ENM 503: Introduction to Probability and Statistics


Instructor:  Dr. John Lepore,
                 lepore@seas.upenn.edu

Primary Objective:

The primary objective of this course is to provide mathematical background and sufficient experience so that the student can read, write, and understand sentences in the language of probability theory, as well as solve probabilistic problems in engineering and applied science. The course is intended for graduate students in EAS who have had the equivalent of the undergraduate mathematics courses: Math 140, 141,and 240. Students with a firm foundation in probability theory are encouraged to take a more advanced course, such as EnM 603.
 

Text and References:

Homework and reading assignments  will be assigned from the following text:

Title: A First Course in Probability, 6th Edition
Author: Sheldon Ross
Publisher: Prentoice Hall Publishing Company
Year:  2002
 

Course Topics:

1. Foundations of Probability Theory

2. Counting Principles

3. Repeated Trials, Systems Reliability

4. Random Variables

5. Distribution and Density Functions

6. Functions and Sequences of Random Variables

7. Expectation

8. Characteristic Functions and Moment Generating Functions

9. Ordered Statistics

9. Elements of Random (Stochastic) Processes

10. Limit Theorems



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