MAT 364 - Theory of Probability II

Credit Hours: 3

Examines multivariate probability distributions including the bivariate normal (joint probability functions and joint probability density functions, joint cumulative distribution functions, central limit theorem, conditional and marginal probability distributions, and moments for joint, conditional, and marginal probability distributions), joint moment generating functions, variance and measures of dispersion for conditional and marginal probability distributions, covariance and measures of dispersion for conditional and marginal probability distributions, transformations and order statistics, and probabilities and moments for linear combinations of independent random variables.

Prerequisite: MAT 363