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May 06, 2024
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MTH 424 - Probability Theory & Application(4 credits)
Prerequisite(s): MTH 281 or MTH 283 , MTH 284 or MTH 288 , and a 300-level mathematics course. General probability (set functions, basic axioms, independence); Bayes theorem; univariate probability distributions (probabilities, moments, variance, mode, percentiIes, transformations); multivariate probability distributions (central limit theorem, joint conditional and marginal distributions -probabilities, moments, variance, covariance); discrete and continuous time Markov chains; selected applications.Course makes extensive use of appropriate software.
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