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STAT 3920

Probability

Undergraduate

The course will cover the axioms of the theory of probability, discrete and continuous distributions including binomial, Poisson, exponential, normal chi-square, gamma, t, and F distributions, multivariate distributions, conditional distributions, independence, expectation, moment generating functions, characteristic functions, transformation of random variables, order statistics, law of large numbers and central limit theorem. (Prerequisite: STAT-2950.) (3 lecture hours per week.)

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