Continuous Probability and Mathematical Statistics

Catalog description

One and two-dimensional calculus applied to probability. Continuous random variables in one and two dimensions, including the normal, bivariate normal, exponential, gamma (including chi-square), and beta. Density functions of transformations of random variables. Moment generating functions, weak law of large numbers, central limit theorems, convergence of random variables. Maximum likelihood and unbiased estimators. Confidence intervals, mainly for normal means and variances. Recommended as partial preparation for Actuarial Exam P. Prerequisite(s): A MAT 214 and 220 and one of A MAT 362 or 367. Offered fall semester only.