### Math/Stat 416 Stochastic Modeling (Fall 2012)

### instructor:

John Fricks

email: fricks@stat.psu.edu

office: 314 Thomas Bldg

office hours: W 2:30-4:00

### grader:

Wanghuan Chu

email: wxc228@psu.edu

### syllabus

### announcements:

- The final exam is scheduled for Monday, December 17, 6:50-8:40 pm in 158 Willard
- There will be additional office hours Monday, December 10 from 2:30-4.
- There will be no class on Wednesday, December 5. Office hours will also be rescheduled before the next homework is due.
- Office hours will be cancelled for Wednesday, October 10. They are rescheduled for Tuesday, October 9, 4:00-5:30. Also, note that the October 10 class will be the last opportunity to ask questions before the first exam.
- Office hour is cancelled for 9.19.2012. It will be at 3:30 on 9.20.2012.

### homework:

- hw 10 (Due 12.12.2012)
- hw 9 (Due 11.30.2012)
- hw 8: 6.1, 6.2, 6.3, 6.5, 6.8, 6.10, 6.12, 6.13, 6.16, 6.17, 6.24, 6.37 (Due 11.9.2012)
- hw 7: 5.51, 5.52, 5.53, 5.57, 5.59, 5.60, 5.64, 5.69, 5.78, 5.85, 5.88 (Due 10.26.2012)
- hw 6: 5.38, 5.39, 5.40, 5.41, 5.42, 5.44, 5.45, 5.46, 5.50 (Due 10.19.2012)
- hw 5 (Due 10.5.2012)
- hw 4: 4.31, 4.33, 4.35, 4.37, 4.38, 4.44, 4.57, 4.59, 4.60

Use R for the first two questions and print your output and commands used.

(Due 9.28.2012) - hw 3: 4.13, 4.14, 4.15, 4.18, 4.24, 4.25, 4.29, 4.30 (Due 9.21.2012)
- hw 2: 4.1, 4.2, 4.3, 4.5, 4.6, 4.8, 4.10, 4.11 (You may want to read problem 4.12 to help with 4.11.) (Due 9.14.2012)
- hw 1: 3.15, 3.27, 3.30, 3.37, 3.46, 3.47, 3.49, 3.53, 3.57 (Due 9.7.2012)

### reading assignments:

- Read 10.1-10.2 from Ross.
- Read 6.3-6.5 and 6.7-6.8 from Ross.
- Read 6.1 and 6.2 from Ross.
- Read 5.4 from Ross.
- Read 5.1, 5.2, and 5.3 from Ross.
- Read 4.5 and 4.7 from Ross.
- Read 4.3 and 4.4 from Ross.
- Read 4.1 and 4.2 from Ross.
- Read Chapter 3 from Ross. (Chapters 1 and 2 are also a good review.)

### resources:

- Sample Final 1 Sample Final 2
- Sample Exam 2 (solutions)
- Sample Exam 1 (solutions)
- matrix example
- probability review
- The R webpage
- An Introduction to R