STAT 3500

Sample spaces and the algebra of sets. Kolmogorov axioms for probability. Probability density/distribution functions (pdfs) and cumulative distribution functions (cdfs). Joint and marginal pdfs. Combining and transforming random variables. Moment generating functions (mgfs) and factorial generating functions. Applications to discrete and continuous random variables. Central limit theorem. Order statistics. Prerequisite(s): One of Mathematics 2560 or Mathematics 2565 AND Statistics 1770 Recommended Background: Statistics 2780