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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 - 4:20pm
Auditors Allowed:
Yes, with instructor consent
Undergrads Allowed:
No
Grading Restriction:
Letter Grade or Pass/Fail
Course Instructor:
Contact:
Michael Rosenblum
Resources:
Prerequisite:

Calculus, real analysis; 140.721-2

Description:

Presents the second part of the classical results of probability theory: central limit theorems, Poisson convergence, coupling, Stein-Chen method, densities, derivatives and conditional expectations.

Learning Objectives:

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

  1. Derive the probability distribution to which a sequence of distributions or a series converge
  2. Derive a bound on the distance between a random variable and a Poisson
  3. Define and derive conditional expectations
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:

mrosen@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.