Probability Theory App

3 Credits · Level: Graduate, Undergraduate

This is a MS level introduction to probability theory. Topics include probability measures, independence and conditional probability, discrete and continuous random variables and their properties, joint distributions, moment generating functions, notions of convergence, Laws of Large Numbers, and the Central Limit Theorem. A working knowledge of multiple integrals and partial derivatives is essential for this course. Some previous exposure to elementary probability and statistics, at least at the level of Math 1040, is recommended. This course is not based on measure theory.