Prob Theory & Math Stat 1
Hours
Semester
STAT 641
Upon successful completion of the course, the student will be able to:
Apply Fundamentals
Apply fundamentals of set theory and basic set operations
Enumerate the Elements
Enumerate the elements of a discrete sample space
Solve Problems
Solve problems using axioms of probability, conditional probability, independence, and Bayes theorem
Describe the Properties
Describe the properties of the named distributions
Manipulate the PDF and CDF
Manipulate the pdf and cdf of univariate and multivariate discrete and continuous random variables to calculate probabilities and find joint and conditional distributions
Find Moments
Find moments and moment generalized functions
Derive Distributions
Derive distributions for transformed random variables and order statistics
Use Inequalities
Use inequalities to create bounds on probabilities and expected values
Verify Convergence
Verify convergence in probabilty, distribution, and mean square
Prove the Central Limit Theorem
Prove the Central Limit Theorem (iid and non-identical finite variance versions) and demonstrate it by simulation