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Nov 28, 2024
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2019-2020 Graduate Catalog [ARCHIVED CATALOG]
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MATH 630 - Probability Theory and Applications (3cr.)Credit(s): 3
PROBABILITY THRY & APPLICATION
Component: Lecture
Introduction to probability theory as background for further work in statistics or stochastic processes. Sample spaces and axioms of probability; conditional probability and independence; random variables and describing their distributions; classical discrete and continuous random variables; mathematical expectation and moments of a distribution; the distribution of a function of a random variable; Chebyshev’s inequality; infinite sequences of independent random variables; the weak and strong laws of large numbers; central limit theorems.
Repeatable for Credit: N Allowed Units: 3 Multiple Term Enrollment: N Grading Basis: Student Option
PREREQ: One semester of advanced calculus. RESTRICTIONS: Undergraduate students must have a B or better in six credits of MATH at the 400 level or 500 level, exclusive of MATH 518 and MATH 540 .
Course Typically Offered: Fall
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