CPMA 521, Probability and Markov Chains

This Web page will include some notes, worked problems, LaTeX help, S-PLUS help, and MATLAB help.

Note about second textbook

Amazon.com has the missing book and it ships within 24 hours. You can find it by searching for s-plus. If you want to avoid the unhelpful bookstore, my advice would be to get the book from Amazon.com.

The book is now in stock in the book store as well for about $45.

On-line S-PLUS help

Here are a few documents written by Phil Spector that you may find useful for learning S-PLUS and for typesetting mathematics in LaTeX, second edition.

An introduction to S-PLUS (intro_s.pdf)

Statistical models and graphics in S-PLUS (stat_s.pdf)

Writing functions in S-PLUS (func_s.pdf)

An introduction to LaTeX2e (latex2e.pdf)

Homework Assignments

ChapterProblemsDue DateExtra linksSolutions
Chapter 1 Assignment #1(pdf,ps) September 10 links pdf,ps
Chapter 1 Assignment #2(pdf,ps) September 17 links pdf,ps
Chapter 2 Assignment #3(pdf,ps) September 24 links pdf,ps
Chapters 3 and 4 Assignment #4(pdf,ps) October 1   pdf,ps
Chapters 5 and 6 Assignment #5(pdf,ps) October 8   pdf,ps
Chapters 7 and 8 Assignment #6(pdf,ps) October 15   pdf,ps
(Clarified on Oct. 29, 2001)

Note. On assignment #6, the example for problem 4 should have used sort instead of sample.

Computer Software

We will use Matlab and the S language in this course.

The S language is a statistics programming language and environment. We will use it in the early part of this course as well as in the next course. The S language comes in several flavors. S-PLUS is on the Department system. In addition, one of your textbooks is an S language reference.

Alternatively, for those of you for whom it is more convenient to put software directly onto your computers at home, you have two choices.

R is an open source implementation of the S language. It is freely available. You may download a copy to your home computer here. There are precompiled binaries for Linux, Windows, and Mac as well as source code if you want to compile it yourself.

Alternatively, if you have a Windows system, you may borrow a CD and put S-PLUS onto your computer. Our department license for S-PLUS allows students to copy the software to their home computers.

We will use Matlab later in the course. You will learn more about Matlab when you take the course in Linear Algebra.

Last modified: September 18, 2001
Bret Larget, larget@mathcs.duq.edu