MATH 491 - Probability I

Institution:

Case Western Reserve University

Subject:

Description:

Probabilistic concepts. Discrete probability, elementary distributions. Measure theoretic framework of probability theory. Probability spaces, sigma algebras, expectations, distributions. Independence. Classical results on almost sure convergence of sums of independent random variables. Kolmogorov's law of large numbers. Recurrence of sums. Weak convergence of probability measures. Inversion, Levy's continuity theorem. Central limit theorem. Introduction to the central limit problem. Prereq: MATH 423.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.case.edu

Phone Number:

(216) 368-2000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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