Course 189-323: Probability Theory: May 2001

McGill University, Department of Mathematics and Statistics
189-323: PROBABILITY THEORY (May 2001)

Course Description  (updated May 7, 2001)

Frequently Asked Questions (FAQ)


Links to Courses(JH)  607   622   626   678   697  
Other resources
Encyclopaedia Britannica   The Probability Web  
Video Series: Against All Odds
   List and Where to Obtain Them

Timetable and Agenda (tentative)

ASSIGNMENTS:

DEPOSIT THEM IN THE SLOT AT THE RIGHT HAND SIDE BELOW
THE COUNTER OUTSIDE ROOM 1005 OF BURNSIDE HALL
MAKE SURE THAT THE COVER PAGE CLEARLY INDICATES THE NAME OF THE GRADER AND COURSE 189-323C



ADDITIONAL TUTORIALS each day 16.30-18.00, same room as class

WMS5 refers to 5th Edition of text; those using earlier version must go by exercise numbers in version 5


Date Topic

[omitted]
Topic (as in \WMS5)

Notes(Link)

Assignment due on this date.
[F] indicates final version

Resources
     

 

 
T 1 Introduction 1

 

Excel Resources:  
basic tutorial (from USD)
quickstart  (from F&Marshall College)
statistical tables via Excel (U Coventry)
homegrown (by JH in early 90's) 
General Excel Links  (J Walk and Co)


Data: Breast Cancer Surgery
 
500_92_98    all92-98   freq distn   CMAJ

Table: Population by knowledge of official languages, Canada
1996 Census
W 2 Probability 2.1-2.6 (web) SURVEY

Q1 and Q3(b) from
exercises_around_Ch1

[F]
Cards: first_ace
Lotteries: Loto-Québec  
Coding Theory:
hat problem 
Epidemic:
simplified
Queues:   
J 3 Probability 2.7-2.9

jh_notes on MM_Ch4
Exercises
2.8, 2.9,
2.14, 2.15
from WMS5

Q3 (homegrown)
from p2 of
exercises around Ch2

[F]
Birthdays: c607 1981-93   simulate
Gambling 17th century: deMéré
  
Text   100 games  even more (Macro)
Lotteries:
Massachusetts   Mass_NH Canada
Electric circuits: WMS5  2.61  2.62
Basketball: Cold Facts about Hot Hand
Statistics students 20th/21st century: random sequences
NASA on Probabilities:
   1    2   3    
Tree Diagrams:
Binary Tree(2)  Binary Tree(3)
F 4 Probability 2.10-2.13

jh_notes on MM_Ch4
Exercises
2.48, 2.58,
2.61a, 2.62
from WMS5

Use a tree diagram to verify the statement "three-fourths of the time..." underlined on p3 of NY Times article on
hat problem

Q1 (homegrown / la Quotidienne 3) from p2 of
exercises around Ch2

[F]
Molecular Biology: transgenic mice
text  simulate

Genetics: haemophilia

Screening for HIV: Can we afford the False Positive Rate? Meyer and Pauker (NEJM1987)
pages
238  239  240  241

Monty Hall (Gameshow) Problem
link1  link2 



Claude E. Shannon (1916-2001)
     

 

 
M 7 Discrete Random Variables



[3.5,
3.6,
3.9-3.11]
3.1-3.3 Exercises
2.89, 2.90,
2.117, 2,120 (
Solution)
from WMS5

Q3 (lifetable) from
exercises_around_MM_Ch4

Draw a tree diagram (and use probability notation) to represent the assumptions and calculations in
testing all Americans for HIV
Solution

Data Analysis
(Write up may be from group of up to 3)
Q2 (Breast Cancer data) from
exercises_around_Ch1
NOTE (added Fri 4th, at 1 pm) The data analysis part may take some time and so it can be handed in up to Wednesday 9th. The rest of the assignment (everything else mentioned in this box) is still due on Monday 7th.

NOTE (added Mon 7th, at 1 pm)
Wording of Q2 a) not as clear as it could be. Q2 a) asks for a histogram for '92, and another for '98; it also asks for your impression of how much the '98 distribution is different from the '92 one; back up your impression by reporting and comparing some relevant descriptive statistic from '92 with its counterpart for '98.


[F]

Expected Values

position of 1st_ace

longevity (life expectancy)

position of 1st duplicate birthday

Returns on Lotteries:

Waiting for an elevator:

T 8 Discrete Random Variables 3.4(Binomial)



3.5(Geometric)

 

Binomial(n=10, various p)
Time spent inside
GM vs Microsoft
W 9 Discrete Random Variables 3.7(Hypergeometric)

3.8(Poisson)



jh's notes from course 626

most relevant pages are 2-5, right 1/2 of 9, 10-14, 17-18
Exercises
3.13, 3.19, 3.21, 3.24
from WMS5

Question 1 (cluster of miscarriages) from Exercises on Counts and Proportions at end of jh's notes on
3.4(binomial)

Use Excel (or your calculator) to make a probability histogram for the Binomial(n=145, p=0.528) situation described in Question 7 (sex ratio) in the exercises at end of jh's notes. Does the shape of the diagram suggest a faster way to assess the 'extremeness' of the observed proportion.

