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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