Math 850, Fall 2007
Pasquerilla Center 105: MWF 1:55-2:45
Office Hours: after class; and 10:30-11:30 Wednesday in my
office.
Handouts
rutherford.mws, A Maple Worksheet on the
Poisson distribution and the chi-square goodness-of-fit
test: Rutherford's Geiger Count Data.
Exam Schedule
Exam 1: Monday, October 1 (take home).
Exam 2: Wednesday, November 14 (take home will be handed out on November 7 at the end of class).
Final: Take home that will be handed out on last day of class and will be due by 10AM,
December 18.
Homework
Homework 9 (due Wednesday, December
5):
Let X(t) = N(t) - t, where N(t) is the usual Poisson process.
Show that X(t) and X(t)^2 - t are martingales relative to the
filtration associated to N(t).
Using the Ito calculus, find d[exp(B_t)]; find d[sin(B_t)]; and
d[exp(t B_t)].
Homework 8 (due Wednesday, November
21):
Do Problems 1, 2, 4 of 12.1 and Problem 1 of 12.4.
Homework 7 (due Wednesday, November
7):
Do the problems on the Sample test.
Homework 6 (due Wednesday, October
31):
Do Problems 1, 2, 3, 9, 12 of 6.1; and
Problem 2 of 6.2.
Homework 5 (due Wednesday, October
17):
Do Problems 16, 17 of 1.8;
Problems 2 (skip the variance question), 8a, 9 of 5.1;
Problems 1, 2a of 5.3; and
Problems 1a, 2 of 5.10.
Homework 4 (due Wednesday, September
26):
Do Problem 8 of 3.6; Problem 4 of 3.7;
Problems 5b, 13a of 3.11; and
Problems 1, 2 (assume the pdf f is continuous) of 4.2.
Homework 3 (due Wednesday, September
19):
Do Problem 4, 6, 7, 19 of 2.7; Problem 1 of 3.1;
Problem 4a of 3.2; and Problem 6 of 3.3.
Homework 2 (due Wednesday, September
12):
Do Problem 2 (with n = 3) of 1.5; Problem 22, 34 of 1.8.
Homework 1 (due Friday, September
7):
Do Problem 2, 4 of 1.2; Problems 5 of 1.3;
Problem 3 of 1.4; Problem 9 of 1.5.
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