Course News

ATTENTION: Check back regularly for course news!
Last update: 26 Mar.

Additional office hours: Wed 4/23: 4:30-5:45pm; Thu 4/24: 2:30-3:30pm.

Schedule update: Please check the course schedule for updated homework assignments!

Midterm 2 has been scheduled: Thursday 3/28; topics: Chapters 4 and 5. Extra office hours: 3/27 (Wed) 2:30-4pm.

Homework updates The homework due after spring break has been modified; it now contains 3 extra credit problems.

Office hours updates
1. Tuesday office hours extended : adding 1-2pm as a standard appointment time for most of the remainder of the semester.
2. There will be no office hours scheduled for the week of March 18th.

The first midterm will take place Thursday, 14th February.

On February 5th, the office hours have moved to 5-6pm.

January 29th office hour is cancelled. Instead, I will be in my office Monday 28th, 5-6pm.

On January 24th, instead of regular office hours, I will hold virtual office hours. More info will be posted on the course's Angel site.

16 Nov: The syllabus (office hours etc) is subject to change until the end of the first week of classes.


Some links of interest may be posted here.

The syllabus for the actuarial P exam can be found here. Note that there could be a couple of topics that we do not have time to cover in the course (e.g. modes, joint cdfs and joint mgfs).

STAT 414, section 002: Introduction to Probability Theory

This course introduces students to the fundamentals and axioms of probability. Topics covered include combinatorial probability, conditional probability and independence, probability laws, random variables, expectation, gambler's ruin, Chebyshev's inequality, Laws of Large Numbers, and the Central Limit Theorem. Applications to a variety of fields will be explored.
Class time Section 002 meets TTh 9:45-11:00am in 303 Willard Bldg
Instructor information Sonja Petrović
Office: 411 Thomas
Office hours: Tuesdays and Thursdays 11:30-12:30.
e-contact: **NOTICE: The best way to e-communicate with the instructor is via Angel.
Grader information Chuan-Sheng Wang
Office: 301 Thomas
Office hours: Thursdays 2:30-3:30pm.
Textbook A First Course in Probability, eighth edition, by S. Ross. (ISBN: 9780136033134)
  • Homework problems will be posted on this webpage, collected at the beginning of class on Thursdays of the following week, and returned in class within a week.
  • NO late homework will be accepted, regardless of reason.
  • Only your highest 13 homework scores will count toward your final grade.
  • Note that your homework grade will be based on selected problems (for example, you may receive 5 points for each of the 4 graded problems from a homework set, and 10 points for completing fully the remaining ungraded problems in the homework set).
Exams There will be two midterm exams and one comprehensive final exam.
The exam schedule will be posted on the "Schedule" page.
All students are required to bring their PSU student-ID card to each exam. If you wish, you may bring to each mid-term exam a calculator and one 8.5 x 11 inch one-sided page of formulas or notes.
All exams will be closed-book exams.
NO late or make-up exams will be given for ANY reason. If you miss any exam, you should provide a valid reason to the instructor; once the instructor AND the TA both approve your excuse, your missed exam score will be replaced automatically by your score on the next mid-term exam.
Early exams might be allowed, with advanced arrangement, to students with direct conflicts due to another required university activity. Obviously, the director of that program must provide a valid letter requesting that the student be excused from the exam.
Attendance Students are expected to attend all lectures.
Students are responsible for all announcements and supplements given within any lecture.
All cell phones must be turned off before entering the classroom.
Integrity Academic Integrity and Mutual Respect:
All Penn State University, College of Science, and Statistics Department policies regarding ethics, honorable behavior, and mutual respect apply to this course. These can be found at:
Penn State's Policies
College of Science's Academic Integrity Policy
College of Science's Code of Mutual Respect and Cooperation
The College of Science's code of Mutual Respect and Cooperation embodies the values that we hope our faculty, staff, and students possess and will endorse to make the College of Science a place where every individual feels respected and valued, as well as challenged and rewarded.
Grade components are as follows:
Homework: 30 %
Mid-term exams: 20 % each
Final exam: 30 %
Final grades will be determined as follows:
A : 94-100%, A- : 90-93%,
B+ : 88-89%, B : 84-87%, B- : 80-83%,
C+ : 78-79%, C : 70-77%,
D : 60-69%,
F : 0-59%.