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140.723.01
Probability Theory III

Location:
East Baltimore
Term:
3rd term
Department:
Biostatistics
Credits:
3 credits
Academic Year:
2022 - 2023
Instruction Method:
In-person
Class Times:
  • Tu Th,  3:30 - 4:50pm
Auditors Allowed:
Yes, with instructor consent
Undergrads Allowed:
No
Grading Restriction:
Letter Grade or Pass/Fail
Course Instructor:
Contact:
Abhirup Datta
Resources:
Prerequisite:

Calculus, real analysis; 140.721-2

Description:

Presents the second part of the classical results of probability theory: laws of large numbers, weak convergence, central limit theorems, conditional expectations and their properties.

Learning Objectives:

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

  1. Identify foundational concepts of probability theory
  2. Derive the limiting probability distribution of a sequence of distributions and its application to understanding large sample properties of statistical estimators
  3. Define and derive densities and their derivatives
  4. Identify conditional expectations, their properties and applications in regression method
Methods of Assessment:

This course is evaluated as follows:

  • 50% Homework
  • 50% Final-in-class exam

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:

abhidatta@jhu.edu

Special Comments:

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