140.722.41
Probability Theory II

Location
Internet
Term
2nd Term
Department
Biostatistics
Credit(s)
3
Academic Year
2024 - 2025
Instruction Method
Synchronous Online
Class Time(s)
M, W, 1:30 - 2:50pm
Auditors Allowed
No
Available to Undergraduate
No
Grading Restriction
Letter Grade or Pass/Fail
Course Instructor(s)
Michael Rosenblum
Contact Name
Michael Rosenblum
Frequency Schedule
Every Year
Prerequisite

Calculus, real analysis, 140.721

Description
Presents the first part of the classical results of measure-theoretic probability: random variables, distribution function, integration, types of convergence, convergence theorems, independence, Borel-Cantelli lemmas.
Learning Objectives
Upon successfully completing this course, students will be able to:
  1. Examine and apply foundational concepts of probability theory
  2. Define a random variable and the sigma-algebra it generates
  3. Integrate with respect to a probability measure
  4. Understand convergence of random variables, and the conditions required to prove convergence in expectation
  5. Assess whether two random variables are independent or not
  6. Define and relate the various types of convergence
Methods of Assessment
This course is evaluated as follows:
  • 75% Homework
  • 25% Exam(s)
Instructor Consent
Consent required for some students
Consent Note
Consent required for any students who are not in the Biostatistics PhD program
Consent Contact
mrosen@jhu.edu
Special Comments

Please note: This is the virtual/online section of a course that is also offered onsite. Students will need to commit to the modality for which they register.