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140.722.41
Probability Theory II

Location
Internet
Term
2nd Term
Department
Biostatistics
Credit(s)
3
Academic Year
2021 - 2022
Instruction Method
Synchronous Online
Class Time(s)
Tu, Th, 3:30 - 4:20pm
Auditors Allowed
No
Available to Undergraduate
No
Grading Restriction
Letter Grade or Pass/Fail
Course Instructor(s)
Contact Name
Frequency Schedule
Every Year
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)
Special Comments

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