Shlomo Levental - Overview

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STT 351 - Probability and Statistics for Engineering

Probability models and random variables. Estimation, confidence intervals, tests of hypotheses, simple linear regression. Applications to engineering.

Average Grade - 3.312
Median Grade - 3.5
56 total students

Latest grades from Summer 2022

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STT 441 - Probability and Statistics I: Probability

Probability, conditional probability and independence. Random variables. Discrete, continuous, univariate, and multivariate distributions. Expectation and its properties, moment generating functions. Law of large numbers, central limit theorem.

Average Grade - 3.301
Median Grade - 3.5
292 total students

Latest grades from Summer 2024

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STT 459 - Construction and Evaluation of Actuarial Models

Severity, frequency, and aggregate models. Construction of empirical models. Parametric statistical methods. Credibility analysis. Simulation methods.

Average Grade - 3.182
Median Grade - 3.5
33 total students

Latest grades from Spring 2014

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STT 881 - Theory of Probability I

Measures and their extensions, integration. Lp spaces and Inequalities. Lebesgue decomposition, the Radon-Nikodym theorem. Product measures, Fubini's theorem. Kolmogorov consistency theorem. Independence, Kolmogorov's zero-one law, the Borel-Cantelli lemma. Law of large numbers. Central limit theorems, characteristic functions, the Lindeberg-Feller theorem, asymptotic normality of sample median. Poisson convergence. Conditional expectations.

Average Grade - 3.424
Median Grade - 3.5
67 total students

Latest grades from Fall 2017

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STT 882 - Theory of Probability II

Random walks, transcience and recurrence. Martingales, martingale convergence theorem, Doob's inequality, optional stopping theorem. Stationary processes and Ergodic theorem. Brownian motion. Kolmogorov's continuity theorem, strong Markov property, the reflection principle, martingales related to Brownian motion. Weak convergence in C([0,1]) and D([0,1]), Donsker's invariance principle, empirical processes.

Average Grade - 3.625
Median Grade - 3.5
49 total students

Latest grades from Spring 2021

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STT 886 - Stochastic Processes and Applications

Markov chains and their applications in both discrete and continuous time, including classification of states, recurrence, limiting probabilities. Queuing theory, Poisson process and renewal theory.

Average Grade - 3.653
Median Grade - 4.0
164 total students

Latest grades from Fall 2022

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STT 888 - Stochastic Models in Finance

Stochastic models used in pricing financial derivatives. Discrete-time models. Brownian motion. Stochastic integrals and Ito's formula. Basic Black-Scholes model. Risk neutral distribution. European and American options. Exotic options. Interest rate market, futures, and interest rate options.

Average Grade - 3.603
Median Grade - 4.0
39 total students

Latest grades from Spring 2020

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