MATH 5371INTRO TO PROBABILITY THEORY

Catalog

This graduate course presents a calculus-based probability theory. Topics include axioms of probability, probability rules, conditional probability and Bayes theorem, discrete/continuous random variables with their distribution functions, expected values and variances, joint distribution, conditional distribution, covariance, and conditional expectation. If time permits, moment generating function, law of large number, and central limit theorem will be covered. Prerequisite: MATH 1497.