Hi guys, I am preparing to apply for MSCF program in CMU and in the essay B they have asked about calculus based probability. I am from Electrical and Electronic Engineering and have done a course in 2nd year on Probability and Statistics. It covered topics such as Probability, Permutations and Combinations, Binomial Poisson Distribution, Confidence Intervals, Testing of Hypotheses. Is it enough? or what is calculus based probability? I need some guidance on this. Thanks..
Background in Calculus Based Probability
- Thread starter Lakshmen
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DMD
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No, that's not enough. Look for a Prob/Stat II that covers continuous and discrete probability distributions, expectations, conditional expectations, Central Limit Theorem, Law of Large Numbers. A few other things to look for what will be helpful are an intro to statistical inference and familiarity with measure-based probability theory. My advice would be to take a probability course offered by the Math or Statistics department that isn't specifically for engineers. It will be much more rigorous.
Books:
A Probability Path - Sidney Resnick
Mathematical Statistics - Rice
Books:
A Probability Path - Sidney Resnick
Mathematical Statistics - Rice
FedericoM
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I have been thinking about taking Intro to Probability Theory through NetMath: Math 461: Introduction to Probability Theory | NetMath at Illinois
Not sure if it satisfies CMU's MSCF admission committee.
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My two cents!
I found Harvard Stats 110 by Prof. Joe Blitzstein rigorous and a great first course on classical probability and stats. The course page is here - Statistics 110: Probability. His book complements the classroom lectures, and solving exercises & R simulations will help build the correct intuition.
I would defer to other members here, on whether a solid background in axiomatic probability is needed pre-MFE.
Calculus based probability is typically a 3rd-year or above undergrad course which usually requires Calc I-III as prerequisites.
It is very helpful to have this pre-MFE because many MFE courses including stochastic calculus heavily draw from probability. Some MFE programs also include a probability course (e.g. CMU MSCF) while others do not.
It is very helpful to have this pre-MFE because many MFE courses including stochastic calculus heavily draw from probability. Some MFE programs also include a probability course (e.g. CMU MSCF) while others do not.
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Daniel Duffy
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Any Opinion on MIT's "Probability - The Science of Uncertainty and Data" Probability - The Science of Uncertainty and Data for MFE Pre-requisite? I'll go for certification. NetMath course is expensive. Please comment
there is also another course on youtube by "actuarial path", the Harvard course mentioned is really good, but I am not the biggest fan of the way he proof things, even tho his way sometimes is much easier. Both of these courses are good over all.
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