STAT 6100  Applied Probability Theory

 

Number of Credits : 4

 

PRE-REQUISITE: NONE

 

Course Description:

Foundations of Probability; Distributions of One and Several Discrete and Continuous Random Variables; Expectations, Moments, Moment Generating Functions and Characteristic Functions; Order Statistics; The Bivariate and Multivariate Normal Distributions; Sampling Distributions; Distributions of Quadratic Forms; Poisson Process; Markov Chains and Markov Processes; Convergence in Distribution and Convergence in Probability.

 

Assessment:

Coursework                                                          40%

Final Examination: One 3 hour written paper          60%