4.0

Average Course Rating

Introduces students to the theory of probability and the formal language of uncertainty. Includes the basic concepts of probability; random variables and their distributions; joint, marginal and conditional distributions; independence; distributions of functions of random variables; expectations; moment generating functions; probability and expectation inequalities; convergence concepts and limit theorems; order statistics. Emphasizes rigorous analysis (including proofs), as well as interpretation of results and simulation for illustration.