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(PhD) Mathematical Methods

Fall 2012 PHD Course

B9821-001: (PhD) Mathematical Methods

Instructor: Awi Federgruen


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."