MATH 6410 - Probability Theory I

Credits: 3

Axiomatic foundations of probability theory; discrete and continuous type random variables and their distributions; random vectors and their functions; special probability distributions including multivariate normal; generating functions; limiting moment generating functions; weak law of large numbers and central limit theorem. Simple random sampling; sampling from univariate and bivariate normal; exact sampling distributions. Prerequisite: MATH 5650 or consent of instructor.

Repeatable:
No