Probability Theory and Applications

Fall 2017: MATP 4600/ISYE 4750

Time and Location:  Tuesday/Friday 2-3:50 in Pittsburgh 4206

Office Hours: Monday 4-6, Thursday 3-4 in Amos Eaton 311

Grades are posted on lms.  Please notify me immediately if there are mistakes.




HW1– Due Tuesday, Sept. 19th in class.


HW2 Due Friday, Sept. 29th in class.


HW3 Due Tuesday, Oct. 24 in class.  You may work in pairs, but each person must contribute equally to the solutions. Extension: HW 3 is now due Friday, Oct. 27.


HW4 Due Friday, Nov. 10 in class.

samplecode Here is some sample code, in the programming language R, for generating samples of an exponential random variable.  For questions 2 and 3 in homework 4, you can use any language you wish, but please submit a hard copy of your code along with your other solutions.


HW5- Note: the last problem of HW 5 concerning the maximum value Markov chain is optional. Note however, that you should know how to complete this problem, along with the upcoming practice final problem on Markov chains.



Exam 1 will be held on Friday October 6th in class. You may bring one side of a sheet with handwritten notes.

Exam 1 practice exam

Practice exam solutions


Exam 2 will be held Friday, November 17th in class. You may bring one sheet of handwritten notes, but may use both sides if you wish.

Exam2 practice exam

Practice Exam 2 solutions


The Final Exam will take place on Monday, December 18 in Lowe 3045, 3051 from 3-6.  You will be allowed to bring two sheets with handwritten notes.  You may use the front and back of both sheets. This final will be comprehensive, and will be about 1/3 on topics past Exam 2 . Thus, for an eight question test (which is about how many questions I’m expecting, give or take one), you should expect around 2-3 questions involving post Exam 2 topics.

Samplefinal Some questions in preparation for the final. I’ll post solutions a few days before the final.


Some extra problems that we will go over on Dec 12

reviewprobs– Now with some extra hints.



Regrading Policy: To submit a regrading request, please follow these instructions:

  1. Submit your request in writing (either email or handwritten).
  2. In your request, state which problems you believe were mistakenly graded, and why your solution was correct.
  3. Turn in your request and original exam during office hours or after lecture.
  4. Submit all requests within one week of the exam return date.