STA 257F: Probability and Statistics I (Fall 2022)

This course will present an introduction to mathematical probability theory, including: probability spaces, common probability distributions, discrete and continuous random variables, distribution and density functions, joint distributions, expected values, generating functions, probabilistic inequalities, convergence of random variables, laws of large numbers, the Central Limit Theorem, and the concept of statistical inference. See also the evolving lecture notes.

Course Web Page Quick link: probability.ca/sta257

Instructor: Professor Jeffrey S. Rosenthal, Department of Statistics, University of Toronto. Email j.rosenthal@math.toronto.edu; web http://probability.ca/jsr

Lectures -- Mondays (1 hour) and Wednesdays (2 hours):
L0101: Mondays 11:10-12:00 in room 162 of the Lash Miller Chemical Laboratories (LM: 80 St. George Street), and Wednesdays 11:10-1:00 in room 2102 of Sidney Smith Hall (SS: 100 St. George Street).
L0201: Mondays 3:10-4:00 in room 6 of the C. David Naylor Building (NL: 6 Queen's Park Crescent West), and Wednesdays 3:10-5:00 in room 202 of the McLennan Physical Laboratories (MP: 255 Huron Street).
First class Sept 12. Last class Dec 7. No class Oct 10 (Thanksgiving) nor Nov 7 nor 9 (Reading Week).
Lectures will be interactive; please put away your laptops and cell phones (aside from taking class notes) and stop talking and pay close attention to the material being presented.

Tutorials -- Mondays (1 hour):
L0101: Mondays 12:10-1:00 (in your assigned classroom).
L0201: Mondays 4:10-5:00 (in your assigned classroom).
First tutorial Sept 19. Last tutorial Dec 5. No tutorial Oct 10 (Thanksgiving) nor Nov 7 (Reading Week).
Tutorials will discuss solutions to each week's suggested homework problems.
TAs will also have some time for office hours, and to reply to email and Piazza questions.
See also the New College Stat Aid Centre (scroll to bottom), and a Tues Dec 6 10:00am free student R workshop.

Textbook: We will roughly follow the book Probability and Statistics: The Science of Uncertainty (2nd ed) by M.J. Evans and J.S. Rosenthal, available as a free pdf file, including:
Chapter 1 (Probability Models, pp. 1-32),
Chapter 2 (Random Variables and Distributions, pp. 33-128),
Chapter 3 (Expectation, pp. 129-198),
Chapter 4 (Sampling Distributions and Limits, pp. 199-252)
• See also the TOC and preface and background and answers and index and errata.
[The follow-up course STA261 then covers much of the content of subsequent chapters, and STA347/STA447/book expand on Chapter 11.]
Note: Please try to save these pdf files locally on your computer, rather than download them every time.

Optional extra reading: Much of this material is also covered in Chapters 1-4 of the book Probability with Applications in Engineering, Science and Technology (2nd ed) by M.A. Carlton and J.L. Devore (solutions are here; search for the ISBN 978-3-319-52401-6 and then see "product archive file" item #4).

Prerequisites: MAT 137 or 157 (or their UTSc/UTM equivalents), plus co-requisite MAT 237 or 257. Strictly enforced by the university!

Instructor Office Hours: You are welcome to talk to the instructor after class, or you can email him to ask questions or arrange a time to talk on Zoom.
Special office hours will be arranged before the midterms and exam, including:
Tues Oct 11 from 3:30 to 5:30 in room 1200 of the Bahen Building (BA: 40 St. George Street).
Tues Nov 22 from 3:30 to 5:30 in room 1200 of the Bahen Building (BA: 40 St. George Street).
Fri Dec 9 from 12:30 to 2:30 in room 1073 of Sidney Smith Hall (SS: 100 St. George Street). [Part of the ASSU Exam Jam.]

Covid Protocols: Since Covid is still active, I will try to wear a mask in the classroom, and request that you wear a mask too (though it is not required). Please let me know of any concerns. Thank you.

Discussion Pages: I created a STA257 "Piazza" discussion page where students can post and answer questions about the course. You can join using the link and access code provided on the course's quercus page. Feel free to post course-related messages there any time you want to. I may or may not read your posts myself, but other students and TAs will hopefully answer them. Also, feel free to create a recognized study group, or join a drop-in study space.

Evaluation:
28% Midterm #1: Wed Oct 12, at 11:10 for L0101 or 3:10 for L0201; 100 mins; in room 100 of the Exam Center (EX: 255 McCaul Street)
28% Midterm #2: Wed Nov 23, at 11:10 for L0101 or 3:10 for L0201; 100 mins; in room 100 of the Exam Center (EX: 255 McCaul Street)
44% Final Exam: Monday Dec 12 from 9:00 AM to 12:00 noon; surname (last name) A - K in ES 1050, L - R in HA 403, S - X in PB B150, Y - Z in PB B250.
Tests will be closed book (no aid sheet). Be sure to bring your TCard. You may bring one non-programmable calculator for arithmetic/exp/sqrt only.
You must take the midterm of the section that you are enrolled in. Write with pen or sharp pencil in the space provided (or last page).
You are required to follow the university's Code of Behaviour at all times. Absolutely no cheating! (For added security, photography may be used.)
Any student who cannot attend a midterm due to illness should follow the FAS Absence Declaration procedure, and then email the form and details to the instructor. If the excuse is found to be valid, then the corresponding weight will be shifted to the Final Exam. If a student cannot attend both midterms, then a special oral-exam midterm will be given instead. If a student cannot attend the final exam, then they should submit a petition for a deferred exam.

Homework: There will be suggested homework exercises assigned from the textbook each week, listed within the course notes. They will not be handed in or graded, but they will be discussed in tutorial. They are strongly recommended to learn the material well. See also the book's selected answers. (Note: We will mostly skip the textbook's Challenges and Discussion Topics, but interested students are encouraged to think and ask questions about them, too.)

Regrades: Regrading requests should be made within one week of when the graded item was first available, but only for genuine grading errors, not for grading judgements, otherwise your mark may end up going down rather than up. For details, see the regrading policy and instructions. (For the final exam, a different Faculty-wide submission process should be followed instead.)

For Actuarial Science students: see this Actuarial accreditation information.

Stressed? If you encounter challenges during your studies, then please see these support options or here or visit Academic Success or the Health & Wellness Centre or Navi for assistance and support.



This document is available at probability.ca/sta257, or permanently at probability.ca/jeff/teaching/2223/sta257/.