Apr 20, 2024  
2019-2020 Graduate Catalog 
    
Catalog Navigation
  Catalog Home
  Graduate Programs
  Graduate Courses
  Calendar
  Catalog Guide
  Northern Illinois University
  The Graduate School
  Directory for Correspondence
  Admission
  General Regulations
  Requirements for Graduate Degrees
  Educator Licensure
  Tuition and Fees
  Financial Support
  Scholarly Activities
  University Services
  College of Business
  College of Education
  College of Engineering and Engineering Technology
  College of Health and Human Sciences
  College of Liberal Arts and Sciences
  College of Visual and Performing Arts
  Interdisciplinary Academic Centers and Courses
  Inter-College Interdisciplinary Certificates
  Other Academic Units
  University Administration
  Legal Notices
  Campus Maps
HELP
2019-2020 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]

STAT 600 - Probability Theory

Review of measures, measurable functions, and algebras of events. Random variables and their moments and characteristic function. Sequences of random variables and various modes of convergence. Borel-Cantelli Lemma and Kolmogorov 0-1 law. Weak and strong laws of large numbers. Convergence in distributions and central limit theorems. Conditional expectation and martingales. Brownian motion and stochastic processes.

Prerequisites & Notes
PRQ: MATH 630 and STAT 500, or consent of department.

Credits: 3