MAT 431 - Probability II: Continuous Distributions

Prerequisite(s): Satisfactory completion of both MAT 265 and MAT 430 with a grade of C- or better.
An overview of calculus-based probability theory. Topics include: Axioms of probability theory; Continuous random variables: PDF and CDF; Expectation and variance; Uniform, exponential, Weibull and Gamma distributions; The normal distribution; The central limit theorem; Student and chi^2 distributions; Multidimensional densities; multivariate normals; Conditional distributions; conditional expectation; covariance; Law of total variance.

Hours: 3