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140.722.01
Probability Theory II

Course Status
Cancelled

Location
East Baltimore
Note: Due to the COVID-19 Pandemic, this course was held in a virtual/online format.
Term
2nd Term
Department
Biostatistics
Credit(s)
3
Academic Year
2020 - 2021
Instruction Method
TBD
Class Time(s)
Tu, Th, 3:30 - 4:20pm
Auditors Allowed
No
Available to Undergraduate
No
Grading Restriction
Letter Grade or Pass/Fail
Contact Name
Frequency Schedule
Every Year
Prerequisite

Calculus and real analysis; 140.721

Description
Presents the first part of the classical results of probability theory: independence, types of convergence, laws of large numbers, Borel-Cantelli lemmas, Kolmogorov’s zero-one law, random series and rates of convergence. Also discusses characteristic functions and weak convergence.
Learning Objectives
Upon successfully completing this course, students will be able to:
  1. Assess whether two random variables are independent or not
  2. Define and relate the various types of convergence
  3. Derive the value to which a random sequence or series converges
  4. Calculate the Fourier transform of some random variables