15.085[J] Fundamentals of Probability
Introduction to probability theory. Probability spaces and measures. Discrete and continuous random variables. Conditioning and independence. Multivariate normal distribution. Abstract integration, expectation, and related convergence results. Moment generating and characteristic functions. Bernoulli and Poisson process. Finite-state Markov chains. Convergence notions and their relations. Limit theorems. Familiarity with elementary notions in probability and real analysis is desirable.
This class has no prerequisites.
This class counts for a total of 12 credits. This is a graduate-level class.
You can find more information on MIT OpenCourseWare at the Fundamentals of Probability site.
© Copyright 2015 Yasyf Mohamedali