Computational Probability

Catalog description

A modern course in probability. Foundations of probability for modeling random processes with computational techniques. Topics include counting techniques, probability of events, random variables, distribution functions, probability functions, probability density functions, expectation, moments, moment generating functions, special discrete and continuous distributions, sampling distributions, transformation of variables, prior and posterior distributions, Law of Large Numbers, Central Limit Theorem, the Bayesian paradigm. Numerical and computational methods will be covered throughout topics.