Fall 2011 PHD Course

B9821-001: (PhD) Mathematical Methods

Instructor: Awi Federgruen

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This course is designed to give students a comprehensive understanding of probabilistic concepts that are critical to data analysis and statistics.  Topics will include basic probability theory, general characteristics of random variables, particularly probability distributions that are frequently used in statistics, and elementary random (stochastic) processes.  The intent is to give students a rigorous framework for understanding randomness that will help them avoid common misperceptions in estimating probabilities of events and enable them to "think probabilistically."




Awi Federgruen

Charles E. Exley Professor of ManagementAwi Federgruen is the Charles E. Exley Professor of Management and Chair of the Decision, Risk and Operations (DRO) Division of the Graduate School of Business at Columbia University, at which school he served as Senior Vice Dean from 1997-2002. Professor Federgruen also served for many years as the Chair of the DRO division, most recently from 2004-2010. Professor Federgruen joined the Columbia University faculty...

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