PSTAT210
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PSTAT 210 - Measure Theory for Probability
Full Course Title
Measure Theory for Probability
Course Description
Probability spaces: axioms, sigma-algebras, monotone class theorems, construction of probability measures on measurable spaces. Random variables. Expectations (integral Lebesque). Product spaces and Fubini theorem. L2 spaces of random variables.
Unit Value
4
Maximum number of times course can be repeated for additional credit
99
Maximum Units
99