Syllabus ApSc 3115.

11

Fall
2012

Applied Science 3115.11: Engineering Analysis III

Introduction to Probability and Statistics
Instructor

Johan Rene van Dorp, Professor

Phone

(202) 994 - 6638

Office

1776 G St., NW, Room LL 135

E-mail

dorpjr@gmail.com

Office
Hours

Wednesday 2:00 4:00 pm

Room
& Time

Tuesday, Thursday 2:20pm 3:35pm

1776 G St. NW, Room 101

Number of Credit hours: 3

Class web site: http://www.seas.gwu.edu/~dorpjr/APSC3115/Intro.html

1.

Text:
A Modern Introduction to Probability and Statistics: Understanding Why and How (2005),
by F.M. Dekking, C. Kraaikamp, H.P. Lopuhaa and L.E. Meester, Springer texts.

2.

Course Description:
This course covers the basics of probability theory and statistics and ventures into some topics
that go beyond an introductory course such as: simulation, the law of large numbers, and the
central limit theorem. Examples and datasets in this book are mostly from real-life situations.
"Probability and statistics are fascinating subjects on the interface between mathematics and
applied sciences that help us understand and solve practical problems. We believe that you,
by learning how stochastic methods come about and why they work, will be able to
understand the meaning of statistical statements as well as judge the quality of their content,
when facing such problems on your own. Our philosophy is one of how and why: instead of just
presenting stochastic methods as cookbook recipes, we prefer to explain the principles behind
them." - Dekking et al. (2005)

3.

Method of Instruction:
One hour and 15 minute lectures. The course meets twice per week, once on Tuesday and
once on Thursday. Each session starts with a discussion of a select number of homework
problems followed by discussion of new topic using electronic lecture notes. All solutions and
lecture notes can be downloaded from the class web-page and are reading assignments prior
to the class session.

4.

Prerequisite Knowledge:
A first course in calculus is needed as a prerequisite for this course as well as introductory
proficiency with Micro Soft Excel. In addition to high-school algebra, some infinite series are
used. Integration and differentiation are the most important skills, mainly concerning one
variable (the exceptions, two dimensional integrals, are encountered in Chapters 911).

Syllabus ApSc 3115.11

Date: August 26, 2012
Prepared by: Johan Rene van Dorp

Syllabus ApSc 3115.11

5.

Fall
2012

Software: Limited exposure to MicroSoft Excel and MINITAB. This software will not be used
during the exams. To obtain a valid license for MINITAB for the duration of the semester please
check: http://www.minitab.com/education/semesterrental/default.aspx

6.

7.

Grading:
Attendance

: 20%

Midterm Exam 1

: 20%

Midterm Exam 2

: 20%

Final Exam

: 40%

Examinations:
There will be two midterm exams during the semester and a final exam given during the final
exam period. All exams are cumulative, and cover all assigned reading, homework and class
discussions. Calculators may be used during all exams; computers may not be used. Books and
notes may also not be used, with the following exceptions:

Midterm Exam I: you may prepare and use up to 2 sheets of 8 by 11 inch paper;

Midterm Exam II: you may prepare and use up to 4 sheets of 8 by 11 inch paper;

Final Exam: you may prepare and use up to 6 sheets of 8 by 11 inch paper.

You may record whatever you wish on these sheets, and the sheets do not need to be handwritten. No materials may be shared during the exams.
8.

Homework:
The main purpose of the homework in this course is to assess your own comprehension of the
course material and to reinforce class discussions. It is important to complete the homework for
each week, as these problems will help prepare you to take the midterm and final exams. The
homework will not be graded. Practice exams will be handed out and discussed during
reviews sessions prior to each exam to help you assess your readiness for the exams.

9.

Academic Integrity:
I support the GW Code of Academic Integrity. It states:
Academic dishonesty is defined as cheating of any kind, including misrepresenting one's own
work, taking credit for the work of others without crediting them and without appropriate
authorization, and the fabrication of information.
For the remainder of the code, see: http://www.gwu.edu/~ntegrity/code.html

10. Emergency Information:

In the case of an emergency, if at all possible, the class should shelter in place. If the building
that the class is in is affected, follow the evacuation procedures for the building. After
evacuation, seek shelter at a predetermined rendezvous location.

Syllabus ApSc 3115.11

Date: August 26, 2012
Prepared by: Johan Rene van Dorp

Syllabus ApSc 3115.11

Fall
2012

11. COURSE OBJECTIVES

This course is designed to develop students basic probabilistic and statistical intuition. At the
end of the course students will be able to do the following: (i) Identify various probability
distributions, (ii) Calculate basic statistical measures, (iii)Design and perform hypothesis tests
and other evaluative tests, (IV)Analyze a problem in which you are able to apply at least 3
different topics from this class. (V) Learn a statistical software package.
12. Course Schedule and Topics: This Schedule is subject to change, please check frequently.

Session

Date

Day of
Week

Chapters

Topics

Homework Assigned

28-Aug Tuesday

Why Probability and Statistics?

