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Course Catalog

140.721.01 Probability Theory I

Department:
Biostatistics
Term:
1st term
Credits:
3 credits
Academic Year:
2017 - 2018
Location:
East Baltimore
Class Times:
  • Tu Th,  3:30 - 4:50pm
Auditors Allowed:
Yes, with instructor consent
Grading Restriction:
Letter Grade or Pass/Fail
Contact:
Michael Rosenblum
Course Instructor:
Resources:
Prerequisite:

Calculus, real analysis

Description:

Presents the first part of the classical results of probability theory: measure spaces, LP spaces, probability measures, distributions, random variables, integration, and convergence theorems.

Learning Objectives:

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

  1. Rigorously define the probability measure corresponding to a given experiment
  2. Define a random variable and the sigma-algebra it generates
  3. Integrate with respect to a probability measure
  4. Understand convergence of random variables, and the conditions required to prove convergence in expectation
Methods of Assessment:

Homework (70 %), final take-home exam (30%)

Instructor Consent:

Consent required for some students

Consent Note:

Consent required for any students who are not in the Biostatistics PhD program

For consent, contact:

mrosenbl@jhsph.edu

Special Comments:

The course will include 30 minutes per week of lab (time TBA)