MTH 424 - Probability Theory and Applications

[3 credit(s)]

Prerequisite: A grade of “C” or better in MTH 281 or MTH 283, MTH 284 or MTH 288, and a 300-level mathematics course or permission of instructor. General probability (set functions, basic axioms, independence); Bayes theorem; univariate probability distributions (probabilities, moments, variance, mode, percentiles, 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.

Semesters Offered: Every Fall

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