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STAT 61900 - Probability Theory |
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Associated Term:
Fall 2020
Learning Outcomes: 1.Have a precise mathematical understanding of probabilities and sigma-algebras; random variable, distributions, and expected values; Inequalities and laws of large numbers; weak convergence, characteristic functions, the central limit theorem, Lebesgue decomposition, conditioning. 2.The level of the course is mathematically rigorous based on measure theoretic probability, but without the unnecessary intricacies of a purely measure theoretic development suitable for a Ph.D. program in Mathematics/Statistics. 3.Studnets will become familiar with the foundational principles that justify statistical methodologies. Required Materials: Technical Requirements: |
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