STAT-6105: Measure and Probability
Description: Development of measure theoretic foundations of probability theory. 6105: sigma fields, probability, and general measures; random variables, measurability and distributions, integration, and expectation; product measures; Radon-Nikodym theorem and conditioning. 6106: Random variables and strong and weak laws of large numbers; characteristic functions, central limit theorem and martingales; stochastic processes and Brownian motion. 6105 partially duplicates Math 5225. Must be enrolled in PhD program.
Pathways: N/A
Course Hours: 3 credits
Corequisites: N/A
Crosslist: N/A
Repeatability: N/A
Sections Taught: 3
Average GPA: 3.79 (rounds to A-)
Strict A Rate (No A-) : 88.77%
Average Withdrawal Rate: 0.00%
Pang Du | 2022 | 91.7% | 4.2% | 0.0% | 0.0% | 4.2% | 0.0% | 3.79 | 3 |