Basic classical models of probability. Set functions. Axiomatic definition of probability. Conditional probability and Bayes' theorem. Random variables and their types. Distributions, moments, and moment generating functions. Special discrete and continuous distributions. Random vectors and their distributions. Marginal and conditional distributions. Independent random variables. Functions of random variables. Sums of independent random variables. Weak law of large numbers and the central limit theorem.

Pre-requisites: MATH201 And (STAT201 Or STAT212 Or STAT214 Or STAT319 Or ISE315)