Probability II

4 credits

Jointly distributed random variables; conditional distributions and densities; conditional expectations and variance; covariance, correlation, and Cauchy-Schwarz inequality; bivariate normal distribution; multivariate transformations; moment generating functions; sums of independent random variables; Central Limit Theorem; Chernoff's inequality; Jensen's inequality. Prerequisite: either a minimum grade of 2.0 in MATH 394/STAT 394, or a minimum grade of 2.0 in STAT 340. Offered: jointly with STAT 395; WSpS.