2020-2021 Academic Catalog 
    
    May 11, 2021  
2020-2021 Academic Catalog

MATH 571 - Probability II


Credits: Three (3)
This course should be taken in sequence with MATH 570. Topics include continuous distributions and their applications; uniform distribution, exponential distribution, Gamma distribution, normal distribution and others; central limit theorem; order statistics; mixed distributions; multivariate distributions; marginal distributions; conditional distributions; joint moment generating functions; double expectation theorems.

MATH 570 and MATH 571 (along with Calculus) cover all of the learning objectives contained in Examination P (Probability) of the Society of Actuaries.
Note: This course is for graduate students only.

Cross-listed: MATH-371
Prerequisite: MATH-570