MATH 1853 Linear Algebra, Probability and Statistics

Instructor: Prof. Guangyue HAN. Office: Room 423, Run Run Shaw Building. Web:
http://hkumath.hku.hk/˜ghan. Email: ghan@hku.hk. Consultation Hours: Tuesdays, 10:30AM-
12:00PM and 1:30PM-3:00PM.

Demonstrator: Dr. Fai Lung TSANG. Office: Room 316, Run Run Shaw Building.
E-mail: fail@hku.hk.

Assessment Method: Assignments (1st half semester: 10 %, 2nd half semester: 10 %) and Final
Exam (80%).

Help Room: Mondays, Tuesdays and Thursdays from 3:00pm to 6:00pm in Room
404, Run Run Shaw Building.

Tips and Warnings: This course is not an easy course, spend at least one hour per day on
reviewing the lecture materials, solving the assignment, tutorial and additional problems, and so
on.

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Main Reference Book:
• “Schaum’s outline of theory and problems of probability, random variables,
and random processes” by Hwei P. Hsu, New York:McGraw-Hill, 1997 (Both
printed and electronic versions are available in our library).
Other Reference Books:
• “Probability and statistics for engineering and the sciences” by Jay Devore.
• “Applied statistics and probability for engineers” by Douglas Montgomery and
George Runger.
• “Statistics and probability for engineering applications with Microsoft Excel”
by W. J. DeCoursey.
• “Probability and statistics for engineers and scientists” by Anthony Hayter.
• “Introduction to probability and statistics for engineers” by Milan Holicky.
• “Probability & statistics for engineers & scientists” by Ronald Walpole, Ray-
mond Myers, Sharon Myers and Keying Ye.
• “Principles of statistics for engineers and scientists” by William Navidi.
• “Statistics for engineers and scientists” by William Navidi.
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• “Probability, statistics and random processes for electrical engineering” by Al-
berto Leo-Garcia.
• “Fundamentals of probability and statistics for engineers” by T. T. Soong.
• “Introduction to probability and statistics for science, engineering and finance”
by Walter Rosenkrantz.
• “Probability, statistics, and decisions for civil engineers” by Jack Benjamin, C.
A. Cornell.
• “Probability and statistics for engineers” by Richard Scheaffer, Madhuri Mulekar
and James McClave.
• “A first course in probability theory”, “Introduction to probability and statistics
for engineers and scientists”, “Introduction to probability models” by Sheldon
Ross.

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 Syllabus
(0) A Review on Set Theory and Basic Calculus.

(1) Elementary Complex Variables: Arithmetic of complex numbers; Mod-

ulus argument and conjugate; Basic properties and operations of complex numbers;
Argand diagram; Applications in plane geometry; De Moivre’s theorem; Transfor-
mations of the complex plane; Applications to trigonometric identities; nth roots of
a complex number; Complex functions; Relationships between trigonometric func-
tions and hyperbolic functions.

(2) Basic Probability Laws, Random Variables, Probability Distri-

bution and Expectation and Variance: A review on history of probabil-
ity; Permutations and combinations; Samples spaces and events; Basic probability
rules; The concepts of conditional probability and independent events; Bayes’ The-
orem; The concepts and examples of discrete and continuous random variables; The
concepts of discrete and continuous probability distribution and its mathematical
formulae; The concepts of expectation and variance; Using the relevant formulas to
solve simple problems.

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(3) Binomial, Geometric, Poisson and Normal Distribution: The con-
cepts and properties of the binomial distribution, the geometric distribution, and
the Poisson distribution; Applications: calculating probabilities involving those dis-
tributions; The concepts and properties of the normal distribution; Standardization
of a normal variable and use of the standard normal distribution table; Applications
of the normal distribution.

(4) Sampling distribution, Point Estimate and Confidence Interval:

The concepts of sample statistics and population parameters; The sampling distri-
bution of the sample mean from a random sample of size n; the concept of point
estimates including sample mean, sample variance; The concept of confidence in-
terval; The confidence interval for a population mean with known and unknown
population variances.