30-Aug Thursday

Outcomes, ev ents, and probability

2.3, 2.13, 2.15

4-Sep

Tuesday

Conditional probability and independence

3.6, 3.11, 3.17

6-Sep Thursday

Discrete random v ariables

4.2, 4.9, 4.14

11-Sep Tuesday

Continuous random v ariables

5.1, 5.3, 5.10

13-Sep Thursday

Simulation

6.3, 6.11, 6.12

18-Sep Tuesday

Simulation

7.4, 7.7, 7.13

20-Sep Thursday

Expectation and v ariance

25-Sep Tuesday

Computations w ith random v ariables

10

27-Sep Thursday

Joint Distributions and I ndependence

11

2-Oct

12

4-Oct Thursday

Tuesday

13

9-Oct

Tuesday

8.4, 8.13, 8.16

Midterm Rev iew

9.1, 9.7, 9.12

Midterm Exam 1: Sessions 1 - 8

10

Cov ariance and correlation

14

11-Oct Thursday

10

Cov ariance and correlation

10.4, 10.8, 10.15

15

16-Oct Tuesday

11

More computations w ith more random v ariables

11.2, 11.3, 11.6

16

18-Oct Thursday

13

The law of large numbers

13.1, 13.5, 13.11

17

23-Oct Tuesday

14

The central limit theorem

18

25-Oct Thursday

15 - 16

19

30-Oct Tuesday

19 - 20

20

1-Nov Thursday

21

6-Nov

22

8-Nov Thursday

19 - 20

23

13-Nov Tuesday

23

24

15-Nov Thursday

25

20-Nov Tuesday

26

22-Nov Thursday

26

27-Nov Tuesday

25

Testing hypotheses: essentials

25.1, 25.3, 25.8

27

29-Nov Thursday

26

Testing hypotheses: elaboration

26.1, 26.4, 26.5

28

4-Dec Tuesday

27-28

The t-Test, Comparing tw o samples

27.1, 27.3, 28.2

29

6-Dec Thursday

14.1, 14.6, 14.10

Exploratory data analysis: graphical summaries

Unbiased estimators, Efficiency and MSE

15.2, 15.10, 16.7, 16.13

19.2, 19.7, 20.6, 20.9

Midterm Rev iew

Tuesday

Midterm Exam 2: Sessions 1 - 17

Unbiased estimators, Efficiency and MSE

19.2, 19.7, 20.6, 20.9

Confidence interv als for the mean

23.4, 23.8, 23.10

24

More on confidence interv als

24.2, 24.5, 24.8

24

More on confidence interv als

Thanksgiving Break

Final Rev iew

Syllabus ApSc 3115.11

Date: August 26, 2012
Prepared by: Johan Rene van Dorp

Syllabus ApSc 3115.11

Fall
2012

13. SUPPORT FOR STUDENTS OUTSIDE THE CLASSROOM

a.

DISABILITY SUPPORT SERVICES (DSS): Any student who may need an accommodation
based on the potential impact of a disability should contact the Disability Support
Services office at 202-994-8250 in the Marvin Center, Suite 242, to establish eligibility
and to coordinate reasonable accommodations. For additional information please
refer to: http://gwired.gwu.edu/dss/

b.

UNIVERSITY COUNSELING CENTER (UCC) 202-994-5300: The University Counseling Center

(UCC) offers 24/7 assistance and referral to address students' personal, social, career,
and study skills problems. Services for students include:
i. crisis and emergency mental health consultations
ii. confidential assessment, counseling services (individual and small group), and
referrals
For additional information please refer to:
http://gwired.gwu.edu/counsel/CounselingServices/AcademicSupportServices

14. Contribution to professional component:

This course is part of both the mathematics and engineering topics areas, and includes
aspects of both engineering science and design.
15. ABET Learning Outcomes (a-l) that apply to this course
a.

An ability to apply knowledge of mathematics, science and engineering. This course

applies the mathematics of probability and statistics to a variety of example problems
both in engineering and general. This ability is primarily assessed by graded homework
and exams.

b.

An ability to design and conduct experiments, as well as to analyze and interpret

data. Data analysis is inherent in the statistics portion of the course. Students practice
this in data description and analysis using confidence intervals and hypothesis testing.

e.

An ability to identify, formulate and solve engineering problems. For this course,
setting up a probability problem is an example of this: formulating the sample space
and the events for an experiment, formulating a probability model and calculate
experiment probabilities.

i.

A recognition of the need for, and ability to engage in life-long learning. Objectives (ii)
and (iv) apply here in that regardless of what the student learns in this class, they will
be able to conduct a basic probabilistic/statistical analysis for real life problems.

j.

A knowledge of contemporary issues. The students will learn to use statistical software.

k.

An ability to use the techniques, skills, and modern engineering tools necessary for
engineering practice. See descriptions in outcomes a) and j).

l.

An understanding of the integrated nature of the discipline. By using examples from a

variety of disciplines, the course demonstrates how probability and statistics are used
in different disciplines.

Syllabus ApSc 3115.11

Date: August 26, 2012
Prepared by: Johan Rene van Dorp