Probability

3 units

Mathematical theory and application of classical probability at the advanced level; a calculus based introduction to probability theory. Topics include the computational basics of probability theory, combinatorial methods, conditional probability including Bayes' theorem, random variables and distributions, expectations and moments, the classical distributions, and the central limit theorem. Prerequisites: Mutivariate Calculus (Math 233); a course in linear algebra at the level of Math 309 or Math 429. Some knowledge of basic ideas from analysis (e.g. Math 4111) will be helpful: consult with instructor.