ORIE 6510 - Probability

Spring. 4 credits.

Prerequisite: real analysis at level of MATH 4130; one-semester calculus-based probability course.

Staff.

Covers sample spaces, events, sigma fields, probability measures, set induction, independence, random variables, expectation, review of important distributions and transformation techniques, convergence concepts, laws of large numbers and asymptotic normality, and conditioning.