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140.722.01
Probability Theory II

Location:
East Baltimore
Term:
2nd term
Department:
Biostatistics
Credits:
3 credits
Academic Year:
2021 - 2022
Instruction Method:
Hybrid In-person and Synchronous Online
Class Times:
  • Tu Th,  3:30 - 4:20pm
Auditors Allowed:
No
Grading Restriction:
Letter Grade or Pass/Fail
Course Instructors:
Contact:
Michael Rosenblum
Resources:
Prerequisite:

Calculus, real analysis, 140.721

Description:

Presents the first part of the classical results of measure-theoretic probability: random variables, distribution function, integration, types of convergence, convergence theorems, independence, Borel-Cantelli lemmas.

Learning Objectives:

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

  1. Define a random variable and the sigma-algebra it generates
  2. Integrate with respect to a probability measure
  3. Understand convergence of random variables, and the conditions required to prove convergence in expectation
  4. Assess whether two random variables are independent or not
  5. Define and relate the various types of convergence
Methods of Assessment:

This course is evaluated as follows:

  • 75% Homework
  • 25% Exam(s)

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:

mrosen@jhu.edu

Special Comments:

Please note: This is the onsite section of a course that is also offered virtually. Students will need to commit to the modality for which they register.