MAT305: Mathematical Probability I 6 credits (40-20-0)

Objectives

To introduce the theory of probability.

Contents

Sample spaces; Discrete Probability; Discrete and continuous random variables; Functions of random variables; Mathematical expectation; variance; Moment generating functions; Multivariate distributions; Standard distributions: binomial, normal, Poisson distributions; Central limit theorem; Laws of large numbers; Simple Markov Chains.

Prerequisite:

MAT201 or consent of department