Course Descriptions

The Course Descriptions catalog describes all undergraduate and graduate courses offered by Michigan State University. The searches below only return course versions Fall 2000 and forward. Please refer to the Archived Course Descriptions for additional information.

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STT 881 Theory of Probability I

Semester:
Fall of every year
Credits:
Total Credits: Credits: 3   Lecture/Recitation/Discussion Hours:3
Recommended Background:
MTH 828 or concurrently
Description:
Measures and their extensions, integration, and convergence theorems. Product measures, Lebesgue decomposition, transition probabilities, Kolmogorov consistency theorem. Independence. Classical limit theorems for partial sums.
Effective Dates:
FS95 - US13

STT 881 Theory of Probability I

Semester:
Fall of every year
Credits:
Total Credits: Credits: 3   Lecture/Recitation/Discussion Hours:3
Prerequisite:
STT 861 and MTH 421
Restrictions:
Open to doctoral students in the Statistics major or approval of department.
Description:
Measures and their extensions, integration. Lp spaces and Inequalities. Lebesgue decomposition, the Radon-Nikodym theorem. Product measures, Fubini's theorem. Kolmogorov consistency theorem. Independence, Kolmogorov's zero-one law, the Borel-Cantelli lemma. Law of large numbers. Central limit theorems, characteristic functions, the Lindeberg-Feller theorem, asymptotic normality of sample median. Poisson convergence. Conditional expectations.
Effective Dates:
FS13 - Open