140.646.01 ESSENTIALS OF PROBABILITY AND STATISTICAL INFERENCE I: PROBABILITY
Introduces students to the theory of probability and the formal language of uncertainty. Includes the basic concepts of probability; random variables and their distributions; expectations; moment generating functions; probability and expectation inequalities; convergence concepts and limit theorems; transformations of random variables; order statistics. Emphasizes rigorous analysis (including proofs), as well as interpretation of results and simulation for illustration.
After completing this course, students will be able to understand the probabilistic foundation of modern statistics.
- Tuesday 3:30 - 4:50
- Thursday 3:30 - 4:50
Working knowledge of linear algebra, including the ability to invert a matrix; full year college level calculus, plus current working knowledge of it, meaning you can quickly do integration and differentiation of standard functions, which are needed for homework and exam questions.