Math 431: Probability Theory

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Catalog Information


Probability Theory.

(Credit Hours:Lecture Hours:Lab Hours)





Math 313.


Axiomatic probability theory, conditional probability, discrete / continuous random variables, expectation, conditional expectation, moments, functions of random variables, multivariate distributions, laws of large numbers, central limit theorem.

Desired Learning Outcomes

This course is a calculus-based first course in probability. It is cross-listed with EC En 370.


The current prerequisite is linear algebra. Because of the need to work with joint distributions of continuous random variables in Math 431, the department should consider adding multivariable calculus as a prerequisite.

Minimal learning outcomes

Primarily, students should be able to do basic computation of probabilistic quantities, including those involving applications. Students should be able to recall the most common types of discrete and continuous random variables and describe and compute their properties. Students should understand the theory of probability in an elementary context.

Additional topics

Courses for which this course is prerequisite

Currently, Math 431 is only a prerequisite for Math 435. Consideration should perhaps be given to making it a prerequisite for Math 543.