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STAT 3500 - Mathematical Probability |
Sample spaces and the algebra of sets. Kolmogorov axioms for probability. Probability density/distribution functions (pdfs) and cumulative distribution functions (cdfs). Joint and marginal pdfs. Combining and transforming random variables. Moment generating functions (mgfs) and factorial generating functions. Applications to discrete and continuous random variables. Central limit theorem. Order statistics.
Prerequisite(s): One of Mathematics 2560 or Mathematics 2565 AND Statistics 1770
Recommended Background: Statistics 2780
3.000 Credit hours 3.000 Lecture hours 0.000 Lab hours 0.000 Other hours Levels: Undergraduate, Master, Audit Schedule Types: Lecture, Online Lecture Mathematics and Computer Sci. Department Course Attributes: Science Lib Ed Req, Arts & Science or LBED course |