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.