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Course Details

Carnegie Mellon: Tepper School of Business
Number: 46921
Title: Introduction to Probability
Concentration: Required
Prerequisites: None
Description: The objective of this course is to introduce the basic ideas and methods of calculus-based probability theory and to provide a solid foundation for other MSCF courses based on probability theory. Topics include basic results on probability and conditional probability, random variables and their distribution, expected values, moment generating functions transformations of random variables and vectors, simulation, laws of large numbers and the central limit theorem. Reference text (not required): Probability and Statistics, by Morris DeGroot, Third Edition, 2002. Prerequisite: None.

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