ENGRD 2700
PROBLEM SET 8
DUE APRIL 18.
SIDNEY I. RESNICK
By now you should have
Read up to 7.3 in Devore; well cover 7.2 Tuesday.
Figured out the dierence between population and sample quantities.
Figured out the dierence between an estimate and an est

Orie 2700
Engineering Probability and
Statistics
Lecture 13: Multivariate pdf &
pmf s; conditional densities and
pmf s
Reading: Devore Chapter 5
Sidney Resnick
School of Operations Research and Information Engineering
Rhodes Hall, Cornell University
Ithac

Orie 2700
Engineering Probability and
Statistics
Lecture 11: More Continuous
densities, QQ plots
Gamma Density
Normal
CLT
Gamma Density
Other
Probability Plots; QQ- . . .
Title Page
Reading: Devore 4.14.5
JJ
II
Sidney Resnick
School of Operations Research

ORIE 2700
Engineering Probability and
Statistics
Lecture 7: Random variables,
Distributions, Expectation,
Reading: Devore Sec 3.2, 3.3, 3.4. . .
Sidney Resnick
School of Operations Research and Information Engineering
Rhodes Hall, Cornell University
Ithac

Orie 2700
Engineering Probability and
Statistics
Lecture 12: More QQ plots
Reading: Devore 4.14.6
Examples
Location/scale
Heavy tails?
Survey:
Independence
Examples:
2
Conditional
Expectation
Covariance
Sidney Resnick
School of Operations Research and Inf

Orie 2700
Engineering Probability and
Statistics
Lecture 14: More Multivariate pdf
& pmf s;
Reading: Devore Chapter 5.1, 5.2
Sidney Resnick
School of Operations Research and Information Engineering
Rhodes Hall, Cornell University
Ithaca NY 14853 USA
Expec

ORIE 2700
Engineering Probability and
Statistics
Lecture 9: Famous mass functions,
continuous densities, percentiles,
normal
Reading: Devore Sec 3.5-3.6, 4.14.4
Sidney Resnick
School of Operations Research and Information Engineering
Rhodes Hall, Cornell

ORIE 2700
Engineering Probability and
Statistics
Lecture 8: Random variables,
Distribution functions,
Expectation, R
Reading: Devore Sec 3.33.6
Sidney Resnick
School of Operations Research and Information Engineering
Rhodes Hall, Cornell University
Ithaca

ORIE 2700
Engineering Probability and
Statistics
Lecture 6: Bayes, Independence,
random variables
Reading: Devore Sec 2.5, 3.1, 3.2. . .
Sidney Resnick
School of Operations Research and Information Engineering
Rhodes Hall, Cornell University
Ithaca NY 148

ORIE 2700
Engineering Probability and
Statistics
Lecture 5: Unordered subsets,
beer, conditional prob
Unordered
Beer
Summary
Conditional Probability
Multiplication Rule
Law of Total Probability.
Title Page
Reading: Devore Sec 2.4. . .
JJ
II
Sidney Resnick

ORIE 2700
Engineering Probability and
Statistics
Lecture 4: Properties of
Probability
Review
Properties of P
Equal probabilities
How to count.
Birthdays
Title Page
Reading: Devore Sec 2.1, 2.2
JJ
II
Sidney Resnick
J
I
School of Operations Research and Inf

ORIE 2700
Engineering Probability and
Statistics
Lecture 3: Summary Statistics;
Probability
Sidney Resnick
School of Operations Research and Information Engineering
Rhodes Hall, Cornell University
Ithaca NY 14853 USA
http:/people.orie.cornell.edu/sid
sir1

Orie 2700
Engineering Probability and
Statistics
Lecture 10: More Continuous
densities, percentiles, exponential,
uniform, normal
reading: devore sec 3.5-3.6, 4.14.5
Densities
Expectation & Variance
Densities to become . . .
Title Page
JJ
II
J
I
Page 1 of

ORIE 2700
Engineering Probability and
Statistics
Lecture 2: Descriptive Statistics
Sidney Resnick
School of Operations Research and Information Engineering
Rhodes Hall, Cornell University
Ithaca NY 14853 USA
http:/people.orie.cornell.edu/sid
sir1@cornell.

