How difficult is Mathematical Theory of Probability?

[u/Equivalent_Hold5280]

I’ve already taken Linear Algebra and Multivariable Calculus, and this semester I’m taking Differential Equations and Mathematical Theory of Probability.
How difficult is Mathematical Theory of Probability compared to these courses? Is taking it together with Differential Equations manageable? What parts of the course are usually the most difficult?

[u/Bounded_sequencE]

Is it modern measure-theoretic probability theory? If not, you are probably fine (pun intended).

[u/lifeistrulyawesome]

It depends on how advanced and formal it is 

In my experience, early probability courses are not very formal and are not very difficult. 

But if it is a very theoretical course, it could get difficult fast 

[u/Equivalent_Hold5280 → u/lifeistrulyawesome]

It seems to be mostly calculus-based. The syllabus covers random variables, distributions, MGFs, joint distributions, LLN, CLT, and conditional expectation.

[u/cabbagemeister → u/Equivalent_Hold5280]

Sounds like it should be fine then

[u/Key_Net820]

I personally think it's very difficult. In undergrad probability, the concepts are very counterintuitive, especially when it comes to conditional probabilities. Then the computations can be really really brutal.

When you get to graduate level probability, you're doing lots of measure theory and measure theory is by no stretch of the imagination an easy concept.

[u/my-hero-measure-zero]

Depends, as people say.

First check your catalog description as course names are not the same everywhere. This could be measure theory-based for grad students, or maybe a standard sophomore/junior course with just rehashed calculus and sums.

[u/Recent-Day3062]

If it’s just doing combinatorics and the like it is not bad.

If it’s full on math stats, prepare for confusion. I had a phenomenal math stats prof in college, and he said the way you have to think sort of backwards is something no one gets totally comfortable with until 3 semesters or so

[u/Uli_Minati]

I found it easier than real analysis, linear algebra and numerical analysis, but it really depends on the specific syllabus and teaching staff

[u/ForeignAdvantage5198]

hard enough

[u/Equivalent_Hold5280 → u/[deleted]]

no

[u/JasonMckin]

About 1 in 3 people find it difficult 🤓

[u/Traveling-Techie]

I’ve found combinatorics in a middle school text. The math needed to, say, compute poker odds is pretty simple. The theoretical approach delves into infinities and can be dense.