2021-2022 Academic Catalog 
    
    Apr 18, 2024  
2021-2022 Academic Catalog [Archived Catalog]

MATH 571 - Probability II


Credits: 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.

Related Courses: MATH-371
Prerequisite: MATH-570