INTRODUCTORY PROBABILITY
Topics covered include axioms of probability, random variables, the most important discrete and continuous probability distributions, expectation and variance, conditional probability and conditional expectations, Markov's and Chebyshev's inequalities, laws of large numbers, and the central limit theorem. Includes a brief introduction to techniques of multivariate integration.
Topics
- axioms of probability
- random variables
- the most important discrete and continuous probability distributions
- expectation and variance
- conditional probability and conditional expectations
- Markov's and Chebyshev's inequalities
- laws of large numbers
- and the central limit theorem
Topics explicitly listed in official catalogue description
Prerequisites & course information
Requisites: MATH 213 or 222 . Not open to students with credit for MATH/STAT 309 or STAT/MATH 431 . Course Designation: Core GenEd - Natural Science & Wellness Breadth - Natural Science Level - Advanced L&S Credit - L&S Liberal Arts and Science Repeatable for Credit: No Last Taught: Fall 2026 Learning Outcomes: 1. Recall and state the formal definitions of the mathematical objects and their properties used in basic probability theory (e.g., probability spaces, random variables and their probability distributions, named distributions, conditional probability, independence, etc.). Audience: Undergraduate 2. Use such definitions to argue that a mathematical object does or does not have the condition of being a particular type or having a particular property (e.g., whether certain events or random variables are independent or not, whether a random variable has one of the named distributions, etc.). Audience: Undergraduate 3. Recall and state the standard theorems of probability theory. (e.g., Bayes’ theorem, the law of large numbers, the central limit theorem, Markov’s inequality etc.), and apply these theorems to solve problems in probability theory. Audience: Undergraduate 4. Use multiple approaches to compute and estimate probabilities and expectations. Audience: Undergraduate 5. Model simple real-life situations using techniques in probability theory and calculate probabilities and expectations associated with those models. Audience: Undergraduate 6. Express informal mathematical arguments in English using appropriate mathematical terminology and notation. Audience: Undergraduate Learning Outcomes: 1. Recall and state the formal definitions of the mathematical objects and their properties used in basic probability theory (e.g., probability spaces, random variables and their probability distributions, named distributions, conditional probability, independence, etc.). Audience: Undergraduate 2. Use such definitions to argue that a mathematical object does or does not have the condition of being a particular type or having a particular property (e.g., whether certain events or random variables are independent or not, whether a random variable has one of the named distributions, etc.). Audience: Undergraduate 3. Recall and state the standard theorems of probability theory. (e.g., Bayes’ theorem, the law of large numbers, the central limit theorem, Markov’s inequality etc.), and apply these theorems to solve problems in probability theory. Audience: Undergraduate 4. Use multiple approaches to compute and estimate probabilities and expectations. Audience: Undergraduate 5. Model simple real-life situations using techniques in probability theory and calculate probabilities and expectations associated with those models. Audience: Undergraduate 6. Express informal mathematical arguments in English using appropriate mathematical terminology and notation. Audience: Undergraduate
Sources
- Course catalogue ↗2026-2027