The course is a solid introduction to the formulation and manipulation of probability models, leading up to a rigorous proof of the law of large numbers and the central limit theorem. The emphasis is on concepts: sets and combinatorics allow a precise mathematical formulation of probability models, multivariable calculus supplies machinery for changing variables and calculating probabilities and average values relating to vectors of real-valued random variables, and limit theorems allow event-occurrences which are individually unpredictable to become predictable in the aggregate.
1 course with a minimum grade of C- from (MATH240, MATH461, MATH341); and 1 course with a minimum grade of C- from (MATH340, MATH241).
Level of Rigor
A First Course in Probability, by Sheldon Ross
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Crosslisted with SURV410
Students interested in grad school in AMSC should consider this course
Students interested in grad school in MATH should strongly consider this course
Students interested in grad school in STAT should strongly consider this course