Introduction to Probability

Catalog description

This is an introduction to probability. In the course, key fundamental concepts of probability, random variables and their distributions, expectations, and conditional probabilities will be covered. Topics include counting rules, combinatorial analysis, sample spaces, axioms of probability, conditional probability and independence, discrete and continuous random variables, jointly distributed random variables, characteristics of random variables, law of large numbers and central limit theorem, random processes, Markov chains, Markov chain-Monte Carlo, Poisson Process and Entropy.