ENGRD 2700 : Recitation 3
February 24, 2014
1. Somehow Happy Harry, the famous shoe burglar of Ithaca, has been arrested. The police are
interrogating him and there is a 30% chance that he will confess to being the shoe burglar. If
he confesses then he wi

ENGRD 2700 : Recitation 3
February 10, 2014
1. Harry, the famous shoe burglar of Ithaca, is out on his nightly prowls. He has managed to
break into a house and is standing in front of the closet in which there are 2 pairs of shoes - a
pair of wingtips and

ORIE 2700
Engineering Probability and
Statistics
Lecture 1: Intro and Descriptive
Statistics
The Greatest
Scope
More Details
EDA
Describing sample data
Title Page
Sidney Resnick
JJ
II
School of Operations Research and Information Engineering
Rhodes Hall,

ENGRD 2700, Basic Engineering Probability and Statistics, Fall 2014
Practice Final Problems
Part I: Textbook Problems
1. (4.2) Let X denote the amount of space occupied by an article placed in 1 ft3 packing container. The
pdf of X is
90x8 (1 x) 0 < x < 1

Orie 2700
Engineering Probability and
Statistics
Lecture 17: StatisticsEstimation
Methods
Reading: Devore Chapter 6.2
Sidney Resnick
School of Operations Research and Information Engineering
Rhodes Hall, Cornell University
Ithaca NY 14853 USA
Methods: mom

Orie 2700
Engineering Probability and
Statistics
Lecture 23: Regression
Review: Linear Regression
Interest rates
Estimation
Financial Returns
Reading: Devore Chapter 12, . . .
Title Page
Sidney Resnick
School of Operations Research and Information Enginee

ENGRD 2700
PROBLEM SET 5
SIDNEY I. RESNICK
By now you should have
Read up to the end of 4.5 in Devore; Section 4.6 comes next Tuesday.
Figured out what percentiles and quantiles are and how to get them analytically
where possible.
Figured out how to us

ENGRD 2700
PROBLEM SET 6
DUE MARCH 28 BEFORE YOU LEAVE FOR SPRING BREAK.
SIDNEY I. RESNICK
By now you should have
Recovered from the midterm.
Recovered from eye strain caused by reading cheat sheets written in microdots (or 6
point type) and become accu

ENGRD 2700
PROBLEM SET 7
DUE APRIL 11, THE FIRST FRIDAY AFTER BREAK.
SIDNEY I. RESNICK
By now you should have
Read up to the end of 6.2 in Devore.
Figured out what the sample cdf is.
(1) The following uses QQ plotting for a location/scale family and the

ENGRD 2700 : Assignment 4 Solutions
March 16, 2014
(1)(a) LEt D be a random variable representing the duration of the time spent by a student on
Facebook. E[D] = = 20. V ar(D) = 2 = 80. So, = 5, = 4.
(1)(b) P[D 24] = pgamma(q = 24, shape = 5, scale = 4) =

ENGRD 2700
PROBLEM SET 1
SIDNEY I. RESNICK
By now you should have
Read most of Chapter 1 in the course text. For those with little probability background, you should preview Chapter 2.
Figured out which section you are in and where it
Found the course

ENGRD 2700
HW3 SOLUTIONS
March 1, 2014
#Problem_8_d
a<-matrix(0,nrow=1,ncol=1000)
for (i in 40:1000)cfw_
a[i+1]= a[i]+(i+1-30)*dbinom(i+1-30,size=1000,prob=.03,log=FALSE)
#Last term
a[1000]
#Overall cost
450+ 2.5*a[1000]
#Problem_9_c
#prob(x>4). Divide b

ENGRD 2700
PROBLEM SET 10
DUE MAY 2.
SIDNEY I. RESNICK
By now you should have
Studied Devore Chapter 9.
Signed a peace treaty with the concept of p-value.
Figured out when to use z.test (and where it is found), t.test, prop.test, binom.test.
Have stud

ENGRD 2700
PROBLEM SET 3
SIDNEY I. RESNICK
By now you should have
Read up to the end of 3.4 in the course text.
Figured out how to use R to compute binomial, geometric probabilities.
(1) Go to a nancial data source such as Yahoo nance (nance.yahoo.com)