Johns Hopkins University 4 credits Applied Mathematics & Statistics
The course objectives are to develop probabilistic reasoning and problem solving approaches, to provide a rigorous mathematical basis for probability theory, and to examine several important results in the theory of probability. Topics include axiomatic probability, independence, random variables and their distributions, expectation, integration, variance and moments, probability inequalities, and modes of convergence of random variables. The course will include introductory measure theory as needed. Students are expected to have previous study of both analysis and probability. This course is the first half of a yearlong sequence. The second semester’s course, EN.553.721 Probability Theory II, will cover classical limit theorems, characteristic functions, and conditional expectation. Prerequisite: real analysis (AS.110.405/AS.110.415) Prerequisite(s): Students may take EN.550.620 or EN.553.720, but not both.
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