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.
Upon successfully completing this course, students will be able to:
Discuss 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.