|This Ph.D.-level course (in addition to 41902) provides a thorough introduction to Classical and Bayesian statistical theory. The two-quarter sequence provides the necessary probability and statistical background for many of the advanced courses in the Chicago Booth curriculum. The central topic of Business 41901 is probability. Basic concepts in probability are covered. An introduction to martingales is given. Homework assignments are given throughout the quarter.|
|The text for the course is DeGroot and Schervish, Probability and Statistics. Lecture notes will be available in the form of a CoursePack.|
|Based on a final exam.|
|One year of calculus.
Description and/or course criteria last updated: 6/09
|Course Conditions and Course Related Items:|