ANNOUNCEMENTS

Final exam: Thursday, Dec 12th, at 8:30 a.m. (FIRM TIME)

The final will cover Chapters 1-17 inclusive.
Review session for Final: Wednesday: Dec 11, 11 a.m. - 1 p.m., GHC 4307. Note: The review session will only review Chpts 13-17.
You can bring ONE 3x5 index card with writing on both sides.
I have index cards in the bin outside my office now (GHC 7207)!
Closed book/notes. No calculator/phone/laptop.
If you missed some classes and want to see our handouts, please come see us and you can take a snapshot of our notes.
Homework solutions are in the bins outside my office -- GHC 7207. Please study these.

Midterm 2: Tuesday, Nov 12, from 5 p.m. - 7 p.m., Wean Hall 7500.

Review session for Midterm 2: Sunday, Nov 10, 2 p.m. - 4:30 p.m. in GHC 6115. The handout for the review will be posted by Saturday. Please try solving the problems on there yourself!
You can bring ONE 3x5 index card with writing on both sides.
I have index cards in the bin outside my office (GHC 7207)!
Recommendations for what to put on your index card:
- Means, variances, tails, transforms of key distributions.
- I recommend writing both Laplace transforms and z-transforms of all distributions.
- Key theorems that you find yourself looking up in the book.
- Everything form Chpt 1 that you haven't already memorized.
Closed book/notes. No calculator/phone/laptop.
If you missed some classes and want to see our handouts, please come see us and you can take a snapshot of our notes.
Homework solutions are in the bins outside my office -- GHC 7207.
Midterm 2 will cover Chpts 8-12, but expect some things from Chpts 6,7.
Review session: Sunday, Nov 10, at 2 p.m. in GHC 6115.

Midterm 1: Thursday, Oct 3, from 5 p.m. - 7 p.m., Doherty Hall 2315.

You can bring ONE 3x5 index card with writing on both sides.
Mor will have index cards in her office (GHC 7207) starting Monday.
Recommendations for what to put on your index card:
- Means, variances, tails, transforms of key distributions
- Key theorems that you find yourself looking up in the book.
- Everything form Chpt 1 that you haven't already memorized.
Closed book/notes. No calculator/phone/laptop.
If you missed some classes and want to see our handouts, please come see us and you can take a snapshot.
Homework solutions are in the bins outside Mor's office.
Midterm 1 will include Chpts 1-7. HW 6 is included on the exam, so get it done this weekend. You can check answers with us if you're unsure.

HOMEWORK

Homework will go out each week on Friday. When the homework goes out, you already have all the material you need to do it that day. Homework will be due each week the following Friday at 12:50 pm sharp. Start right away! You must get the homework in on time because we give out solutions during recitation. There are no late days (not even late minutes). However we will drop your 1 lowest homework score at the end of the class. Please save up your drop for when you're sick or traveling. Homework is graded within a couple days. You can submit a regrade request on Gradescope (including a detailed explanation of why you think you were misgraded) within 2 days of when you get your homework grade.

Here is an OPTIONAL Latex Template template.tex. You are also free to hand-write your homeworks, provided you can keep your handwriting readable.
[HW 1: Review of prerequisites] 1.2, 1.4, 1.5, 1.6, 1.7 in PnC textbook, plus 1.11, 1.12, 1.13 in this pdf file. Please read the instructions in the pdf file. Due 12:50 pm on 8/30.
[HW 2: Events and R.V.s] 2.7, 2.8, 2.9, 2.10, 2.11, 2.12, 2.22, 2.25, 2.28 in PnC textbook. Due 12:50 pm on 9/6.
For Problem 2.22 (Monty Hall), we recommend that you take the following steps.
(1) Since the contestant knows nothing, assume WLOG that the contestant picks door 1.
(2) Let D be a r.v. representing the door that has a car behind it.
(3) Let Y be a r.v. representing the action of the game host.
(4) You are trying to compare P{D= 1 | Y = i} with P{D = 2 | Y= i} or P{D = 3 | Y= i} for all possible values i. Explain what this means in terms of switching. Now derive each.
[HW 3: Discrete R.V.s and expectation] 3.8, 3.10, 3.12, 4.5, 4.11, 4.12, 4.13, 4.15, 4.16, 4.18. Due 12:50 on 9/13.
- Problem 4.5, assume that birthdays are equally likely to fall on any day.
- Problem 3.12: Each sub-question asks if Y_1 and Y_2 are dependent. To make it easier, you can take the question as "are Y_1 and Y_2 independent?"
[HW 4: Simpson's, moments, random sums] 4.17, 4.21, 5.3, 5.24, 5.26, 5.31, 5.33, 5.36, 5.38 in PnC textbook. Due 12:50 pm on 9/20.
[HW 5: Inspection paradox, z-transform] 5.20, 5.29, 5.37, 6.2, 6.8, 6.9, 6.11, 6.12, 6.14, 6.15 in PnC textbook. Due 12:50 pm on 9/27.
[HW 6: Continuous R.V.s] 7.6, 7.7, 7.8, 7.9, 7.10, 7.11, 7.12, 8.26. Note that 8.26 is in this pdf for 8.26. Due 12:50 pm on 10/4.
[HW 7: Multiple Continuous R.V.s] 8.4, 8.6, 8.8, 8.13, 8.14, 8.15, 8.17, 8.19, 8.24. Note that 8.24 is in this pdf for 8.24. Due 12:50 p.m. on 10/11.
[HW 8: Multiple Continuous R.V.s, Normal distribution] 8.20, 8.21, 9.4, 9.5, 9.6, 9.7, 9.9, 10.1, 10.2 in PnC textbook. You don't need to read Chapter 10 to do 10.1 and 10.2. Due 12:50 pm on 10/25.
[HW 9: Heavy-tailed distribution, Laplace transform] 10.3, 10.5, 10.8, 11.2, 11.5, 11.8, 11.9, 11.10, 11.11, 11.12 in PnC textbook. Due 12:50 pm on 11/1.
[HW 10: Poisson processes] 12.3, 12.5, 12.6, 12.7, 12.10, 12.11, 12.13, 12.14, 12.15 in PnC textbook. Due 12:50 pm on 11/08.
[HW 11: Generating r.v.s for simulation] 13.1, 13.2, 13.3, 13.4, 13.5, 13.6. This is a short homework. Due 12:50 pm on 11/15.
[HW 12: Event-driven simulation, Covariance, sample mean and variance] 14.1, 14.2, 14.3, 5.13, 5.14, 5.17, 15.2, 15.4, 15.5, 15.6. Due 12:50 p.m. on 11/22.
- The problems in chapter 14 require writing some code. Please take a snapshot of your code and submit that with the exercise.
- Use any programming language you want, but make sure that your code involves event-driven simulation, as discussed in chapter 14. It should be clear in your code how you're generating the needed random variables (using what we learned in chapter 13) and how you're computing the performance metrics.
- When obtaining performance metrics from your simulation, we recommend using a very large number of arrivals (at least 10^6, but likely closer to 10^8).
- Because not all of you are comfortable writing code, we are fine with your doing the chapter 14 problems in pairs. If you choose to do this as part of a pair, each of you should submit the same code and should note your partner's name on the problem. It is your job to find a partner, so please start looking early.
[HW 13: MLEs and MAPs] 16.3, 16.5, 16.6, 16.7, 16.8, 17.2, 17.4, 17.5, 17.7, 17.8. Due 12:50 p.m. on 12/06.
- In 16.7, it should say X_i is the number of years until disk i fails. (The disks fail independently in any order.)