[F]
Hypergeometric_P_E_V.xls

Tamoxifen


Labour dispute 
text Example 2.10p39



Rhino Politics and small sample sizes

Banco    pdf    Excel

Keno[20/80]    pdf    Excel

Cell Occupancy  Excel cell_occupancy_macro
J 10 Continuous Random Variables 4

in class
on blackboard
and via projector
  Class Data     Excel
F 11 Continuous Random Variables

[4.7,
4.9,
4.10,
4.11]
4.5(Normal) Exercises
3.75 [calculate Prob(1 or 0 African American)], 3.77, 3.88, 3.91[for 3.91 use both the binomial (the appropriate one) and the Poisson (approximation to binomial], 3.97 from WMS5

SOLUTIONS

See the A vs C comparison in the
politics and small sample sizes story(last page). Assuming that these 3 rhinos would have died anyway, and that survival has nothing to do with de-horning, reconstruct the probabilities of observing each each of the 4 possible 2 x 2 tables.

By back-calculation from the confidence intervals, one can deduce that the headline 'Leukemia rate triples' on page 24 of
jh's notes from course 626 is based on just 2 cases, and that the expected number is E=0.57. Assuming a Poisson distribution, what are the chances of observing 2 or more if E =0.57 (the situation at Douglas Point)? If you like, think of the 0.57 as the average number of cases for non-nuclear communities of this size.

What are the chances of getting 18 or more when the expected number is 12.8 (the situation at Pickering)? Which is statistically more extreme, the ratio 2/0.57=3.5 or the ratio 18/12.8=1.4?

Draw the probability histograms for the Poisson distributions having means (expected values) of 0.57 and 12.8 [Excel has the Poisson probability function build in, just like the binomial and the hypergeometric] What lessons can you draw as to when we could approximate the Poisson distribution by the Gaussian (Normal/Bell shaped) distribution. You might want to visualize Poisson distributions for several values of E [the mean is known as E-- for Expected no. -- in Epidemiology, as lambda (for ??) in statistics]. See distributions for several other E's on pages 18-19 of jh's notes.

[F]
     

 

 
M 14 Continuous Random Variables 4.6(exp_gamma) QUIZ for last 1/2 hour of Class on Monday 14th.

Grades on Quiz

Solutions Q 1   2   3   4   5   6
Random Events in Time  time_macro
T 15 Multivariate Distributions



[5.9,
5.10,
5.11]
5 Exercises
4.7, 4.9, 4.13, 4.19, 4.22, 4.47[good for practice on Gaussian distribution], 4.55, 4.64, 4.66, 4.108, 4.109, 4.112 from WMS5

[PS: draw the pdf and cdf for example 4.112 and decide if the question is likely to have been 'made up' or real]

SOLUTIONS

[
self-correct the above exercises using solutions at back of book or to be provided on web site later this week; DO NOT HAND IN]


Exercise 1 (iodine level in salt) from page 5 of jh's notes on
4.5(NormalIf you can do this problem, you know your way around the Gaussian Distribution pretty well.

[
self-correct the above exercise using solution provided on right hand side of the same page 5; DO NOT HAND IN]
 
W 16 Multivariate Distributions 5 Exercises (self-correct)


5.6, 5.9, 5.11 from WMS5

SOLUTIONS

5.18, 5.21, 5.36, 5.37,
5.42, 5.43 from WMS5

SOLUTIONS
Heights of parents and children

Galton on marriage selection

p84-85   p86-87   p88-89

Heights of individual parents
J 17 Multivariate Distributions 5

 

 
F 18 Functions of Random Variables 6 Q1, Q2 and Q3 (homegrown -- Galton data) from exercises around Ch5

[F]
The Trial of the Pyx

1799  1993  1998   photos 

Stigler   Article   Book
     

 

 
M 21 HOLIDAY - NO CLASS -

 

 
T 22 Functions of Random Variables 6

Notes on Ch 6
QUIZ for second hour of Class on Tuesday 22nd.

THE QUESTIONS ON THE QUIZ WILL BE SIMILAR TO THOSE IN THE FOLLOWING..


Exercises around Chapters 4 and 5(updated 18:30 Sunday May 20)

Solutions to Q1-Q5 of Quiz
(updated 23:10 Saturday May 26)
 
W 23 Sampling Distributions 7

Student-t distribution

 

If Gossett had had Excel...
J 24 Sampling Distributions 7
sampling variability of means

JH's notes from_MM_ch5
Q1 (homegrown) from

Exercises around Chapters 6 and 7)
word length and average word length...
F 25 Sampling Distributions 7

 

 
     

 

 
M 28 Review   Q2 and Q3 (homegrown) from

Exercises around Chapters 6 and 7 (updated)
 
T 29 ..   THE QUESTIONS ON THE FINAL EXAM WILL BE SIMILAR TO THOSE IN THE FOLLOWING..

Exercises around Chapters 1 to 7
(added to, 23:15 Sunday May 27)

CHECK AGAIN LATER.. More Q's to be added..
 
W 30 FINAL EXAM