IAM541 PROBABILITY THEORY
| Course Code: |
9700541 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Institute Of Applied Mathematics |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
Prof.Dr. ALÝ DEVÝN SEZER |
| Offered Semester: |
Fall or Spring Semesters. |
Course Content
Probability spaces. Independence. Conditional probability. Product probability spaces. Random variables and their distributions. Distribution functions. Mathematical expectation (Integration with respect to a probability measure.) Lp-spaces. Moments and generating functions. Conditional expectation. Linear estimation. Gaussian vectors. Various convergence concepts. Central Limit Theorem. Laws of large numbers.
