Pennsylvania State University 3 credits STAT
Introduction to probability axioms, combinatorics, random variables, limit laws, and stochastic processes. Students may take only one course from MATH414 / STAT 414 and MATH 418 / STAT 418 for credit. STAT 418 / MATH 418 Introduction to Probability and Stochastic Processing for Engineering (3) This course gives an introduction to probability and random processes. The topics are not covered as deeply as in a semester-long course in probability only or in a semester-long course in stochastic processes only. It is intended as a service course primarily for engineering students, though no engineering background is required or assumed.The topics covered include probability axioms, conditional probability, and combinatorics; discrete random variables; random variables with continuous distributions; jointly distributed random variables and random vectors; sums of random variables and moment generating functions; and stochastic processes, including Poisson, Brownian motion, and Gaussian processes.
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