Prerequisite: Math 213 and STAT 344, or permission of instructor.
Course Description: This course presents the mathematical framework of applied probability theory. It is a calculus-based course with emphasis on developing probability concepts and problem solving skills with applications in computer science, engineering, operations research, and statistics. Topics covered include combinatorics, probability axioms, conditional probability and independence, random variables, expectation, moment generating functions, transformations of random variables, special discrete and continuous distributions, jointly distributed random variables, sums of random variables, and limit theorems.
Links:
Fall 07 and Spring 2008 Syllabus/Web Page