Course Page

MSCF Probability

Course Number:

46921


Program

MSCF


Concentrations

MSCF


Course Description

The objective of this course is to introduce the basic ideas and methods of calculus-based probability theory and to provide a solid foundation for other MSCF courses based on probability theory. Topics include basic results on probability and conditional probability, random variables and their distributions, expected values, moment generating functions, multivariate distributions, transformations of random variables and vectors, laws of large numbers and the central limit theorem. Prerequisite: None.

Format

Lecture: 100min/wk and Recitation: 50min/wk


Pre-requisites

None