Catalog description: Introduction to the theory of probability. Sets and counting, probability axioms, conditional probabilities, random variables, limit theorems. Three credits. Prerequisite: MATH 2110Q, 2130Q or 2143Q.
Standard syllabus for Math 3160 Probability:
- Combinatorics: product rule and permutations; combinations.
- Axioms of Probability: sample spaces, events and set operations; probability axioms.
- Conditional Probability and Independence: conditional probability and Bayes’ rule; probability trees; independent events.
- Discrete Random Variables: probability mass function (PMF), cumulative distribution function (CDF); expectation; variance, moments, moment generating function (MGF). Uniform, Bernoulli, Binomial, Poisson, Geometric, Hypergeometric distributions; expectation, variance, MGF of these RVs.
- Continuous Univariate Random Variables: probability density function (PDF), CDF, expectation, variance, moments, MGF. Uniform, Exponential, Gamma, Normal distributions; expectation, variance, MGF of these RVs. Transformations (functions) of continuous RVs.
- Jointly Distributed Random Variables: joint PMF/PDF, and CDF; marginal distributions; conditional PMF/PDF; conditional expectation and variance; covariance and correlation coefficients.
- Limit Theorems: Weak Law of Large Numbers, Central Limit Theorem, Normal approximations.