8.2 only)

**Evaluation:**

Final exam: 57% (Scheduled by the Faculty)

Mid-term test: 25% (Held October 20, 5-7pm (or 6-8pm), in WW 111)

Two assignments, worth 8% and 10%.

**Computing:**

Some assignments and exercises will involve writing programs in the R language. You can use the CQUEST computer system for this; you should be able to request an account here. CQUEST can be accessed from various locations on campus, or from home. You can also install R, for free, on your home computer (Linux, Mac, or MS Windows).

**Test:**

The test is October 20, in WW 111, from either 5-7pm or 6-8pm (your choice). No books, no notes, and no calculators will be allowed.Here are the 2003 mid-term (Postscript, PDF) and the 2004 mid-term (Postscript, PDF).

Time and place scheduled by the Faculty of Arts and Science - see here.There will be no books, notes, or calculators allowed for the final exam. A sheet will be provided containing facts about the binomial, geometric, Poisson, exponential, and normal distributions. Specifically, formulas will be given for the probability mass or density function, the mean, and the variance for each of these distributions. You can see this sheet here, in postscript or PDF. You will also be provided with whatever tables from the back of the book you will need (eg, the table for the normal distribution). The exam will be on all the material that has been covered, including all the sections of the textbook listed above, and in particular all the material covered in the assignments and in the non-credit exercises listed below. You may need to write simple R functions, but marks will not be taken off for minor misunderstandings of R.

Previos years' final exams are available from here.

**Assignments:**

Assignment 1, due October 23:Handout: Postscript, PDF.Assignment 2, due December 4:

Solutions to Part I: Postscript, PDF.

Solution to Part II: R script, R functions, output, discussion.Handout: Postscript, PDF.Note:There is a typo in Part II - P_{00}should be P_{11}.

Here are brief solutions for Part I.

Here is the solution for Part II, (c) and (d): R program, output, discussion.

**Suggested non-credit exercises:**

You should do as many exercises from the book as you find useful. Here is a minimal set of interesting ones for what we've covered so far, or will cover soon:1.2-3, 1.4-13, 1.5-9, 1.6-9

2.1-1, 2.2-1, 2.3-5, 2.4-1, 2.4-5, 2.5-3, 2.6-3, 2.7-7

3.1-9, 3.2-3, 3.5-7

4.2-7, 4.3-2, 4.6-1

5.1-3, t.1-5, 5.2-1

6.1-5, 6.2-3, 6.6-3

8.1-3, 8.2-5

**Extra things:**

The Monty Hall puzzle.

Demo of simulating computers heading to the repair shop: R program (unix format), R program (MS format),

Demo of queue computations by simulation and matrix calculation: R program (unix format), R program (MS format).