Introduction to Probability

Catalog description

Combinatorial analysis. Permutations and combinations. Axioms of probability. Sample space and events. Equally likely outcomes. Conditional probability. Bayes' formula. Independent events and trials. Discrete random variables, probability mass functions. Expected value, variance. Bernoulli, binomial, Poisson, geometric, negative binomial random variables. Continuous random variables, density functions. Expected value and variance. Uniform, normal, exponential, Gamma random variables. The De Moivre-Laplace limit theorem. Joint probability mass functions and densities. Independent random variables and the distribution of their sums. Covariance. Conditional expectations and distributions (discrete case). Moment generating functions. Law of large numbers. Central limit theorem. Additional topics (time permitting): the Poisson process, finite state space Markov chains, entropy. Prereq: MATH 223 or MATH 227 .